We derive new explicit bounds for the total variation distance between two convolution products of n ∈ N probability distributions, one of which having identical convolution factors. Approximations by ...

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Probability theory forms the mathematical backbone for quantifying uncertainty and random events, providing a rigorous language with which to describe both everyday phenomena and complex scientific ...

This course is available on the BSc in Financial Mathematics and Statistics. This course is available as an outside option to students on other programmes where regulations permit. This course is ...

Probability is a measure of the likelihood of events happening. The greater the proportion of times an event can happen the greater (or more likely) the probability. Events can be ordered by the ...

Non-additive measure theory extends the traditional framework of measure and integration by allowing for measures that do not necessarily satisfy the additivity property. This broader perspective has ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...