Mathematical foundations of statistical convergence.

Empirical process theory provides a rigorous mathematical basis for central limit theorems, large deviation theory, weak convergence, and convergence rates. Empirical process theory is widely used in many areas of statistics and has applications in fields such as machine learning, probability theory, and mathematical finance.

Faculty studying empirical processes.

Portrait of man with glasses and graying hair
Marten Wegkamp
Professor of Statistics and Data Science
Marten Wegkamp
Professor of Statistics and Data Science
marten.wegkamp@cornell.edu