Wykaz obszarów badawczych związanych z tagiem Stochastyczne-rownania-punktu-stalego:
| # | Obszar badawczy | Dziedzina naukowa |
|---|---|---|
| 1 |
My area of expertise is probability theory.
Strand 1. Applications of probabilistic, algebraic and analytic methods in modern mathematical statistics, especially in graphical models. In particular, I study the problem of model selection for so-called colored graphical models.
Strand 2. The study of distributions of solutions of stochastic fixed point equations (equivalently - iterated random functions or systems). I am particularly interested in generalizations of known problems to the case of infinite matrices and relations to free probability.
Strand 3. Characterizations of probability distributions (of the type of the Kac-Bernstein Theorem), the Rosenblatt transformation and their relations with ""integrable probability"", directed polymers and in general with the KPZ universality class.
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