Fields of research

• Random walks in random environment, random matrices, moment sequences

 

Teaching

• Exercise classes: Markov processes
• Exercise classes: Analysis for computer science (WS 2015/16)
• Exercise classes: Introduction to probability theory (WS 2012/13)
• Seminar: random walks in random environment (SS 2012)
• Exercise classes: Actuarial Risk Theory (SS 2012)
• Seminar: Random graphs and complex networks (WS 2011/12)
• Exercise classes: Introduction to probability theory (WS 2011/12)
• Exercise classes: Introduction to statistics (SS 2011)

 

Publications and preprints

• Sum rules and large deviations for spectral measures on the unit circle.
  (with Fabrice Gamboa and Alain Rouault) Preprint
   
• Sum rules and large deviations for spectral matrix measures.
  (with Fabrice Gamboa and Alain Rouault) Preprint

• Moderate deviations for spectral measures of random matrix ensembles.
  Preprint

• Einstein relation and steady states for the random conductance model.
  (with Nina Gantert and Xiaoqin Guo) Accepted for publication in Annals of Probability

• Sum rules via large deviations.
  (with Fabrice Gamboa and Alain Rouault) Journal of Functional Analysis Vol. 270 (2), 509-559 (2016)

• Nonstandard limit theorems and large deviations for the Jacobi beta ensemble.
  Random Matrices: Theory and Applications, DOI: 10.1142/S2010326314500129 (2014)

• Distributions on matrix moment spaces.
  (with Holger Dette and Matthias Guhlich) Journal of Multivariate Analysis., Vol. 131, 17-31 (2014)

• Reconstructing the environment seen by a RWRE.
  (with Nina Gantert) Electron. Commun. Probab., Vol. 19(27), 1-9 (2014)

• Distributions on unbounded moment spaces and random moment sequences.
  (with Holger Dette) Annals of Probability, Vol. 40, 2690-2704 (2012)

• Large deviations for random matricial moment problems.
  (with Fabrice Gamboa, Alain Rouault and Jens Wagener) Journal of Multivariate Analysis, Vol. 106, 17-35 (2012).

• Matrix measures, random moments and Gaussian ensembles.
  (with Holger Dette) Journal of Theoretical probability, DOI: 10.1007/s10959-011-0370-7 (2011).

• Random block matrices generalizing the classical Jacobi and Laguerre ensembles.
  (with Holger Dette and Matthias Guhlich) Journal of Multivariate Analysis, Vol. 101, 1884-1897 (2010).

• Some asymptotic properties of the spectrum of the Jacobi ensemble.
  (with Holger Dette) SIAM Journal on Mathematical Analysis, Vol. 41, 1491-1507 (2009).