Tvrtko Tadić
Microsoft Corporation
One Microsoft Way
(City Center Plaza Bellevue)
Redmond, WA 98052
USA
Research
My research interests are primarily in the area of probability and stochastic processes. My main results are usually showing limiting behaviour of stochastic systems. My work so far involved:
- continuous time Markov processes, Brownian motion
- stochastic (partial) differential equations
- graphical models (stochastic processes indexed by graphs)
- renewal theory, Wiener-Hopf equation
- undershoot and overshoot of random walks
- time series, stochastic fixed point equation
Projects
Time-like graphical models
- Time-like graphical models (to appear in the Memoirs of the American Mathematical Society)
- Can on make a laser out of cardboard? (with Krzysztof Burdzy), Ann. Appl. Probab. Volume 27, Number 4 (2017), 1951-1991
- Random reflections in a high dimensional tube (with Krzysztof Burdzy, to appear in the Journal of Theoretical Probability)
- Inverse Exponential Decays: Stochastic Fixed Point Equation and ARMA Models (with Krzysztof Burdzy and Bartosz Kołodziejek, to appear in Bernoulli)
Random reflections
Inverse exponentail decays
I have a few unfinished ongoing things that I am working on. They'll be added soon on the list.