A new proof, based on the duality theorem of linear programming, is given of a theorem of V. Strassen, which states essentially that the minimum distance between random variables with given ...

The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...

This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Business Mathematics and Statistics, BSc in ...

The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.