doc. dr. Matija Vidmar
Student consultation: po dogovoru
1000 Ljubljana, Slovenija
Phone: +386 1 4766
Za diplomska/magistrska dela iz verjetnosti/finančne matematike me lahko kontaktirate (npr. po elektronski pošti).
Research interests: probability and its applications in physics & financial mathematics.
Vita: includes a list of (with links to) publications and preprints.
Teaching related miscellany:
- Entries into a measurable set for sequences with stationary independent values, with an application to renewal processes;
- Aggregation and disintegration of independence;
- Pi and lambda systems - Dynkin's lemma - monotone classes of sets and of functions - the (functional) monotone class theorem;
- A property of the measure associated to the running supremum of a right continuous real function of a real variable;
- The "measure of symmetric difference'' metric;
- Lemma on conditioning;
- Competing exponentials;
- Markov property in discrete time and space;
- Conditional integral;
- Jensen's inequality;
- Markov property of functionals of Markov processes;
- Some fun with exponential distributions;
- Wald's identities.