Address
: Department of Mathematics,
University of Athens, Panepistimiopolis, 15784 Athens
Office
: 314
Telephone:
210-7276508
Fax:
210-7276381
E-mail:
Lecture notes (in Greek):
Introduction to stochastic calculus. (March 2020 edition) Corrections.
Research interests: Probability theory, Stochastic analysis, Statistical mechanics.
Research:
Diffusion in random environment and the renewal theorem. Ann. Probab., 33 (5) (2005), 1760-1781.
One-dimensional diffusion in an asymmetric environment. Ann. Inst. H. Poinc., Probab. and Stat., 42 (6) (2006), 715-726.
A note on recurrent random walks. Stat. and Probab. Letters, 76 (2006), 1025-1031.
Localization of favorite points for diffusion in random environment. Stochastic Process. Appl., 118 (7) (2008), 1159-1189.
The spectrum of the random environment and localization of noise . With Balint Virag. Probab. Theory and Related Fields, 148, No. 1-2, (2010), 141-158.
Variational characterization of the critical curve for pinning of random polymers . With Frank den Hollander. Ann. Probab., 41 (3B) (2013), 1767-1805.
Patterns in Sinai's walk. With Balint Virag. Ann. Probab., 41 (3B) (2013), 1900-1937.
Metastable states in Brownian energy landscape . Ann. Inst. H. Poinc., Probab. and Stat., 51 (3) (2015), 917-934.
Exact speed and transmission cost in a simple one-dimensional wireless delay-tolerant network . With I. Kontogiannis, M. Loulakis, S. Toumpis. In Information Theory (ISIT), 2017 IEEE International Symposium on, pp. 476-480. IEEE, 2017.
Triangular random matrices and biorthogonal ensembles . Stat. and Probab. Letters, 134 (2018), 36-44.
The random pinning model with correlated disorder given by a renewal set . With Yuki Chino and Julien Poisat. Annales Henri Lebesgue, 2 (2019), 281-329.
On sequential maxima of exponential sample means, with an application to ruin probability . With N. Papadatos. Electron. Commun. Probab., 24 (2019), paper no. 74.
A simple network of nodes moving on the circle. With I. Kontogiannis, M. Loulakis, S. Toumpis. Random Struct. Alg., 57 (2020), 317-338.
Functional limits theorems for the Polya urn. With D. Kouloumpou. Journal of Theoretical Probability 35 (3) (2022), 2038–2051.
Limit behavior of the q-Polya urn. With D. Kouloumpou. The Ramanujan Journal 60 (1) (2023), 69-93.
The limit of the operator norm for random matrices with a variance profile (2024). With M. Louvaris. To appear at Electronic Journal of Probability.
Athens Probability Colloquium
Athens
Probability Colloquium a one day meeting devoted to probability and
takes place once every academic year, usually in May. The pages of
the meetings that took place so far are here: 2012,
2014, 2015,
2016 , 2017,
2018 , 2019
, 2023,
2024. The
meeting for 2025 takes place on May 17. Its website is here.