Random walks in random environments constitute a pivotal area of research at the interface of probability theory, statistical physics and mathematical modelling. This field investigates stochastic ...
Journal of Applied Probability, Vol. 36, No. 1 (Mar., 1999), pp. 78-85 (8 pages) This paper is concerned with submultiplicative moments for the stationary distributions π of some Markov chains taking ...
Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...