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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Existence of multidimensional Levy process with dependent structure
Levy process is frequently cited recently. When we come to multidimensional Levy process, the components are usually assumed to be independent. Are there any examples on how to construct a Levy proces …