TEACHING:

ST911: Fundamentals of Modern Statistical Inference

ST416: Advanced Topics in Statistics

ST318: Probability Theory

RESEARCH INTERESTS:

* Large time behavior of Markov processes and interactions with spectral theoretic properties of their generators (including local and non-local boundary conditions, point interactions, quasi-limiting behavior, isoperimetric constants)

* Properties of second order differential operators (essential selfadjointness, spectral theory, linear and non-linear elliptic and parabolic equations)

* Mathematical Physics (Schroedinger operators, scattering theory, open quantum systems, stochastic Schroedinger equations)

* Applications of Markov process theory to survival analysis

PUBLICATIONS:

Mathematical Physics:

- On the strong uniqueness of some finite dimensional Dirichlet operators. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 11 (2008), 279-293.

- With Angelo Bassi and Detlef Duerr: On the long time behaviour of free stochastic Schrödinger evolutions, Reviews in Mathematical Physics 22 (2010), 55-89

- With Detlef Duerr, Tilo Moser and Sarah Römer: On the Quantum-mechanical Scattering Statistics of Many Particles, Letters in Mathematical Physics 93 (2010), 253 - 266

- With Detlef Duerr and Guenter Hinrichs: On a stochastic Trotter formula with application to spontaneous localization models, Journal of Statistical Physics 143 (2011), 1096-1119

- With Detlef Duerr and Robert Grummt: On the Time-Dependent Analysis of Gamow Decay, European Journal of Physics 32 (2011), 1311-1321

- With Robert Grummt: Essential Self-adjointness of singular magnetic Schroedinger operators on manifolds, Journal of Mathematical Analysis and Applications 388 (2012), 480-489

Assymptotics of Markov processes:

- With David Steinsaltz: Quasilimiting behavior of one-dimensional diffusions with killing, The Annals of Probability 40 (2012), 162-212

- With Achim Wuebker: On the Spectral Gap of Diffusions with Jump Boundary, Electronic Journal of Probability, 16, paper 43 (2011), 1214-1237

- With Achim Wuebker: Spectral Analysis of Diffusions with Jump Boundary, Journal of Functional Analysis, 261 (2011), 1992-2012

- With Robert Grummt: Law of Large Numbers for Super-Brownian motion with a single point source, submitted

- With David Krejcirik: The Brownian traveller on manifolds, http://arxiv.org/abs/1108.3191

- With Achim Wuebker and Wolfgang Stadje: The Rate of Convergence to Stationarity for M/G/1 Models with Admission Controls via Coupling, http://arxiv.org/abs/1201.0532

- With Mladen Savov and Achim Wuebker: Geometric Ergodicity of a hypoelliptic diffusion modelling the melt-spinning process of nonwoven materials, http://arxiv.org/abs/1112.6159

- Quasistationary distributions for one dimensional diffusions with two singular boundary points, submitted

- With Mladen Savov and Achim Wuebker: (Non-)Ergodicity of a degenerate Diffusion Modelling the Fiber-Lay-Down Process, submitted

Contact:

Dr Martin Kolb
Dept of Statistics
University of Warwick
Coventry, CV4 7AL
United Kingdom

Voice:
44 (0)247 615 0920
Fax:
44 (0)247 652 4532
Email: M.Kolb@warwick.ac.uk