Olivier WintenbergerOlivier Wintenberger


Mathematical Institute
Universitetspark 5
2100 Copenhagen Ø Denmark


  • 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.