**Address**Akademijos st. 4, room 208

Vilnius, Lithuania

**Head of the Group**prof. habil. dr.

**Kęstutis Kubilius**

## Research fields

- statistical inference for long memory processes,
- statistical hypothesis testing
*,* - heavy tails,
- aggregation,
- random fields,
- self-similar processes,
- Levy processes,
- rough paths,
- random Hamiltonians,
- finite population statistics and statistical analysis of data,
- extremal problems in harmonic analysis,
- random graphs,
- combinatorics,
- discrete mathematics,
- algebraic geometry.

## Science and Education

2017-2019

*Head:* Prof. Habil. Dr. Kęstutis Kubilius

*Main results:*

- A complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fields on with moving average coefficients decaying at possibly different rate in the horizontal and the vertical direction is obtained.
- A characterization of what characteristic functions of a probability measures are uniquely determined by their imaginary parts is given. The conditions under which, for a neighbourhood U of infinity and a characteristic function F on U, there exists an uniquely extension of F to the whole line also are investigated.

### Phd Students

Name, Surname |
Supervisor |
Field of study |
Theme |
Time of study |

Rūta Juozaitienė | Prof. Dr. (HP) Marijus Radavičius | N 001 | Statistical analysis of complex systems and data | 2015-2020 |

Aidas Medžiūnas | Prof. Habil. Dr. Kęstutis Kubilius | N 001 | 2018-2022 |

## History

The group was founded in 2017 by reorganizing the structure of the Institute of Mathematics and Informatics of Vilnius University.