Nicholas Bingham

Q: What Schools Are Affiliated With Nicholas Bingham

Nicholas Bingham is affiliated with the following schools: University of Cambridge, London School of Economics, University of Sheffield, Birkbeck, University of London, Westfield College, Imperial College London

Nicholas Bingham's AcademicInfluence.com Rankings

Nicholas Bingham

Mathematics

#4332

World Rank

#6176

Historical Rank

Measure Theory

#1399

World Rank

#1753

Historical Rank

mathematics Degrees

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Mathematics

Why Is Nicholas Bingham Influential?

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According to Wikipedia, Nicholas Hugh Bingham is a British mathematician working in the field of probability theory, stochastic analysis and analysis more generally. Education and career Bingham is currently a Senior Research Investigator at Imperial College London, and is a Visiting Professor at both the London School of Economics and the University of Liverpool.

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Nicholas Bingham's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

INDEPENDENT AND STATIONARY SEQUENCES OF RANDOM VARIABLES (1973) (328)
Generalised Linear Models (2010) (314)
Probability Theory: An Analytic View (2002) (304)
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (2001) (297)
Regular variation in more general settings (1987) (296)
Fluctuation theory in continuous time (1975) (214)
EMPIRICAL PROCESSES WITH APPLICATIONS TO STATISTICS (Wiley Series in Probability and Mathematical Statistics) (1987) (179)
Risk-Neutral Valuation (1998) (154)
Asymptotic properties of supercritical branching processes I: The Galton-Watson process (1974) (154)
Regression: Linear Models in Statistics (2010) (146)
Semi-parametric modelling in finance: theoretical foundations (2002) (128)
Limit theorems for occupation times of Markov processes (1971) (128)
Maxima of sums of random variables and suprema of stable processes (1973) (119)
Continuous branching processes and spectral positivity (1976) (101)
Regular Variation by N. H. Bingham (1987) (97)
Seminar on Stochastic Processes (1993) (93)
Variants on the Law of the Iterated Logarithm (1986) (89)
Large deviations in the supercritical branching process (1993) (80)
On the limit of a supercritical branching process (1988) (67)
Asymptotic properties of super-critical branching processes II: Crump-Mode and Jirina processes (1975) (64)
Szegö's theorem and its probabilistic descendants (2011) (58)
Non-parametric Estimation for the M/G/∞ Queue (1999) (55)
A semi-parametric approach to risk management (2003) (50)
Extensions of Regular Variation, I: Uniformity and Quatifiers (1982) (47)
Normed versus topological groups: dichotomy and duality (2010) (47)
Random walk on spheres (1972) (42)
Gaussian processes on compact symmetric spaces (1976) (42)
Modelling asset returns with hyperbolic distributions (2001) (41)
THE DEVELOPMENT OF THE FOUNDATIONS OF MATHEMATICAL ANALYSIS FROM EULER TO RIEMANN (1972) (40)
Random walk and fluctuation theory (2001) (38)
Near-constancy phenomena in branching processes (1991) (38)
TAUBERIAN THEOREMS AND THE CENTRAL LIMIT THEOREM (1981) (35)
Fluctuation Theory for the Ehrenfest urn (1991) (35)
PROBABILITY (Graduate Texts in Mathematics Vol. 95) (1985) (35)
SUMMABILITY METHODS AND ALMOST-SURE CONVERGENCE (1991) (35)
Riesz and Valiron means and fractional moments (1986) (34)
Positive definite functions on spheres (1973) (34)
Andrei Nikolaevich Kolmogorov (1903–1987) (1990) (34)
ON ONE-SIDED TAUBERIAN CONDITIONS (1983) (33)
Normed groups: dichotomy and duality (2008) (33)
Dichotomy and infinite combinatorics: the theorems of Steinhaus and Ostrowski (2010) (33)
Generic subadditive functions (2008) (32)
Limit theorems in fluctuation theory (1973) (32)
On higher-dimensional analogues of the arc-sine law (1988) (31)
Factorization Theory and Domains of Attraction for Generalized Convolution Algebras (1971) (31)
Limit theorems for regenerative phenomena, recurrent events and renewal theory (1972) (31)
Riesz means and self-neglecting functions (1988) (29)
Interest-Rate Theory (2004) (29)
Beyond Lebesgue and Baire II: bitopology and measure-category duality (2010) (29)
Beurling slow and regular variation (2014) (29)
A Tauberian Theorem for Integral Transforms of Hankel Type (1972) (28)
Beyond Lebesgue and Baire: generic regular variation (2009) (28)
DUALITY FOR REGULARLY VARYING FUNCTIONS (1975) (26)
Infinite combinatorics and the foundations of regular variation (2009) (26)
LARGE DEVIATIONS TECHNIQUES AND APPLICATIONS (1994) (26)
Extensions of Regular Variation, II: Rerpresentations and Indices (1982) (25)
Multivariate prediction and matrix Szego theory (2012) (24)
On the Hausdorff distance between a convex set and an interior random convex hull (1998) (24)
Kingman, category and combinatorics (2010) (24)
Additivity, subadditivity and linearity: automatic continuity and quantifier weakening (2014) (23)
Topological regular variation: I. Slow variation (2010) (22)
On valiron and circle convergence (1984) (22)
Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited (1997) (22)
Tauberian Theorems for Summability Methods of Random‐Walk Type (1984) (22)
Beyond Lebesgue and Baire IV: Density topologies and a converse Steinhaus-Weil Theorem (2016) (22)
Beurling moving averages and approximate homomorphisms (2014) (21)
Verblunsky coefficients and Nehari sequences (2013) (21)
Summability methods and almost sure convergence (1985) (20)
Regular variation without limits (2010) (20)
On Borel and Euler Summability (1984) (20)
16. Probability, Statistics and Optimization: A Tribute to Peter Whittle (1995) (19)
FINITE ADDITIVITY VERSUS COUNTABLE ADDITIVITY (2010) (19)
Category-measure duality: convexity, midpoint convexity and Berz sublinearity (2016) (19)
Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov (2000) (19)
Extensions of the strong law (1986) (18)
Regular variation and probability: The early years (2007) (18)
Infinite combinatorics in function spaces: category methods (2009) (18)
Tauberian Theorems for Jacobi Series (1978) (18)
Nonparametric inference from M/G/l busy periods (1999) (18)
Cauchy’s functional equation and extensions: Goldie’s equation and inequality, the Gołąb–Schinzel equation and Beurling’s equation (2014) (18)
Asymptotic analysis of random walks: Heavy‐tailed distributions (Encyclopedia of Mathematics and Its Applications 118) (2010) (17)
REGULARLY VARYING PROBABILITY DENSITIES (2006) (17)
The Index Theorem of topological regular variation and its applications (2009) (17)
Automatic continuity: subadditivity, convexity, uniformity (2009) (16)
Discussion on "On quantum statistical inference" by Barndorff-Nielsen, Gill and Jupp (2003) (15)
On a theorem of Kłosowska about generalised convolutions (1984) (15)
Topological regular variation: II. The fundamental theorems (2010) (14)
Topological regular variation: III: Regular variation. (2010) (14)
The Steinhaus theorem and regular variation: de Bruijn and after (2013) (14)
An explicit representation of Verblunsky coefficients (2011) (14)
Probabilistic and deterministic averaging (1982) (13)
Modelling and Prediction of Financial Time Series (2014) (13)
Homotopy and the Kestelman–Borwein–Ditor Theorem (2011) (13)
Tauberian theorems for Jakimovski and Karamata-Stirling methods (1988) (13)
Tauberian and Mercerian theorems for systems of kernels (2000) (13)
The Steinhaus-Weil property: its converse, subcontinuity and Solecki amenability (2016) (12)
Automatic continuity via analytic thinning (2010) (12)
Summability Methods and Dependent Strong Laws (1986) (12)
Tauberian theorems and large deviations (2007) (12)
The Steinhaus-Weil property: its converse, Solecki amenability and subcontinuity (2016) (12)
General regular variation, Popa groups and quantifier weakening (2019) (11)
The Drasin-Shea-Jordan theorem for Fourier and Hankel transforms (1997) (11)
Gaussian random fields on the sphere and sphere cross line (2018) (11)
Logarithmic moving averages (2014) (11)
Summability methods and negatively associated random variables (2004) (11)
In…nite Combinatorics and the theorems of Steinhaus and Ostrowski (2008) (11)
Integral Representations for Ultraspherical Polynomials (1972) (10)
An introduction to financial option valuation: Mathematics, stochastics and computation, by Desmond J. Higham. Pp. 273. £50.00. 2004. ISBN 0 521 83884 3 (hbk); £24.99. ISBN 0 521 54757 1 (pbk) (Cambridge University Press). (2005) (10)
Set theory and the analyst (2018) (10)
A conversation with David Kendall (1996) (10)
Multivariate elliptic processes (2010) (10)
Ratio Mercerian Theorems with Applications to Hankel and Fourier Transforms (1997) (10)
Optimal Stopping and Dynamic Programming (2008) (10)
Beyond the theorems of Steinhaus and Ostrowski: combinatorial versions (2007) (9)
Studies in the history of probability and statistics XLV. The late Philip Holgate's paper ‘Independent functions: Probability and analysis in Poland between the Wars’ (1997) (9)
Doob: a half-century on (2005) (9)
Brownian Manifolds, Negative Type and Geo-temporal Covariances (2016) (9)
Tauberian theorems in probability theory (1989) (9)
An Introduction to the Theory of Coverage Processes (1990) (9)
Aspects of prediction (2014) (8)
On limit theorems for occupation times (1983) (8)
New automatic properties: subadditivity, convexity, uniformity. (2007) (8)
Foundations of regular variation (2006) (8)
Regular variation: Bounded variation (1987) (7)
Sequential Regular Variation: Extensions of Kendall’s Theorem (2019) (7)
ON SCALING AND REGULAR VARIATION (2015) (7)
Bitopology and measure-category duality (2008) (7)
Variants on the Berz sublinearity theorem (2017) (7)
Extension of the Drasin-Shea-Jordan theorem (1997) (7)
VERY SLOWLY VARYING FUNCTIONS { II BY (2007) (7)
Riesz Means and Beurling Moving Averages (2015) (6)
In…nite Combinatorics in Function Spaces (2008) (6)
Mercerian and Tauberian theorems for differences (1980) (6)
Abelian, Tauberian and Mercerian theorems for arithmetic sums (2000) (6)
An Abel-Tauber theorem for Hankel transforms (1997) (6)
In nite combinatorics and the foundations of regular variation by (2009) (5)
Hyperbolic and semi-parametric models in finance (2001) (5)
Uniformity and self-neglecting functions (2013) (5)
The work of Lajos Takács on probability theory (1994) (5)
The Work of A. N. Komogorov on Strong Limit Theorems (1990) (5)
Harmonic morphisms and the resurrection of Markov processes (1991) (5)
Uniformity and self-neglecting functions: II. Beurling Regular Variation and the class {\Gamma} (2013) (5)
Genericity and the Kestelman-Borwein-Ditor Theorem (2007) (5)
The Converse Ostrowski Theorem : aspects of compactness (2007) (5)
Józef Marcinkiewicz: analysis and probability (2011) (4)
Decomposition of Dirichlet processes on Hilbert space (1991) (4)
The sample mid-range and interquartiles (1996) (4)
Duality and the Kestelman-Borwein-Ditor Theorem (2007) (4)
Probability and Statistics: Some Thoughts at the Turn of the Millennium (2001) (3)
The Worldwide Influence of the Work of B. V. Gnedenko (2014) (3)
Adding additional covariates and the Analysis of Covariance (2010) (3)
Cauchy’s functional equation and extensions: Goldie’s equation and inequality, the Gołąb–Schinzel equation and Beurling’s equation (2015) (3)
Voronoi means, moving averages, and power series (2016) (3)
Jakimovski Methods and Almost-Sure Convergence (2007) (3)
Maxima of partial sums of random variables and suprema of stable processes (1973) (3)
Prediction theory for stationary functional time series (2020) (3)
Extremes and Regular Variation (2020) (3)
Matricial Baxter's theorem with a Nehari sequence (2018) (3)
The Steinhaus-Weil property: I. Subcontinuity and amenability (2020) (3)
Coefficient stripping in the matricial Nehari problem (2017) (3)
The index theorem of regular variation and its applications (2008) (3)
Stochastic analysis : proceedings of the Durham Symposium on Stochastic Analysis, 1990 (1991) (2)
Analytic automaticity: the theorems of Jones and Kominek (2007) (2)
The life, work, and legacy of P. L. Chebyshev (2021) (2)
Statistical Tools for Finance and Insurance by P. Cizek, W. Härdle and R. Weron (eds) (2006) (2)
Probability, Statistics and Planet Earth, I: Geotemporal covariances (2017) (2)
Multivariate general regular variation: Popa groups on vector spaces (2019) (2)
BROWNIAN MOTION AND STOCHASTIC FLOW SYSTEMS (A Volume in the Wiley Series in Probability and Mathematical Statistics) (1986) (2)
Probability unfolding, 1965‒2015 (2016) (2)
The sample mid-range and symmetrized extremal laws (1995) (2)
Hardy, Littlewood and probability (2015) (2)
The Converse Ostrowski Theorem (2007) (2)
Multivariate Popa groups and the Goldie Equation (2019) (2)
On a conjecture of Rademacher, Dickson, and Plotkin (1967) (2)
Financial Modelling With Jump Processes (2006) (2)
Sir Harry Raymond Pitt. 3 June 1914 — 8 October 2005 (2008) (2)
Beyond Haar and Cameron-Martin: The Steinhaus support (2018) (1)
Limits on random measures and stochastic difference equations related to mixing array of random variables (1991) (1)
Probability and Mathematical Genetics: Contents (2010) (1)
On Subadditive Functions Bounded Above on a “Large” Set (2020) (1)
MULTI-TYPE BRANCHING PROCESSES. THEORY & APPLICATIONS (1972) (1)
15. Diffusions, Markov Processes and Martingales: Vol. 1, Foundations (1996) (1)
Integrability Theorems for Convolutions (1978) (1)
Sir Harry Raymond Pitt, FRS, 1914–2005 (2010) (1)
Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century (2022) (1)
The Drasin$B!>(BShea$B!>(BJordan theorem for Hankel transforms of arbitrarily large order (1996) (1)
[How Probable Is a Large Resultant in a Random Walk?]: Reply (1980) (1)
Beyond Haar and Cameron-Martin: topological theory (2018) (1)
Philip Holgate (1934–1993) (2000) (1)
Dimension walks on Sd×R (2019) (1)
Further Multilinear Regression (2010) (1)
Random walks and number-theoretic densities (1980) (1)
Probability, Statistics and Planet Earth, II:The Bochner-Godement theorem for symmetric spaces (2017) (1)
Gaussian random fields: with and without covariances (2021) (1)
PR ] 1 6 N ov 2 02 1 PREDICTION THEORY IN CONTINUOUS TIME (2021) (0)
Homomorphisms from Functional Equations: The Goldie Equation, II (2019) (0)
Mathematical Finance in Continuous Time (2004) (0)
On subadditive functions upper bounded on a 'large' set (2019) (0)
Gred Edzard Harry Reuter (1995) (0)
Category-measure duality: convexity, midpoint convexity and Berz sublinearity (2017) (0)
Preface to the paperback edition (1987) (0)
On Subadditive Functions Bounded Above on a “Large” Set (2020) (0)
Statistical and Probabilistic Methods in Actuarial Science by Philip J. Boland (2007) (0)
Integral Representations of Ultraspherical Polynomials II (2021) (0)
W. R. Bloom and H. Heyer Harmonic analysis of probability measures on hypergroups (de Gruyter Studies in Mathematics Vol. 20, de Gruyter, Berlin, New York 1995) vi + 601pp., 3 11 012105 0, about £140. (1996) (0)
Variants on the Berz sublinearity theorem (2018) (0)
Stochastic Processes in Continuous Time (2004) (0)
The Go{\l}\k{a}b-Schinzel and Goldie functional equations in Banach algebras (2021) (0)
Mathematical Finance in Discrete Time (2004) (0)
Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates by B. Porteous and P. Tapadar (2007) (0)
Regular variation: Further Karamata Theory (1987) (0)
Probability and Measure (1980) (0)
Set theory and the analyst (2018) (0)
Jordan's theorem for fourier and hankel transforms (1995) (0)
Optimal information feed (2010) (0)
The Work of Ragnar Norberg (2019) (0)
Back Matter (2013) (0)
Probability and Mathematical Genetics: Bibliography of J. F. C. Kingman (2010) (0)
Projections and Conditional Expectations (1998) (0)
Back Matter (2014) (0)
Supercritical continuous-state branching processes (1976) (0)
Calculating the de Bruijn conjugate (1987) (0)
Model Checking and Transformation of Data (2010) (0)
Applications to complex analysis (1987) (0)
VERY SLOWLY VARYING FUNCTIONS – (0)
Back Matter (2015) (0)
Obituary: G. E. H. Reuter (1992) (0)
TECHNIQUES OF ASYMPTOTIC ANALYSIS (1972) (0)
The Analysis of Variance (ANOVA) (2010) (0)
C A ] 1 3 O ct 2 01 9 Multivariate general regular variation : Popa groups on vector spaces by (0)
Insurance risk and ruin , by David C. M. Dickson. Pp. 229. £35.00 (hbk). 2005. ISBN 0 521 84640 (Cambridge University Press). (2007) (0)
Asymptotic properties of the supercritical Galton-Watson process (1974) (0)
Book Reviews (2006) (0)
Book Reviews (1955) (0)
The Analysis of Variance (anova) 2.1 the Chi-square Distribution (0)
Measures, Integrals and Martingales by R. L. Schilling (2006) (0)
Functional Analysis for Probability and Stochastic Processes: An Introduction. Adam Bobrowski (2006) (0)
The Separating Hyperplane Theorem (1998) (0)
Stochastic Processes in Discrete Time (2004) (0)
Dimension walks on $\mathbb{S}^d \times \mathbb{R}$ (2018) (0)
Applications to Analytic Number Theory (1987) (0)
Prediction theory in continuous time (2021) (0)
Regular variation: Abelian and Tauberian Theorems (1987) (0)
Aequationes Mathematicae Variants on the Berz sublinearity theorem (2018) (0)
Dimension walks on S d × (2018) (0)
Probability and Mathematical Genetics: Preface (2010) (0)
Aspects of Gaussian Processes on Spheres (2018) (0)
Applications to probability theory (1987) (0)

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What Schools Are Affiliated With Nicholas Bingham?

Nicholas Bingham is affiliated with the following schools: