Short CV: I completed my PhD in mathematics at Université de Montréal in May 2019 under Louis-Pierre Arguin and Alexander Fribergh. From September 2019 to May 2021, I was a postdoctoral scholar at Caltech under Maksym Radziwill. From June 2021 to August 2022, I was a postdoctoral researcher at McGill University under Christian Genest. From September 2022 to August 2023, I was a CRM-Simons postdoctoral fellow at Université de Montréal under Christian Genest. I am currently a postdoctoral researcher at McGill University under Christian Genest. I have also been teaching at Université du Québec à Montréal since 2018.
Interests: My current interests lie in mathematical statistics, specifically in asymptotic statistics, multivariate analysis, and nonparametric estimation (looking particularly at Bernstein estimators, asymmetric kernel estimators, and other smoothing methods). In probability, I'm interested in the extremal properties of branching processes and log-correlated near-Gaussian fields. (This includes the Riemann zeta function on the critical line when the imaginary part is randomized, and some of its approximations.) In finance, I'm interested in the fluctuations and ruin theory for spectrally negative Levy processes.
Email: frederic.ouimet.23@gmail.com
