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The Research of Wim Vervaat
Author(s) -
O'Brien G. L.
Publication year - 1996
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1996.tb01491.x
Subject(s) - limit (mathematics) , order (exchange) , mathematics , mathematical economics , computer science , business , mathematical analysis , finance
This essay gives an outline of some of Wim Vervaat's innovative research ideas, especially those involving sup measures and capacities. These ideas were developed at his initiative in order to find satisfactory solutions to some limit problems in probability theory. The essay discusses the motivating questions and the role of sup measures and capacities in their solutions.