I am a mathematician living in Copenhagen. My main mathematical interests are in probability and statistics, particularly continuous-time stochastic processes, causal inference and high-dimensional statistics.
9 If a Radon measure is a tempered distribution, does it integrate all Schwartz functions? Oct 29 '13
8 What is the Kolmogorov Extension Theorem good for? Apr 12 '12
7 How well can the maximum of a Gaussian process be approximated by a finite-dimensional Gaussian variable? Jul 15 '13
7 What are the prerequisites for stochastic calculus? Mar 16 '14
5 Properties of the projection onto a nonconvex set Jun 27 '13
4 Can we prove directly that $M_t$ is a martingale Feb 8 '13