Research and Teaching
Our scientific work is mostly focused on
- the analysis of stochastic processes (from discrete time random walks to continuous time processes with jumps)
- applications of probability and statistics in the analysis of extreme values and in modelling of various phenomena in biology and medicine
- related areas of mathematical analysis (including harmonic analysis, ergodic theory, analytical number theory).
In our research, we collaborate with numerous colleagues from well known universities and institutes. The results of this research are published regularly, sometimes in the most prominent journals in the field (Ann. Probab., Eur. J. Math., J. Funct. Anal., Probab. Theory Related Fields, Trans. Amer. Math. Soc., etc.). The great majority of our research is supported by grants and scholarships from local and foreign institutions (Croatian Science Foundation, Swiss Science Foundation, Ministry of Science and Education, Marie Curie, Humboldt, Fullbright, etc).
Over the years, we have built strong ties with parts of local business community. This holds in particular for the local finance and insurance industry, for whom we organized a series of lectures, courses and seminars. We are particularly proud of our long term partnership with the Croatian actuarial society. Many of these connections rely on the strong interest from potential employers in our students and their background in probability and statistics.
Members of the Division participate in our Faculty's study programs at all levels: from the undergraduate to doctoral. They teach theoretical and practical courses related to statistics and probability, but also some related applied subjects, like mathematical finance and statistical learning methods for instance. Our members are particularly involved in two Master programs (Mathematical statistics and Financial and business mathematics) and the Postgraduate specialist studies in actuarial mathematics.
History and perspectives
In the academic year 1981/1982, a group of young researchers in Zagreb created Seminar for Probability Theory. A few years later the Division of probability and mathematical statistics was officially formed. The first and long serving head of the Division was prof. Nikola Sarapa.
From the very start, the Division and prof Sarapa in particular, dedicated special attention to the development of young researchers and their careers. In 1982, the first research assistants, Hrvoje Šikić and Zoran Vondraček, joined the Division, they are both now professors in our group. A few years later, Jakša Cvitanić and Goran Peškir, joined the research group, both of them later became internationally prominent researchers in the field. The Division still tries to attract some of the best students of mathematics in Croatia. With 18 members, it is one of the largest divisions at the Department of Mathematics.
The research in our Division in recent years became increasingly motivated by modern and applied topics, from the analysis of spatial data and statistical learning methods to stochastic modelling in finance, biology and medicine. Several members are also engaged in the development of the future Master program in biomedical mathematics. However, as in the early days, Division's main mission remains in the teaching and supervision of enthusiastic young people.
If you are interested in any of our program or you have further questions please let us know.
Bojan Basrak (the head of the division).