Let {Xk: k ≥ 1} be a sequence of independent, identically distributed random variables with $EX_{1} = \mu < 0$. Form the random walk {Sn : n ≥ 0} by setting S0 ...
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 ...
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 ...