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Prof. Dr. Michael Voit

Prof. Dr. Michael Voit
RaumM 619
Telefon(0231) 755-5944
(0231) 755-3062 (Sekretariat)
Telefax(0231) 755-3064
E-mail
Sprechstunde: Dienstags, 13.30-15.00

Lehrveranstaltungen Wintersemester 2014/15

Research Interests

  • Markov processes, random walks on algebraic structures, limit theorems.
  • Stochastic analysis, finance, term structure models.
  • Limit theorems for Markov processes when time and dimension tend to infinity; random matrices, random walks associated with Grassmann manifolds, Wishart processes.
  • Special functions and orthogonal poynomials in one and several variables, spherical functions, asymptotic behavior of special functions, product formulas, Dunkl operators and Heckman-Opdam hypergeometric functions..
  • Hypergroups and convolution algebras, Gelfand pairs, harmonic analysis, Olshanski spherical functions.
  • Publications

    Miscellania