Mathematical Stochastics

The research group works on problems in the areas of high-dimensional probability theory, stochastic analysis, information-based complexity and asymptotic geometric analysis.

About the research group

The specific areas of focus and questions we deal with include

  • Stochastic simulation
  • (Quasi-)Monte Carlo simulation
  • Quantitative financial mathematics
  • Tractability of high-dimensional numerical integration and approximation problems
  • Numerical methods for stochastic differential equations
  • Phenomena of measure concentration
  • Dispersion of high-dimensional point sets
  • Limit theorems for high-dimensional geometric random sets
  • Singular values of structured random matrices
  • Geometry of random convex bodies
  • S-numbers of operators
  • Volume and volumetric quantities related to unit spheres in Banach spaces

The methods and techniques in our research come from a wide range of areas such as combinatorics, convex and discrete geometry, differential geometry, functional analysis, (classical) probability theory, potential theory, and statistical mechanics.

Our research is or was funded by the Austrian Science Fund (FWF) through the projects

  • F5508-N26: "Adaptation of QMC algorithms to the simulation problem"
    Part of the Special Research Area F55: "Quasi-Monte Carlo Methods and Applications" (http://www.sfb-qmc.jku.at/)
    Years: 2014 - 2022
  • P32405: Asymptotic Geometric Analysis and Applications
    Years: 2019 - 2021

Head of group

Univ.-Prof. Dr.
Gunther Leobacher

gunther.leobacher(at)uni-graz.at

+43 316 380 - 5172
Heinrichstraße 36, 4. Stock, Raum 517
https://homepage.uni-graz.at/de/gunther.leobacher/

Group secretariat

Melanie Moser

melanie.moser(at)uni-graz.at

+43 316 380 - 5171
Heinrichstraße 36, 4. Stock, Raum 516

Scientific Staff

Dr.rer.nat.
Larisa Yaroslavtseva

larisa.yaroslavtseva(at)uni-graz.at

+43 316 380 - 5177
Heinrichstraße 36, 4. Stock, Raum 505