BME Institute of Mathematics, Department of Stochastics

Contents
Actualities





Research

Our department is a leading research school in probability theory and related fields. Areas of internationally recognized research include: geometry of random fractals, percolation and statistical mechanics, chaotic dynamical systems, spectral clustering, interacting particle systems, random walks, random media, stochastic analysis, random graphs and network theory, statistics. Below you can find a more detailed list of topics.

The important role played by our department in the scientific community is shown by our publications, invited lectures, prizes, collaborations with partners from mathematical centres all over the world, editorial work, etc. We are also hosting the MTA-BME Stochastics Research Group, funded by the Hungarian Academy of Sciences.

On the other hand, we care a lot about applications of our expertise to real-life problems: we have had several joint projects with top international companies in finance, insurance, telecommunication and commerce, in which many students have also participated.

Our department is fully or partially responsible for three research seminar series.

Research areas

Probabilistic aspects of deterministic dynamical systems. Chaotic behaviour in billiards. Hyperbolicity, ergodicity, correlation decay, limit theorems.

Péter Bálint, Fanni Sélley, Domokos Szász, Imre Péter Tóth
Selected publications and mathematical gallery

Fractal geometry, dimension theory of dynamical systems, geometric measure theory.

Balázs Bárány, Gergő Kiss, István Kolossváry, Károly Simon, Lajos Vágó
Selected publications and mathematical gallery

Mathematical aspects of classical and quantum statistical physics. Percolation models with short or long range correlations, Ising and Heisenberg models, conformally invariant processes in the plane, noise sensitivity.

Gábor Pete, Balázs Ráth, Bálint Tóth.
Selected publications and mathematical gallery

Asymptotic behaviour of random processes with long memory. Self-interacting random walks, and random walks in random environment.

Domokos Szász, Bálint Tóth, Bálint Vető
Selected publications and mathematical gallery

Interacting particle systems, hydrodynamic limits, fluctuations in the KPZ universality class.

Bálint Tóth, Bálint Vető
Selected publications and mathematical gallery

Spectra of graphs and matrices. Cluster analysis by graph theoretical methods. Parametric and semiparametric network models.

Marianna Bolla, Ahmed Abo-Zaid.
Selected publications and mathematical gallery

Random graphs and complex networks. Limit theorems and self-organized criticality in dynamical random graph models.

István Kolossváry, Balázs Ráth, Károly Simon, Bálint Tóth, Imre Péter Tóth
Selected publications and mathematical gallery

Probabilistic, geometric, analytic aspects of infinite groups.

Gergő Kiss, Gábor Pete
Selected publications and mathematical gallery

Stochastic analysis, strong approximation and applications

Tamás Szabados
Selected publications and mathematical gallery

Number theory: combinatorial and probabilistic aspects. Cryptographic applications.

Tünde Kovács, Csaba Sándor, Gábor Pete
Selected publications and mathematical gallery

Information theory. Prediction and nonparametric estimation for stationary processes.

Imre Csiszár, Tamás Kói, Gusztáv Morvai
Selected publications and mathematical gallery

Nonparametric Bayesian statistics.

Botond Szabó.
Selected publications and mathematical gallery

Applications of probability theory to biology and chemistry

Béla Barabás, Tamás Szabados
Selected publications and mathematical gallery