We derive limit theorems for the empirical distribution function of "devolatilized" increments of an Ito semimartingale observed at high frequencies. These "devolatilized" increments are formed by ...

We study geometric moment contracting properties of nonlinear time series that are expressed in terms of iterated random functions. Under a Dini-continuity condition, a central limit theorem for ...

Random fields provide a versatile mathematical framework to describe spatially dependent phenomena, ranging from physical systems and quantum chaos to cosmology and spatial statistics. Underpinning ...

In the Idea of Limits video, we introduce the idea of limits and discuss how it underpins all of the major concepts in calculus. In the Limit Laws video, we introduce the limit laws and discuss how to ...