Competences
Main axes of research
- Research Group Giovanni Peccati: Stochastic analysis on Wiener and other spaces, random measures, exchangeability, limit theorems, Gaussian processes,Bayesian methods, random matrix theory, Mathematical Finance, , combinatorics, group representations, harmonic analysis on groups and homogeneous spaces, survival analysis
- Research Group Anton Thalmaier: Stochastic analysis on manifolds, stochastic differential geometry, stochastic Riemannian geometry (also in infinite dimensions), Mathematical Finance
- Research Group Jean-Luc-Marichal : Mathematics of Operations Research and Decision Making: Aggregation function theory, Functional equations, Boolean functions and applications, Combinatorics and logic, System reliability theory
Current research projects
See web-page, http://math.uni.lu
Resources and collaborations
Equipment
- Mathematical Documentation Centre with an extensive collection of mathematics books and mathematics journals (paper version and on-line)
- Computer Algebra Systems
Products and services
- Consultancy in the mathematical fields of expertise of the research group
- Supplying well-trained university graduates in mathematics capable of analysing complex systems and finding optimal and universal solutions for problems appearing in technology, sciences, commerce and finance
- PhD projects in collaboration with the industry
- Master thesis in collaboration with internships in companies
Major partnerships and collaborations
Academic cooperation agreements on joint research exist with the Polish Academy of Sciences and the Russian Academy of Sciences (Steklov Mathematical Institute, Russia)
Member of several European Science Foundation (ESF) networking programmes
Human resources
- 9 Researchers (Prof., ass. Prof., Post-docs, PhD)
- 2 Doctoral students and students
- 0 Engineers
- 0 Technicians
- 1 Other
Business sector(s)
- Mathematics
Contact
Probability Theory and its Applications
Campus Kirchberg, 6, rue Richard Coudenhove-Kalergi, L-1359 Luxembourg
Luxembourg
Phone: +352 46 66 44 66 76
Fax: +352 46 66 44 69 44
Email: katharina.heil@uni.lu
Site: http://math.uni.lu
R&D Contact
Prof. Dr. PECCATI Giovanni
Professor
Phone: +352 46 66 44 57 72
Email: giovanni.peccati@uni.lu
R&D Contact
Prof. Dr. THALMAIER Anton
Professor
Phone: +352 46 66 44 62 38
Email: anton.thalmaier@uni.lu
R&D Contact
Associate Prof. Dr. MARICHAL Jean-Luc
Assistant Professor
Phone: +352 46 66 44 66 62
Email: jean-luc.marichal@uni.lu
