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Statistical Laboratory

Publications

On coupling of random walks and renewal processes
T Lindvall, LCG Rogers
– Journal of Applied Probability
(2016)
33,
122
Optimal stopping and embedding
D Lamberton, LCG Rogers
– Journal of Applied Probability
(2016)
37,
1143
Evaluating first-passage probabilities for spectrally one-sided Levy processes
LCG Rogers
– Journal of Applied Probability
(2016)
37,
1173
Optimal Time to Exchange Two Baskets
K Nishide, LCG Rogers
– Journal of Applied Probability
(2016)
48,
21
Computing the invariant law of a fluid model
LCG ROGERS, Z SHI
– Journal of Applied Probability
(2016)
31,
885
The correlation of the maxima of correlated Brownian motions
LCG Rogers, L Shepp
– Journal of Applied Probability
(2016)
43,
880
A Stochastic Volatility Alternative to SABR
LCG Rogers, LAM Veraart
– Journal of Applied Probability
(2016)
45,
1071
Stochastic ordering of order statistics
AD BARBOUR, T LINDVALL, LCG ROGERS
– Journal of Applied Probability
(2016)
28,
278
Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat
LCG ROGERS
– Advances in Applied Probability
(2016)
21,
933
PITMAN 2M-X PROPERTY FOR ONE-DIMENSIONAL DIFFUSIONS
LCG ROGERS
– Advances in Applied Probability
(2016)
12,
293
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Frontpage talks

Cambridge Statistics Clinic

Cambridge Statistics Clinic

Cambridge Statistics Clinic

Statistics

13
Mar
16:00 - 17:00: Title to be confirmed
Peter Whittle Lecture

Research Group

Statistical Laboratory