2008/09 Special Year in Probability
Cincinnati Symposium on Probability Theory and Applications
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Research Interests
Probability Theory: Classical and
non-commutative probability, random matrices,
large deviations.
Recent Publications
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
(with A. Dembo and T. Jiang)
Ann. Probab. 34 (2006), 1-38.
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Published version
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version from ArXiv |
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On a class of free Levy laws
related to a regression
problem
(with M.
Bozejko)
Journal of Functional Analysis 236, 59-77 (2006).
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The classical bi-Poisson process: an
invertible quadratic harness
(with J. Wesolowski)
Statistics & Probability Letters 76 (2006), 1664-1674
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Bi-Poisson process
(with J. Wesolowski),
Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 10, No. 2 (2007) 277-291
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Quadratic harnesses,
q-commutations,
and orthogonal martingale polynomials
(with W. Matysiak and J. Wesolowski)
Trans. Amer. Math. Soc. 359 (2007), no. 11, 5449--5483.
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Asymptotic results for empirical measure of weighted sums
of independent random variables (with
B. Bercu)
Electronic Comm. Probab. 12 (2007) 184--199.
- Computing moments of free additive convolution of measures
Applied Mathematics and Computation, 194 (2007), 561-567.
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The bi-Poisson process: a quadratic harness
(with W. Matysiak and J. Wesolowski)
Ann. Probab., 36 (2008), 623-646.
- Asymptotic normality
for traces of
polynomials in independent complex Wishart matrices
Probab. Theor. Rel. Fields, 140 (2008) 383-405
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On slow-fading MIMO systems with non-separable correlation
(with R. Rashidi Far, T. Oraby, and R. Speicher)
IEEE Transactions on Information Theory,
54 (2008), pp 544-553
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Compound real Wishart
and
q-Wishart matrices. [2007]
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A quadratic regression problem for two-state algebras with
application
to the Central Limit Theorem (with M. Bozejko) [2007]
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Probability III (MATH636)
Office Hours
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