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 Olivier WintenbergerOlivier Wintenberger

olivier.wintenberger@upmc.fr

Mathematical Institute
Universitetspark 5
2100 Copenhagen Ø Denmark


Events

  • 11-13 May 2015 Conference "Dependence, Limit Theorems and Applications" in honor of Paul DOUKHAN (website) in Paris
  • 15 May 2015 First Meeting of the AMERISKA network (website), Jussieu, Paris
  • 23-27 June 2015 Workshop "Mathematical Foundations of Heavy Tailed Analysis" with two Masterclass courses of S. Resnick and P. Soulier (pre-program), Copenhagen.

Activities

  • Guest Professor, Copenhagen university.
  • Professor at UPMC, LSTA member.
  • Affiliate researcher at the CREST, Laboratoire de Finance et Assurance.
  • The thesis of my habilitation is available here and my defence slides here.
  • The thesis of my PHD is available here and my defence slides here.

Research interests

    Probability inequality, Large deviation, Weak dependence, Density estimation, Model selection, Central limit Theorem, Heavy tailed processes.