Akademijos st. 4, room 208
Vilnius, Lithuania

Head of the Group
prof. habil. dr. Kęstutis Kubilius

Tel: +370 5 210 9731



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


Head: Prof. Habil. Dr. Kęstutis Kubilius

Main results:

  1. 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.
  2. 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
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


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