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 ...

Probability theory provides the mathematical language for quantifying uncertainty and analysing random phenomena. Its foundations rest on measure-theoretic notions of probability spaces and σ-algebras ...

Divergence measures quantify the dissimilarity between probability distributions and lie at the heart of modern information theory and statistical inference. Originating with the Kullback–Leibler ...

This course builds a rigorous foundation of probability. Topics covered include: basic concepts of probability theory and statistics, counting, axioms of probability, independence, Bayes rule, ...

*Note: This course description is only applicable for the Computer Science Post-Baccalaureate program. Additionally, students must always refer to course syllabus for the most up to date information.

As he was brushing his teeth on the morning of July 17, 2014, Thomas Royen, a little-known retired German statistician, suddenly lit upon the proof of a famous conjecture at the intersection of ...

In A Philosophical Essay on Probabilities, published in 1814, Pierre-Simon Laplace introduced a notorious hypothetical creature: a “vast intelligence” that knew the complete physical state of the ...

Introduction to probability theory and its applications. Axioms of probability, distributions, discrete and continuous random variables, conditional and joint distributions, correlation, limit laws, ...