We study the small time path behavior of double stochastic integrals of the form $\int_{0}^{t} (\int_{0}^{r} b(u) dW(u))^{T} dW(r)$, where W is a d-dimensional Brownian motion and b is an integrable ...

It is shown that certain conditional distributions, obtained by conditioning on a sufficient statistic, can be used to transform a set of random variables into a smaller set of random variables that ...

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 ...

IN the second volume of his large treatise on the integral calculus, Mr. Edwards deals with multiple integrals, gamma functions, Dirichlet integrals, definite integrals in general, contour integration ...