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David Kramer-Bang

Title

Postdoc

Primary affiliation

David Kramer-Bang

Areas of expertise

  • Lévy processes
  • Rate of Convergence
  • High-dimensional quantitative bound
  • Malliavin Calculus

Contact information

Email address

Research

Theoretical foundation of statistical inference for anomalous diffusions, focusing on high-dimensional rate of convergence results for CLTs with dependent random vectors. I also work on bounds for the Wasserstein distance for multivariate Lévy processes attracted to a multidimensional α-stable law, demonstrating how scaling functions influence the rate and extensions hereof. 

Teaching activities

Teaching, supervising, and lecturing are integral and important parts of my work, and I'm very passionate about them. I currently teach the Master’s course Stochastic Processes with Long-Range Dependence, and I supervise PhD students within the area of high-dimensional quantitative bounds for CLTs. Earlier, I have lectured Stochastic Calculus and supervised a Master's thesis on Fourth-Moment Theorems using Stein’s Method and Malliavin Calculus.