Arturo Jaramillo

Tenured Researcher (Investigador Titular A)

¡Hola! My name is Arturo Jaramillo Gil. Since December of 2020 I work as researcher at the Center of Research in Mathematics (CIMAT), Guanajuato. In 2018 I obtained my PhD in mathematics at the university of Kansas. During this time, I had the great pleasure of conduction research in limit theorems and Maliavvin calculus in collaboration with David Nualart. From September 2018 to November 2020, I participated in a postdoctorate program jointly with the universities of Luxembourg and Singapore, in collaboration with the research groups of Ivan Nourdin, Giovanni Peccati, Adrian Roellin y Louis H.Y. Chen in topics of Malliavin calculus and Stein's method.

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Education

  • 2018-2020

    Department of mathematics of the universities of Luxembourg and Singapore.

    Postdoctoral research in mathematics under the bilateral agreement between Luxembourg and Singapore, boosted by Fonds National de la Recherche. Collaborated with the groups of Ivan Nourdin, Giovanni Peccati, Adrian Roellin y Louis H.Y. Chen in topics of Malliavin calculus, limit theorems and Stein's method.

  • 2014-2018

    Department of mathematics, University of Kansas, United States

    Ph.D. student. Research work in stochastic analisis and Stein-Malliavin method, under the supervision of David Nualart.

  • 2008-20014

    Department of Probability and Statistics, Research Center of Mathematics (CIMAT), Mexico.

    M.Sc. student. Thesis oriented to Malliavin calculus and elaborated under the supervision of Juan Carlos Pardo.

Research

Malliavin calculus of Gaussian processes

Study of differential operators for Gaussian processes.

Malliavin calculus (also known as variational claculus in the Wiener space) is an infinite dimenional differential calculus in the Wiener space. Its applications include the sutdy estudio of anticipating stochastic integrals, the regularity of functionals of Gaussian processes, properties of the fractional Brownian motion and limit theorems for functionals of Gaussian processes.

Check my projects:

Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes Functional limit theorem for the self-intersection local time of the fractional Brownian motion Convergence of the empirical spectral distribution of Gaussian matrix-valued processes

Fractional Brownian motion

Centered Gaussian process with self similarity parameter H with stationary increment that generalizes the classical Brownian motion.

The fractional Brownian motion of Hurst parameter H is a self-similar Gaussian process with stationary increments and self-similarity parameter H. This process is very attractive from the modelling point of view, as an adequate tuning of the Hurst parameter allows us to typically obtain a good approximation of real-life phenomena. My main interests areas in this topic include the study of high frequency statistics, tutuations of stochastic integrals and the study of the asymptotic spectrum of matrix-valued processes.

Check my projects:

Approximation of Fractional Local Times: Zero Energy and Derivatives Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes Functional limit theorem for the self-intersection local time of the fractional Brownian motion Convergence of the empirical spectral distribution of Gaussian matrix-valued processes

Local times

Process that measures the amount of time that a stochastic process spends at a given level.

The local time at level y of a fractional Brownian motion X is a random variable that measures the amount of time that the process X spends around y. I am interested in the study of local times of X as well and their associated derivatives, as well as the applications to the study of high-frequency statistics. Additionally, I am interested in the study of the self-intersection local time of the fractional Brownian motion, which measures the amount of time that the trajectories of X intersect themselves.

Check my projects:

Approximation of Fractional Local Times: Zero Energy and Derivatives Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes Functional limit theorem for the self-intersection local time of the fractional Brownian motion

Stein's method and limit theorems

Collection of probabilistic techniques that allow us to estimate the distance between probability measures by means of differential operators.

Stein's method denotes a collection of probabilistic techniques that allows us to estimate the distance between probability measures by means of differential operators. I am interested in the application of Stein's method to random matrices, probabilistic number theory and limit theorems in the Wiener space. Additionally, I have conducted research on the so called fourth moment phenomena, a very interesting technique for esimating probability distances of standarized variables by means of moments of order fourth. Another of my areas of interest consists on developing and extending the theory Stein' s method of non-Gaussian random variables, such as the semicircular law and the Wishart distribution.

Check my projects:

Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates

My main research areas are analysis in the Wiener space, limit theorems, fractional Brownian motion, Stein's method, local times, random matrices and probabilistic number theory.

Random matrices

Study of the spectrum of random matrices with adequate symmetries.

Another of my research areas consists of the study of the asymptotic properties of the spectrum of random matrices by means of Malliavin calculus, with particular emphasis in the case where the entries of the underlying matrices are stochastic processesin the Wiener space.

Check my projects:

Convergence of the empirical spectral distribution of Gaussian matrix-valued processes

Publications

Complete list of publications

Function Tables for Secure Distributed Matrix Multiplication

Rafael G. L. D'Oliveira, Giulia Gaggero, Arturo Jaramillo Gil, Hiram H. Lopez, Cecilia Martinez-Reyes, Divyesh Vaghasiya. Preprint, 2026

We introduce function tables as a general framework for secure distributed matrix multiplication under linear encoding and decoding. The approach unifies degree tables, cyclic constructions, and algebraic-geometry methods, and yields exact optimal worker counts for single-worker privacy, general lower bounds, and field-size characterizations through the existence of MDS codes.

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Robust Scale Estimation in Additive Noise via Weighted Order Statistics

Jorge Gonzalez Cazares, Arturo Jaramillo. Preprint, 2026

We develop a robust, nonparametric method for estimating the scale of additive noise in weakly dispersed systems using weighted order statistics. We obtain non-asymptotic concentration inequalities under general dependence structures and apply the method to high-frequency observations of fractional Brownian motion and stable Levy processes.

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Non-commutative law of rare events

Marco Tulio Gaxiola, Arturo Jaramillo. Preprint, 2026

We establish quantitative versions of the law of rare events and binomial approximations in non-commutative probability for free, Boolean, and monotone convolutions. We obtain explicit bounds in non-commutative Wasserstein distance for Poisson and binomial approximations using a Lindeberg-type interpolation scheme and algebraic properties of cumulants.

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Adjusted Wasserstein distances for bridging empirical and true distributions with applications to MDS

Flor Martinez-Sermeno, Arturo Jaramillo, Johan Van Horebeek. Preprint, 2026

We study how certain adjustments of Wasserstein-type distances can improve the use of multidimensional scaling as a tool for visualization and pattern recognition. In particular, we analyze the Max-D-SW distance, which aggregates information over complete orthonormal bases, and show numerical advantages for heavy-tailed distributions together with sample-complexity bounds.

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Distributional comparison for non-commutative infinitely divisible probability measures

Arturo Jaramillo, Josue Vazquez-Becerra. Preprint, 2026

We study cumulant-type bounds for the non-commutative Wasserstein distance between infinitely divisible probability measures associated with classical, free, and Boolean convolutions. The main result compares two distributions through finite differences between their cumulants, extending fourth-moment-type phenomena to non-Gaussian regimes.

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Attenuated Poisson Dirichlet approximations for divisibility configurations

Victor Bernal, David Flores, Arturo Jaramillo. Preprint, 2026

We study the point process formed by the normalized logarithms of the distinct prime divisors of a harmonic sample. We prove quantitative convergence, in a Wasserstein-type metric on decreasing sequences, toward a uniformly attenuated Poisson-Dirichlet law.

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Hockey-Stick Domination and Distributional Comparison on Finite Posets

Arturo Jaramillo, Sayle Sigarreta. Preprint, 2026

We develop a framework for comparing probability measures on finite posets through hockey-stick domination. The approach introduces integrals, derivatives, and moment functionals on posets and yields an exact quantitative characterization of the associated Zolotarev-type distance.

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Additive functionals of Harmonic samples: the conditioned Dickman regime

Victor Bernal Ramirez, Arturo Jaramillo. Preprint, 2025

We analyze additive arithmetic functions under the harmonic distribution and prove convergence in law toward conditioned Dickman-type limits, in contrast with the classical Gaussian regime. The approach combines a geometric representation of the model, Mertens approximations, and Poissonization.

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Asymptotics for additive functionals of particle systems via Stein's method

Arturo Jaramillo and Antonio Murillo-Salas. Preprint, 2025

We study additive functionals of random-measure systems initiated by a Poisson process and evolving according to general dynamics. Under suitable conditions, we prove a third-moment theorem and obtain quantitative Wasserstein bounds, with explicit convergence rates for several models. The approach combines Stein's method with the Mecke formula in the Poisson Malliavin-Stein framework.

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Branching Stein Variational Gradient Descent for sampling multimodal distributions.

Isaias Banales, Arturo Jaramillo, Heli Ricalde Guerrero. Preprint, 2025

We propose a new particle-based variational inference method for multimodal distributions. The algorithm extends SVGD by incorporating a random branching mechanism that improves exploration of the state space.

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Non-commutative Stein's Method: Applications to Free Probability and Sums of Non-commutative Variables.

Mario Diaz and Arturo Jaramillo. Preprint, 2024

We propose a simple formulation of Stein's method for the semicircular distribution, leading to precise Berry-Esseen estimates in total variation.

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Approximation of Smooth Numbers for Harmonic Samples A Stein method Approach.

Arturo Jaramillo and Xiaochuan Yang. Preprint, 2023

We establish Dickman approximations for smooth numbers sampled according to the harmonic distribution by means of Stein's method.

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Rates on Yaglom's limit for Galton-Watson processes in varying environment.

Natalia Cardona Tobon, Arturo Jaramillo, Sandra Palau. ALEA, Latin American Journal of Probability and Mathematical Statistics, Volume 21, Pages 1-23, 2024

We establish exponential bounds for critical Galton-Watson processes in varying environments conditioned to survive until a given generation.

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Quantitative and stable limits of high-frequency statistics of Levy processes: a Stein's method approach.

Arturo Jaramillo, Chiara Amorino, Mark Podolskij. Preprint, 2023

We establish mixed Gaussian limit theorems for the fluctuations for partially observed high-frequency statistics for Levy processes.

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Quantitative limit theorems via relative log-concavity .

Arturo Jaramillo, James Melbourne. Preprint, 2022

We study limit theorems for log-concave probability measures. As applications, we get estimations of classical limit theorems such as the law of rare events, binomial Poisson approximations, as well as some more modern ones such as limit theorems for random matroids and intrinsic volumes.

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Optimal estimation of local time and occupation time measure for an alpha-stable Levy process.

Chiara Amorino, Arturo Jaramillo, Mark Podolskij. Preprint, 2022

We study non-central limit theorems for the optimal estimator of the local time and occupation local time for symmetric alpha stable processes.

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A generalized Kubilius-Barban-Vinogradov bound for prime multiplicities.

Louis H. Y. Chen, Arturo Jaramillo, Xiaochuan Yang. Accepted in ALEA, 2022

We determine the quantitative asymptotic behavior of the p-valuations of samples of numbers in 1,...,n, under general condition.

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Limit Theorems for Additive Functionals of the Fractional Brownian Motion.

A. Jaramillo, I. Nourdin, D. Nualart, G. Peccati. The Annals of Probability 51 (3), 1066-1111

We study the asymptotic behavior of additive functionals of the fractional Brownian motions for an arbitrary choice of the underlying Hurst parameter.

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A probabilistic approach to the Erdos-Kac theorem for additive functions.

L.H.Y. Chen, A. Jaramillo, X. Yang. Preprint, 2021

We determine a generalized and quantitatiev version of the Erdos Kac theorem by means of Stein's method.

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Fluctuations of matrix-valued Gaussian processes.

M. Diaz, A. Jaramillo, JC. Pardo. Annales de l'Institut Henri Poincare, Probabilites et Statistiques, 2021

We study the functional fluctuations of the spectrum of matrix-valued Gaussian processes.

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Approximation of local times: zero energy and weak derivatives

A. Jaramillo, I. Nourdin, G. Peccati. Annals of Applied Probability, 2021

The derivatives of local times are introduced as a tool for studyinghigh-frequency statistics.

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Collision of eigenvalues for matrix-valued processes

A. Jaramillo, D. Nualart. Random Matrices: Theory and Applications 9, no. 4, 2020

A new methodology for determining the non-collision property for the eigenvalues of matrix-valued Gaussian processes is established.

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Convergence of the empirical spectral distribution of Gaussian matrix-valued processes

A. Jaramillo, JC. Pardo, JL Pérez. Electronic Journal of Probability (2019) 10. 22-

The asymptotic behavior of matrix-valued Gaussian processes is determined (regardless of the existence of collision of the associated eigenvalues).

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Functional limit theorem for the self-intersection local time of the fractional Brownian motion.

A. Jaramillo, D. Nualart. Annales de l'institut Henri Poincaré (2019) 22,481-528

We establish a functional limit theorem for the self-intersection local time of the fractional Brownian motion. Additionally, we propose a new methodology for proving tightness of stochastic processes.

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Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes.

D. Harnett, A. Jaramillo, D. Nualart. Journal of Theoretical Probability (2019) 3, 1105-1144.

We establish asymptotic Gaussianity for the symmetric integrals associated to general self-similar Gaussian processes.

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Asymptotic properties of the derivative self-intersection local time of fractional Brownian motion.

A. Jaramillo, D. Nualart. Stochastic Processes and Their Applications (2017) 127. 669-700.

We study the asymptotic behavior of the chaotic components of the derivative of the self-intersection local time for the fractional Brownian motion.

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Convergence of the fourth moment and Infinite Divisibility: Quantitative Estimates.

O. Arizmendi, A. Jaramillo. Electronic Communications in Probability (2014) 19, 1-12.

We give estimates on the Kolmogorov distance towards the standard Gaussian distribution for infinitely divisible random variables.

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Courses

Recent talks and events

Variedades Matematicas Lecture Series, UJED, August 2026

Durango, August 26, 2026. Particle flows for variational sampling.

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Latin American School of Information Theory + Statistics (LASITS), August 2026

Guanajuato, August 3-7, 2026. Weighted particle flows for sampling.

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XI School in Probability and Stochastic Processes, 2026

Integrated Noise Scale Estimation for Stochastic Integrals via Order Statistics.

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II French-Mexican Workshop in Probability, July 2026

Guanajuato, Mexico, July 6-10, 2026. Integrated noise scale estimation for stochastic integrals.

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Workshop on Applications of Commutative Algebra and Coding Theory, June 2026

Guanajuato, June 2026. Workshop on Applications of Commutative Algebra and Coding Theory.

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Online BIRS Workshop "Stein's Method meets Statistical Learning", May 2026

Online, May 2026. Stein's Method meets Statistical Learning.

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BIRS-CMO Workshop "Recent Developments in Stochastic Analysis", Oaxaca, May 2026

Oaxaca, May 2026. Recent Developments in Stochastic Analysis.

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Statistics Seminar, CIMAT, May 2026

Guanajuato, May 20, 2026. Participation in the Statistics Seminar.

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BeePy, University of Guanajuato, April 2026

Guanajuato, April 2026. Workshop on programming and its applications.

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UDLAP Colloquium, Puebla, April 2026

Puebla, April 23, 2026. Participation in the UDLAP Colloquium.

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Mathematical Foundations of Artificial Intelligence, IIMAS, April 2026

Mexico City, April 23, 2026. Mathematical Foundations of Artificial Intelligence.

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Probability Seminar, CIMAT, April 2026

Guanajuato, April 13, 2026. Participation in the Probability Seminar.

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Universidad Veracruzana Colloquium, Veracruz, February 2026

Veracruz, February 26, 2026. Participation in the Universidad Veracruzana Colloquium.

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Industrial Problem-Solving Workshop

CIMAT, 2026. Customer retention problem.

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Probability Seminar, CIMAT, November 2025

Guanajuato, November 24, 2025. Fractional Brownian motion with small Hurst parameter.

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University of Guadalajara Colloquium 2025, Mexico City, November 2025

Mexico, November 2025. Particle dynamics for inference in multimodal distributions.

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IIMAS Seminar 2025, Mexico City, October 2025

Mexico, October 2025. Branching Stein gradient descent.

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In Memoriam Mario Diaz Event, Mexico City, September 2025

Mexico, September 2025. Non-commutative Stein's method.

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Interinstitutional Seminar on Random Matrices (SIMA 2025), Guanajuato, September 2025

Mexico, September 2025. Non-commutative Stein's method and applications to free probability.

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Congress of the Mexican Mathematical Society, September 2025

Mexico, August 2025. Statistical measurements of smooth numbers and their relation to Stein's method.

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Probability and Analysis Summer School, Turkiye, July 2025

Istanbul, July 2025. Short course on the Malliavin-Stein method.

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School of Probability, CIMAT, April 2025

Guanajuato, April 2025. Statistical measurements of smooth numbers and their relation to Stein's method.

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Probability Seminar, CIMAT, January-July 2025

Guanajuato, 2025. Statistical measurements of smooth numbers and their relation to Stein's method.

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Commutative and Non-Commutative Probability, February 2025

Guanajuato, February 2025. Free Berry-Esseen theorem via Stein's method.

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Montreal-Guanajuato Workshop on Probability and Machine Learning 2025

Guanajuato, February 2025. High-frequency statistics for Levy processes: a Stein method perspective.

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Cambiando los tiempos, Tribute to Maria Emilia Caballero, 2025

Merida, January 2025. Fractional Brownian motion with small Hurst parameter.

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Interinstitutional Seminar on Random Matrices (SIMA 2024)

Merida, 2024.

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Undergraduate Thesis Topics Presentation, Universidad Anahuac

Veracruz, 2024.

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Mexican University Mathematics Olympiad Presentation 2024

CIMAT, 2024.

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VI Joint RSME-SMM Meeting, Valencia

Valencia, 2024.

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CIMAT Summer School, 2024

Guanajuato, 2024. Statistical measurements of smooth numbers and their relation to Stein's method.

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Student Seminar, CIMAT

Guanajuato, 2024.

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Workshop "Fractional Brownian Motion and its Applications"

University of Luxembourg, 2024. Some problems related to random matrices and fractional Brownian motion.

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UNAM Seminar

National Autonomous University of Mexico, 2024. Convex domination and limit theorems.

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CUWB, Probability on Sea

Playa del Carmen, 2024. Limit theorems for additive functionals of the fractional Brownian motion.

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Congress of the Mexican Mathematical Society 2023

2023. Quantitative Yaglom theorem in a varying environment.

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Probability Symposium, CIMAT

Guanajuato, 2023.

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School of Probability, CIMAT, 2023

Guanajuato, 2023. Conversations on rare events.

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CIMAT Summer School, 2023

Guanajuato, 2023. Conversations on rare events.

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Junior Student Seminar, CIMAT

Guanajuato, 2023. Limit theorems and convexity.

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Statistics Seminar, CIMAT

Guanajuato, 2023. Fluctuations of conditional expectations for local and occupation times.

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Probability Seminar, CIMAT

Guanajuato, 2023. Limit theorems and convexity.

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Anniversary of the Faculty of Sciences, FCFM-UAS

Culiacan, 2023. Limit theorems and convexity.

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Interinstitutional Seminar on Random Matrices

Mazatlan, 2023. Free Breuer-Major theorem.

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Potential Theory Workshop

CIMAT, 2023. Participant.

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National Statistics Forum

UNAM, Cuernavaca, 2023. High-frequency statistics for Levy processes: a Stein method perspective.

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International Conference on Malliavin Calculus and Related Topics

Luxembourg, 2023. Subordinated Gaussian fluctuations for additive functionals of fractional Brownian motion.

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Industrial Problem-Solving Workshop

CIMAT, 2023. Forecast analysis for the USD/MXN exchange rate.

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Quantitative Erdos-Kac theorem for additive functions

Stein Symposium, the golden anniversary, Singapur, 2022. Study of additive functions for uniform samples via Stein's method.

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Limit theorems for linear statistics of matrix-valued gaussian processes

Seminario Mexico-Japon, 2022. A presentation of limit theorems for the linear statistics associated to the spectrum of matrix-valued Gaussian processes.

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Fluctuaciones del espectro de procesos gaussianos matriciales

Universidad de Costa Rica, 2021. We study the fluctuations of linear statistics associated to the spectrum of matrix-valued Gaussian processes.

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Funcionales aditivos del movimiento Browniano fraccionario

Seminario hispanoparlante, 2021. We study Gaussian mixed limits for additive the functionals of the fractional Brownian motion.

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Metodo de Stein

Seminario de charlas cortas, CIMAT, 2021. We present some of the applications of Stein's method in diverse areas of mathematics.

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Additive functions of uniform samples via Stein's method

Universita degli Studi di Milano-Bicocca, 2020. We study arithmetic additive functions by means of stochastic analysis on the Poisson space.

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Quantitative Erdos-Kac theorem

ITAM Probability Seminar, 2020. We study the Erdos-Kac theorem using techniques from Poisson Malliavin calculus.

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Quantitative Erdos-Kac theorem

Luxembourg, 2020. We study the Erdos-Kac theorem using exchangeable pairs and Stein's method.

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High frequency statistics and local times of the fractional Brownian motion

Bernoulli IMS Symposium, 2020. We introduce the derivative of local time as a tool for studying high-frequency statistics.

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Limit theorems, Stein's method, and number theory

CIMAT Probability Seminar, 2020. We present advances in the study of limit theorems in number theory by means of Stein's method.

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Non-crossing partitions and free cumulants

Luxembourg PhD Seminar, 2020. We present important combinatorial aspects of free probability.

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Quantitative full Erdos-Kac theorem, a self-contained probabilistic approach

Berlin Technische, 2020. We give a purely probabilistic proof of the generalized Erdos-Kac theorem.

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Fluctuations of the spectrum of matrix-valued Gaussian processes

CIMAT Random Matrices Seminar, 2020. We study the functional fluctuations of the spectrum of matrix-valued Gaussian processes.

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Fluctuations of the spectrum of matrix-valued Gaussian processes

National University of Singapore, 2019. We study the functional fluctuations of the spectrum of matrix-valued Gaussian processes.

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Fluctuations of the spectrum of matrix-valued Gaussian processes

University of Luxembourg, 2018. We study the functional fluctuations of the spectrum of matrix-valued Gaussian processes.

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Fluctuations of the spectrum of matrix-valued Gaussian processes

CIMAT Random Matrices and Free Probability Seminar, 2018. We study the functional fluctuations of the spectrum of matrix-valued Gaussian processes.

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Eigenvalue collision for matrix Gaussian processes

Simposio de probabilidad y procesos estocásticos, UNAM 2017. We provide conditions for the non-collision of the eigenvalues of matrix-valued Gaussian processes.

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Convergence of the empirical spectral distribution of Gaussian matrix processes

Probability Seminar, University of Kansas 2017. We study the functional behavior of the asymptotic spectrum of matrix-valued Gaussian processes.

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Recent outreach activities

Outreach article: "Reconocimiento de Acciones Mediante Integrales Multiples"

Jovenes en la Ciencia, Vol. 37, University of Guanajuato, 2025.

Journal website    Certificate

Outreach talk: "Gambler's Ruin"

CIMAT, May 2025. We study the probability of ruin in a coin-tossing game.

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Summer research project coordinator: "Action Classification Using the Signature Method"

CIMAT, 2024. Part of CIMAT's Summer Research Program.

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Outreach talk: "The Geometric Distribution and Prime Factorization"

CIMAT, 2024. Presented as part of the first Mexican University Mathematics Olympiad.

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Short course: "A Probabilistic Measure of Smooth Numbers"

CIMAT, 2024. Presented as part of the CIMAT Summer School.

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Organization of the thematic session "Stochastic Analysis"

CIMAT, 2023. Part of the XIV Symposium on Probability and Stochastic Processes.

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Outreach talk: "Gambler's Ruin"

CIMAT, 2023. We study the probability of ruin in a coin-tossing game.

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Short course: "Divisibility through the Lens of Probability"

CIMAT Summer School, 2023. We study elementary problems in probabilistic number theory.

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Outreach talk: "Gambler's Ruin"

CIMAT, 2023. We study the probability of ruin in a coin-tossing game.

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Organization of the XXI School of Probability and Statistics

Department of Probability and Statistics, CIMAT, 2023. The event is intended for advanced undergraduate and graduate students in mathematics, statistics, actuarial science, and related disciplines, and introduces current areas of research and applications in probability and statistics.

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Outreach talk: "A Conversation on Rare Events"

CIMAT School of Probability and Statistics, 2023. We study Poisson approximations for several counting problems.

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Outreach talk: "Double or Nothing! The St. Petersburg Paradox"

Instituto Tecnologico Superior de Los Reyes, Michoacan; CIMAT, 2022. We study betting problems under the martingale strategy.

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CIMAT Summer School 2022: "Random Walks, Boundary Problems, and What Lies Between"

CIMAT, 2022. We study the representation of Dirichlet problems by means of stochastic calculus techniques.

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Outreach talk: "One More? Yes. Another One? Yes. Another One? Well..."

CIMAT, 2022. We study problems concerning rules for deciding when to stop a betting game.

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Organization of the XX School of Probability and Statistics

Department of Probability and Statistics, CIMAT, 2022.

Link

Outreach talk: "Benford's Law and Some of Its Applications"

Instituto Tecnologico Superior de Salvatierra; CIMAT, 2022. We study the frequency of the first digit in certain random samples.

Certificate

Short course: "The Coupon Collector's Probabilities"

CIMAT Summer School, 2021. We study the coupon collector problem and present a broad range of problems that can be addressed with this theory.

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Organization of the XIX School of Probability and Statistics

Department of Probability and Statistics, CIMAT, 2021. The event is intended for advanced undergraduate and graduate students in mathematics, statistics, actuarial science, and related disciplines, and introduces current areas of research and applications in probability and statistics.

Link

Outreach talk: "A First Approach to Research in Probability"

Asociacion Mexiquense de Matematica Educativa, 2019. I discuss aspects of my experience conducting research in probability and statistics for a general audience.

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Links of interest

Probability Seminars 2025

Probability Seminar, CIMAT Guanajuato. Link


Contact

jagil@cimat.mx +52-(473)-732 7155
  • Centro de Investigación (CIMAT),
  • Departamento de matemáticas,
  • Jalisco S/N, Col. Valenciana. Guanajuato, Gto, México,