Scientific Interests, Keywords

• Probability Theory and Mathematical Statistics:
  • Empirical processes
  • Non-parametric methods
  • Martingale methods in statistics
  • Goodness of fit methods
  • Asymptotic methods
  • Differential-geometric problems in statistics
• Applications:
  • Demography and Insurance mathematics
  • Biology (human genetics, physiology)
  • Econometrics
  • Linguistics
  • Reliability theory
  • Large number of rare events

Keywords:
function-parametric and set parametric processes; random measures and measure-valuded processes; scanning martingales; goodness of fit problem and two-sample problem in R^m, m>=1; extreme value theory and records; sequential and "ordinary" ranks; non-crossing probabilities; change-set problem; curvature measures; Zipf's law; analysis of rare words.