|
|
Research Interests
Probability Theory:
Classical and
non-commutative probability,
random
matrices,
large deviations.
Recent publications, preprints, work in progress
-
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)
Advances in Applied Probab., 41 (2009), 845-873
-
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
- A remark on the
maximum eigenvalue for
circulant matrices.
(with
Sunder Sethuraman)
In: High Dimensional Probabilities V: The Luminy Volume, IMS
Collections
Vol. 5 (2009) 179-184.
-
Conditioning of quadratic harnesses
(with Jacek Wesolowski) [Feb 2009]
- 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]
- Free Quadratic Harness (with Wojciech Matysiak, and Jacek Wesolowski)
[2005-2010]
-
Office Hours
MATH 505 Advanced Calculus
MATH 273 Differential Equations
|