Group leader: Prof. Dr. Riccardo Gatto
The activity of the group covers two areas. The first concerns computational methods relying on asymptotic theory, stochastic simulation or numerical analysis, that apply to problems from stochastic processes (in particular to the study of first passge times) and from mathematical statistics (in particular to the evaluation of small inferential probabilities). This is mainly concerned with the theory of large deviations and the simulation of rare events. The second area is the statistical analysis and the stochastic modelling of directional data, viz. data in in form of planar or spatial directions. Some major applications concern actuarial risk theory, condensed matter and medicine.
The group has a close local cooperation with the Bern University Hospital, with PD Dr. D. Sanchez-Taltavull. External collaborators include Distinguished Professor S. R. Jammalamadaka (Statistics and Applied Probability, University of California, Santa Barbara), Prof. A. SenGupta (Indian Statistical Institute, Kolkata), Dr. Javier Aguilar Sánchez (Institute for Cross-Disciplinary Physics and Complex Systems, Palma de Mallorca), Dr. Laetitia Colombani (Ecole Polytechnique, Paris) and Prof. D. Fouskakis (National Technical University, Athens).
