Related papers: A Conversation with Murray Rosenblatt
November 27, 2004, marked the 250th anniversary of the death of Abraham De Moivre, best known in statistical circles for his famous large-sample approximation to the binomial distribution, whose generalization is now referred to as the…
William Kruskal (Bill) was a distinguished statistician who spent virtually his entire professional career at the University of Chicago, and who had a lasting impact on the Institute of Mathematical Statistics and on the field of statistics…
These are lectures notes for a 4h30 mini-course held in Ulaanbaatar, National University of Mongolia, August 5-7th 2015, at the summer school "Stochastic Processes and Applications". It aims at presenting an introduction to basic results of…
A brief description and results of A.M. Mathai's research programme on statistics and probability, initiated in the 1970s, and its relation to physics is given.
Patrick Moss (1947--2024) had two distinct lives as a mathematician. The first was as a ring theorist in the late 1970s, in which he worked with Ginn and Lenagan as a student. After a long career as an inspirational mathematics teacher,…
Willem Rutger van Zwet was born in Leiden, the Netherlands, on March 31, 1934. He received his high school education at the Gymnasium Haganum in The Hague and obtained his Masters degree in Mathematics at the University of Leiden in 1959.…
These are lecture notes written at the University of Zurich during spring 2014 and spring 2015. The first part of the notes gives an introduction to probability theory. It explains the notion of random events and random variables,…
I arrived in Berkeley in 1957, at which time Leo was an Acting Assistant Professor of Mathematics here. He had recently proven the "individual ergodic theorem of information theory"---a triumph---and since this was becoming central to my…
Ingram Olkin was born on July 23, 1924 in Waterbury, Connecticut. His family moved to New York in 1934 and he graduated from DeWitt Clinton High School in 1941. He served three years in the Air Force during World War II and obtained a B.S.…
Born in New Zealand, Shayle Robert Searle earned a bachelor's degree (1949) and a master's degree (1950) from Victoria University, Wellington, New Zealand. After working for an actuary, Searle went to Cambridge University where he earned a…
We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of…
The 1950s-- and perhaps also the 1960s-- were very special times for the development of solid-state/condensed-matter physics. The University of Illinois at Urbana was at the center of these activities. In areas like NMR and…
These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics,…
I met Peter J. Bickel for the first time in 1981. He came to Jerusalem for a year; I had just started working on my Ph.D. studies. Yossi Yahav, who was my advisor at this time, busy as the Dean of Social Sciences, brought us together. Peter…
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
During the three decades from 1930 to 1960 J. L. Doob was, with the possible exception of Kolmogorov, the man most responsible for the transformation of the study of probability to a mathematical discipline. His accomplishments were…
Multivariate statistical analysis is concerned with observations on several variables which are thought to possess some degree of inter-dependence. Driven by problems in genetics and the social sciences, it first flowered in the earlier…
This book is a collection of papers dedicated to the memory of Yehuda Vardi. Yehuda was the chair of the Department of Statistics of Rutgers University when he passed away unexpectedly on January 13, 2005. On October 21--22, 2005, some 150…
These notes are based on my four lectures given at the Newton Institute in April 2004 during the Recent Perspectives in Random Matrix Theory and Number Theory Workshop. Their purpose is to introduce the reader to the analytic number theory…
The mathematical achievements of Harry Kesten since the mid-1950s have revolutionized probability theory as a subject in its own right and in its associations with aspects of algebra, analysis, geometry, and statistical physics. Through his…