There is a growing need for the ability to specify and generate correlated random variables as primitive inputs to stochastic models. Motivated by this need, several authors have explored the ...

We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We ...

Despite the wild success of ChatGPT and other large language models, the artificial neural networks (ANNs) that underpin these systems might be on the wrong track. For one, ANNs are “super ...