# doc. dr. Matija Vidmar

E-mail: matija.vidmar@fmf.uni-lj.si

Contact

**Fakulteta za matematiko in fiziko**

Jadranska 21

1000 Ljubljana, Slovenija

Office: K42 (P18)

Phone: +386 1 4766 649

Extension: 649

Web site: http://www.fmf.uni-lj.si/~vidmarm/

Curriculum Vitae (includes a list of publications).

Preprints:

- Observing a Levy process up to a stopping time;
- Arithmetic of (independent) sigma-fields on probability spaces;
- Exit problems for positive self-similar Markov processes with one-sided jumps;
- A temporal factorization at the maximum for spectrally negative positive self-similar Markov processes;
- First passage upwards for state dependent-killed spectrally negative Levy processes;
- First passage problems for upwards skip-free random walks via the
**Φ**,W,Z paradigm.

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;
- Inclusion-exclusion;
- Conditional integral;
- Jensen's inequality;
- Markov property of functionals of Markov processes;
- Some fun with exponential distributions;
- Wald's identities.