Random walks and related topics

• Grant number: 11/07000-0
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: October 01, 2011
• End date: December 17, 2011
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Probability
• Principal Investigator: Serguei Popov
• Grantee: Serguei Popov
• Visiting researcher: Mikhail Menshikov
• Visiting researcher institution: Durham University (DU), England
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 09/52379-8 - Stochastic modeling of interacting systems, AP.TEM

Abstract

During the visit of Mikhail Menshikov to Brazil in 2011, he is intending to collaborate with Serguei Popov, Marina Vachkovskaia (UNICAMP), Vladimir Belitsky (USP), and possible other researchers from the probability groups of IME/USP and IMECC/UNICAMP. We are going to work on several topics related to random walks and queueing systems. (AU)

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

MENSHIKOV, MIKHAIL; POPOV, SERGUEI. On Range and Local Time of Many-dimensional Submartingales. JOURNAL OF THEORETICAL PROBABILITY, v. 27, n. 2, p. 601-617, JUN 2014. (09/52379-8, 11/07000-0)

BELITSKY, V.; MENSHIKOV, M.; PETRITIS, D.; VACHKOVSKAIA, M.. Random Dynamical Systems with Systematic Drift Competing with Heavy-Tailed Randomness. Markov Processes and Related Fields, v. 22, n. 4, p. 629-652, 2016. (09/52379-8, 11/07000-0, 11/51509-5)