Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...
Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...
“One of the basic axioms of the rational theory of decision under uncertainty is Savage’s (1954) sure-thing principle (STP). It states that if prospect x is preferred to y knowing that Event A ...
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