BME Institute of Mathematics, Department of Stochastics

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Research


Research areas at the Department of Stochastics

Mathematical aspects of statistical physics
Stochastic interacting systems: fluctuations, hydrodynamic limits
Random graphs: dynamics, critical behaviour, limit theorems
Spectra of random matrices and graphs
Exchangeability and applications
Hyperbolic dynamical systems: ergodicity, correlation decay, limit theorems
Geometric measure theory, dynamical systems, fractals
Stochastic analysis, strong approximation and applications
Stochastic models in biology
Asymptotic behaviour of random processes with long memory
Nonparametric estimation, prediction and information theory
Multivariate statistical analysis and data mining
Cluster analysis by graph theoretical methods
Applied statistics
Number theory: combinatorial and probabilistic aspects
Teaching probability and related topics
Conformally invariant processes in the plane
Stochastic processes on discrete groups

Last modified: 2012/03/03