Infinitely Divisible Distributions Professors and Supervisors

Markus Riedleمشاهده پروفایل

استاد

King’s College LondonUnited Kingdom

Professor Markus Riedle holds the position of Professor of Probability Theory at King's College London's Department of Mathematics, within the Faculty of Natural, Mathematical & Engineering Sciences. He obtained his Ph.D. from Humboldt University Berlin in 2003 and held a postdoctoral position there. Before joining King's as a Reader in 2011 (promoted to Professor in 2017), he served as a lecturer at the University of Manchester and substituted a professorial role in applied mathematics at the University of Mannheim. His research focuses on stochastic processes, stochastic analysis, and stochastic differential equations, with applications in financial mathematics and infinite-dimensional spaces. Key areas include Lévy processes, stochastic integration in Banach spaces, and stochastic evolution equations. Recent publications highlight advancements in cylindrical Lévy processes, stochastic partial differential equations, and large deviations principles. His work has been recognized through notable collaborations, including supervision of Dr. Tomasz Kosmala (2020 King's Outstanding PhD Thesis Prize recipient) and Dr. Gergely Bodo. Riedle leads research projects funded by EPSRC and the London Mathematical Society, exploring cylindrical Lévy processes, stochastic analysis in infinite-dimensional spaces, and their applications. He is an active member of King's Probability group and contributes to the Financial Mathematics research cluster.

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Anirban DasGuptaمشاهده پروفایل

استاد

Purdue UniversityUnited States

Anirban DasGupta is a Professor of Statistics at Purdue University's Department of Statistics within the College of Science. He received his B.S. (1977), M.S. (1978), and Ph.D. (1984) degrees from the Indian Statistical Institute. His office is located in MATH 528, and he can be contacted at dasgupta@purdue.edu or by phone at 765-494-6033. His research focuses on mathematical statistics, asymptotics, applied probability, analytic number theory, probability inequalities, and connections between mathematical disciplines. Recent publications emphasize high-dimensional inference, distribution theory, and applications in statistical methodology. Professor DasGupta has received significant recognition including: Fellow of the Institute of Mathematical Statistics (1993) Top Ten Outstanding Teachers in College of Science (1987, 1997) Member of IMS Council (2008-09, 2014-16) He has advised numerous PhD students including Sanjib Basu, Saurabh Mukhopadhyay, and Mei-Mei Zen. He has held editorial positions for major statistical journals including Annals of Statistics, Bernoulli, and Journal of Statistical Planning and Inference.

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Alexander Iksanovمشاهده پروفایل

استاد

Taras Shevchenko National University of KyivUkraine

Prof. Alexander Iksanov is a Professor in the Operations Research Department at the Faculty of Computer Science and Cybernetics, Taras Shevchenko National University of Kyiv, Ukraine. His career includes roles as Associate Professor (2002–2008), Deputy Dean of the Faculty of Cybernetics (2004–2006), and Head of the Operations Research Department since 2014. He leads the project 'Asymptotic and structural analysis of stochastic models of population dynamics' (2019–2021). Education: 1995: Bachelor’s/Master’s degree in Cybernetics from Taras Shevchenko National University of Kyiv 2000: PhD in Physics and Mathematics 2008: Habilitation in Physics and Mathematics Research Interests: Focuses on stochastic processes, random discrete structures (compositions, coalescents, branching processes), functional limit theorems, renewal theory applications, and asymptotic analysis of complex systems. Explores regeneration properties in discrete and continuous stochastic models, including perturbed random walks, random Dirichlet series, and generalized convexity analysis. Methodological Expertise: Shot noise processes, regenerative compositions, perpetuities, branching random walks, probabilistic number theory, and convex stochastic geometry. Future Projects: Includes asymptotic theory of perturbed random walks, analysis of random Dirichlet series, discounted perpetuities, generalized convexity, random vp-trees, mod-phi convergence, and complex systems analysis. Grants & Leadership: Headed project 19БФ015-01 (2019–2021). Active in collaborative research groups and international publications.

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Michael Grabchakمشاهده پروفایل

استاد

University of North Carolina at CharlotteUnited States

Michael Grabchak is a Professor in the Department of Mathematics and Statistics at the University of North Carolina at Charlotte (UNC Charlotte). His research focuses on tempered stable distributions, infinitely divisible processes, heavy-tailed phenomena, quantitative finance, and entropy estimation. He has developed software packages such as SubTS , SymTS , and EntropyEstimation for statistical analysis and simulation. His work bridges theoretical probability and applications in finance, statistics, and computational methods. Key contributions include studies on Lévy processes, risk estimation, and biodiversity metrics using entropy-based techniques. He has authored a monograph on tempered stable distributions and edited volumes on extreme value theory. His teaching includes advanced courses on applied probability and statistical methods, and he has presented his research at international conferences across the globe. Grabchak’s research has been published in top journals like Statistics and Computing , Journal of Applied Probability , and Quantitative Finance . He actively contributes to academic service through invited lectures, editorial roles, and software development for statistical education and applications.

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Ayse Kizilersuمشاهده پروفایل

پژوهشگر

The University of AdelaideAustralia

Dr. Ayse Kizilersu is a Grant-Funded Researcher (B) in the Department of Physics at the University of Adelaide. Her work focuses on theoretical and computational physics, with particular emphasis on lattice Quantum Chromodynamics (QCD), particle physics, and statistical distribution analysis. She is affiliated with the Physics division at the North Terrace campus, office 108A. Her research interests span non-perturbative QCD studies, quark-gluon vertex dynamics, and applications of statistical methods to finance and physics. Dr. Kizilersu's recent contributions include investigations into the Weibull distribution's properties and its applications in censored data analysis, alongside lattice QCD simulations exploring quark-gluon interactions. Her articles reflect interdisciplinary strengths in both high-energy physics and econophysics, addressing topics from particle dynamics to market order analysis. Awards and achievements sections remain unspecified in her profile, though her active grant-funded status indicates ongoing research support. No formal advising roles or student supervision details are documented here. Professional activities include contributions to lattice field theory and statistical modeling communities.

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Henrik Laurberg Pedersenمشاهده پروفایل

استاد

University of CopenhagenDenmark

Henrik Laurberg Pedersen is a Professor and Head of Section at the Department of Mathematical Sciences, University of Copenhagen , specializing in mathematical analysis, special functions, and complex analysis. His work bridges theoretical and applied mathematics. Research Interests: Special functions, orthogonal polynomials, complex analysis, generalized Stieltjes functions, and applications to dynamical systems. Teaching: Complex analysis at undergraduate and graduate levels, mathematics for life sciences, and linear algebra for computer science. Collaborations: Active in projects involving holomorphic dynamics, complex methods in dynamical systems, and geometry/global analysis. Publications focus on inequalities, gamma distribution quantiles, Bernstein functions, and Julia sets, with keywords spanning mathematical analysis, probability, and dynamical systems. Recent works emphasize connections between complex analysis and special functions.

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Sandro Bettinمشاهده پروفایل

استاد

University of GenoaItaly

Sandro Bettin is a Full Professor at the Department of Mathematics (DIMA) within the University of Genoa, actively contributing to the School of Mathematical, Physical and Natural Sciences. He coordinates the PhD program in Mathematics and serves on both the School Council and Department Board. His research focuses on intersections of mathematical analysis and number theory, particularly in areas like quantum modular forms , continued fractions , and value distribution theory . His recent work explores connections between number theory and quantum invariants from knot theory, utilizing tools from operator theory. Publications highlight trends in analytic number theory , modular forms , and probabilistic methods , with applications to hyperbolic geometry and elliptic curve theory. He has held administrative roles in graduate education and departmental governance.

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Alan Zameمشاهده پروفایل

استاد

University of MiamiUnited States

Alan Zame is a Professor in the Department of Mathematics at the University of Miami , College of Arts and Sciences. His research spans diverse areas in mathematics, statistics, and probability theory. Education & Training: (Details not explicitly provided in the text) Research Interests: Dr. Zame's work includes combinatorics , probability theory , game theory , and number theory . He has contributed to understanding stochastic processes, tournament planning, urn schemes, and subgroup chains. Publication Trends: His publications from 1984–2010 focus on probabilistic modeling, strategic games, and mathematical structures. Key topics include random sequences, gambling strategies, string matching, and combinatorial fairness in tournaments. Advising & Grants: No specific students or grants are listed in the provided text.

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Andrew Joseph Reynoldsمشاهده پروفایل

پژوهشگر

University of IowaUnited States

Andrew Joseph Reynolds is a Research Scientist at the University of Iowa , actively contributing to the development of the SMT solver cvc5 . He is a core developer in the Computational Logic Center (CLC) and focuses on improving SMT solvers for unbounded strings, regular expressions, proofs, quantified formulas, and synthesis conjectures. Research Interests : Satisfiability Modulo Theories (SMT), Formal Verification, Automated Reasoning, Quantifier Instantiation, String Constraints, Synthesis Algorithms Scientific Contributions include groundbreaking work in distributed SMT solving, proof reconstruction, and nonlinear arithmetic handling. His publications span premier conferences like FMCAD, CAV, IJCAR, and TACAS, with multiple best paper awards and competition wins. Major Competitions won: SMT Comp (multiple years), SyGuS Comp (General track, Conditional Linear Integer Arithmetic), CASC (typed first-order divisions) He serves on program committees for conferences like FroCoS, LPAR, FMCAD, and SMT, and has organized workshops including the SyGuS Comp 2019 and 2018 FMCAD Student Forum . His work is funded by NSF grants and involves collaboration with leading institutions.

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Nicolai Siim Larsenمشاهده پروفایل

استادیار

Technical University of DenmarkDenmark

Nicolai Siim Larsen is an Assistant Professor (Tenure track) in the Department of Applied Mathematics and Computer Science at the Technical University of Denmark (DTU), specializing in statistical modeling with applications in finance and healthcare analytics. His work bridges theoretical statistics and real-world data challenges. Education : Ph.D. in Stochastic Financial Models based on Matrix-Analytic Methods, Technical University of Denmark (2022) Dr. Larsen's research centers on multivariate phase-type distributions and matrix-analytic methods , with significant contributions to financial risk modeling and healthcare analytics . His expertise spans survival analysis, sensor data processing, and price optimization frameworks, addressing complex stochastic phenomena in insurance and disease progression monitoring. Analysis of his publications reveals a cohesive focus on advancing numerical computational methods for multivariate data structures. His 2022 Ph.D. thesis established foundations for joint density functions and infinitely divisible distributions, with subsequent work directly applied to commercial pricing strategies and edema patient monitoring systems. Statistical analysis and price optimisation of DJ rental services (2022) AI Denmark: Monitoring disease progression in Oedema patients (2022) KomDigital: Optimal pricing strategies for price monitoring (2022) Stochastic Financial Models based on Matrix-Analytic Methods (PhD project 2018-2023) He actively contributes to academic service as an internal examiner for Statistical Genetics (2025) and instructor for R-based data science workshops, demonstrating commitment to both research leadership and pedagogical development within DTU's Statistics and Data Analysis section.

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