Random walks in random environments constitute a pivotal area of research at the interface of probability theory, statistical physics and mathematical modelling. This field investigates stochastic ...

Remco van der Hofstad, Mark Holmes, An expansion for self-interacting random walks, Brazilian Journal of Probability and Statistics, Vol. 26, No. 1 (February 2012), pp. 1-55 ...

GIULIO IACOBELLI, DANIEL R. FIGUEIREDO, GIOVANNI NEGLIA, TRANSIENT AND SLIM VERSUS RECURRENT AND FAT: RANDOM WALKS AND THE TREES THEY GROW, Journal of Applied Probability, Vol. 56, No. 3 (SEPTEMBER ...

Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...