Uwe Einmahl's homepage

Uwe Einmahl

Professor of Mathematics

Contact Information

  • Address : Vrije Universiteit Brussel
    Department of Mathematics
    Pleinlaan 2
    B-1050 Brussels
    BELGIUM
  • Office : 6G306
  • Telephone : +32 2 629 34 89
  • Fax : +32 2 629 34 95
  • Email : ueinmahl@vub.ac.be
Top

Research Topics

  • Strong approximations and invariance principles
  • General limit theorems of probability
    -Laws of the iterated logarithm
    -Darling-Erdös type results
    -universal results on increments
    -Probability in Banach space
  • Large and moderate deviation probabilities for sums of independent random vectors
  • (Local) Empirical Processes
  • Non-parametric statistics
    -estimation of densities and regression functions
Top

Research: Recent articles

  • Einmahl, U and Kuelbs, J. (2004) Moderate deviation probabilities for open convex sets: Nonlogarithmic behavior Ann. Probab. 32, 1316-1355.
  • Einmahl, U and Mason, D. M. (2005) Uniform in bandwidth consistency of kernel-type function estimators. Ann. Stat. 33, 1380-1403.
  • Einmahl, U. and Li, D. (2005) Some results on two-sided LIL behavior. Ann. Probab. 33, 1601-1624.
  • Dony, J., Einmahl U. and Mason, D.M. (2006). Uniform in bandwidth consistency of local polynomial regression function estimators. Austr. J. Stat. 35, 105-120. pdf
  • Dony, J. and Einmahl U. (2006). Weighted uniform consistency of kernel density estimators with general bandwidth sequences. Electr. J. Probab. 11, 844-859. pdf
  • Einmahl, U. (2007). A generalization of Strassen's functional LIL. J. Theor. Probab. 20, 901-915
  • Einmahl, U. and Li, D. (2008). Characterization of LIL behavior in Banach space Trans. Am. Math. Soc. 360, 6677-6693. pdf
  • Einmahl, U. (2009). A new strong invariance principle for sums of independent random vectors. Zap. Nauchn. Sem. S.-Peterburg. Otdel. Mat. Inst. Steklov (POMI) 364, 5-31. pdf
  • Dony, J. and Einmahl U. (2009). Uniform in bandwidth consistency of kernel regression estimators at a fixed point. pdf
Most of my papers can also be downloaded via Arxiv Top

Teaching: Academic Year 2009/2010

First semester

  • "Maattheorie en kansrekening" Bachelor 3 in Mathematics
    - Lecture Notes pdf
  • "Complexe Analyse" Bachelor 3 in Mathematics
  • "Advanced Probability" Master in Mathematics (VUB/UA) and Statistics (ULB)
    - Lecture Notes pdf

Second semester

  • "Kansrekening en Statistiek" Bachelor 2 in Mathematics
  • "Stochastische Processen" Bachelor 3, Mathematics and Actuarial Sciences
Top

Teaching: Recent master and Ph.D. theses

  • Limit theorems under mixing conditions, Johan van Kerckhoven (2002)
  • Exponential inequalities for empirical processes with applications, Mark van Lokeren (2002)
  • Some recent results on the t-statistic, Julia Dony (2004)
  • Strong approximations under low moment assumptions, Michèle Ampe (2005)
  • Poisson approximations, Ellen Simons (2006)
  • Uniform consistency of kernel density estimators for censored data, Koen Mahieu (2007)
  • Ph.D. Thesis: Nonparametric regression estimation : an empirical process approach to uniform in bandwidth consistency of kernel-type estimators and conditional U-statistics, Julia Dony. (Defense: May 2008)
    (Co-promotor: David M. Mason, University of Delaware, USA)
Top

Links

Some colleagues

Some Probability and Statistics Links

Top

last updated on January 20, 2010