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Research Interests
Probability Theory:
Classical and
non-commutative probability,
random
matrices,
large deviations.
Recent Publications
-
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
-
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
-
Compound
real Wishart
and
q-Wishart matrices.
Intern. Math. Research Notices 2008: rnn079-42.
-
A quadratic regression problem for two-state algebras with
application
to the Central Limit Theorem (with M. Bozejko)
Infinite
Dimensional Analysis, Quantum Probability and Related Topics, 12 (2009), 231-249.
-
Duality of real and quaternionic random matrices (with Virgil
Pierce) Electronic Journal
Probab. Vol. 14 (2009), Paper no. 17, pages
452--476.
-
Large deviations for the leaves in some
random trees
(With C. David Minda and Sunder Sethuraman)
[Sept
2008] Advances in Applied Probab., to appear
-
Free Exponential Families as Kernel Families
Demonstr. Math., XLII (2009) 657-672
-
Askey-Wilson polynomials, quadratic harnesses and
martingales
(with Jacek Wesolowski) Ann. Probab., to appear
-
Conditioning of quadratic harnesses
(with Jacek Wesolowski) [Feb 2009]
- A remark on the maximum eigenvalue for circulant matrices.
(with
Sunder Sethuraman)
Proceedings of the meeting "High Dimensional Probabilities 5", Luminy,
France, to appear
-
One-sided Cauchy-Stieltjes Kernel Families
(with Abdelhamid Hassairi)
[June 2009]
-
Meixner matrix
ensembles (tentative title)
(with Gerard Letac)
[2006-2009]
- Markov processes with free
Meixner laws
[Oct 2009]
-
Quadratic harnesses from generalized beta integrals (working title) [Nov
2009]
Office Hours
MATH 504 Advanced Calculus
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