Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.
Explores extremal limit theorems, statistical analysis, and applications of extremal processes in various fields, focusing on modeling extreme events and fitting suitable models.
Explores the Eigenstate Thermalization Hypothesis in quantum systems, emphasizing the random matrix theory and the behavior of observables in thermal equilibrium.
Explores the limit distribution of componentwise maxima of independent random variables, leading to a non-degenerate distribution with unit Fréchet margins.