Korteweg-de Vries Institute for Mathematics

Stochastics

Portret

Programme leader: prof.dr. Michel Mandjes

All phenomena in science and society are ruled by randomness, sometimes partially or to a considerable extent. The branches of mathematics that enable one to understand, predict, and control such phenomena are Probability Theory, Statistics, Stochastic Operations Research, and Financial Mathematics. Collectively they go by the name Stochastics. All said branches are represented within the stochastics programme of the research programme of the Korteweg-de Vries Institute.

Probability Theory studies the behaviour of a stochastic system of which the underlying chance mechanism is known: given this chance mechanism certain system characteristics are analyzed. Probability Theory is rooted in Analysis, more specifically in Measure and Integration Theory, and it nourishes the other branches of Stochastics.

Observing the behaviour of a stochastic system of which the underlying chance mechanism is unknown, one may try to induce which is the true underlying chance mechanism. The mathematics of this problem is called Mathematical Statistics. Our statistics research is motivated by both theoretical issues and by problems raised in application areas.

Topics of a theoretical nature are found in nonparametric and semiparametric statistics, as well as in Bayesian statistics. Applied research is motivated by statistical problems in e.g. finance, neuroscience, systems biology, and forensic science.

Part of the people in the programme Stochastics are participating in the Gravity Programme "NETWORKS" 

 

Projects

  1. Mathematical Statistics; project leader: Prof.dr. J.H. (Harry) van Zanten
  2. Probability Theory; project leader: Prof.dr. M.R.H. (Michel) Mandjes.

 

Programme members

Staff: Prof.dr. M.R.H. (Michel) Mandjes, Prof.dr. R. (Rudesindo/Sindo) Núñez Queija, Prof.dr. M.J. (Marjan) Sjerps, Prof.dr. J.H. (Harry) van Zanten, Dr. A.V. (Arnoud) den Boer, Dr. S. (Sonja) Cox, Dr. A.J. (Bert) van Es, Dr. A. (Asma) Khedher, Dr. B.J.K. (Bas) Kleijn, Dr. P.J.C. (Peter) Spreij, Dr. R.G. (Robin) de Vilder, Dr.ir. E.M.M. (Erik) Winands.

Temporary staff: Dr.. C.J. (Jacobien) Carstens, Dr. J.L. (Jan-Pieter) Dorsman, Dr. M. (Maria) Remerova.

PhD Students: Abhishek, MSc, D.H. (David) Baillie, MSc, M. (Misha) van Beek, MSc, G.A. (Guusje) Delsing, MSc, J. (Jarno) Hartog MSc, J. (Jian) He MSc, J.M.A. (Mariska) Heemskerk, MSc, M.A. (Madelon) de Kemp, MSc, A. (Alisa) Kirichenko, D.T. (David) Koops, MSc, J. (Julia) Kuhn, MSc, A.J. (Jeanette) Leegwater, MSc,  B. (Brendan) Patch, MSc, N. (Nicos) Starreveld, MSc, J. (Jan) van Waaij, MSc.

Guests: Dr. A.A. (Guus) Balkema, K. (Krzysztof) Bisewski, MSc, S. (Sara) Ghazanfari, MSc, Prof.dr. A.W. (Aad) van der Vaart.

Emeriti: Prof.dr. C.A.J. (Chris) Klaassen, Prof.dr. A.N. (Albert) Shiryaev.

Published by  Korteweg de Vries Institute

10 March 2017