Presently, I am an Assistant Professor at the Department of Mathematics, Indian Institute of Technology, Bombay.
I was a Postdoctoral researcher in Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology. Prior to that, I spent September, 2017 - August, 2019 as a researcher in the Stochastics group at CWI, Amsterdam. I received my PhD from Indian Statistical Institute in May, 2017.
Research Interest:
In general, I am interested in applied probability. To be more specific, I have some experience in the following topics:
Extreme Value Theory, Stable Processes and Fields, Branching Random Walks, Point Processes, Random Walks in Random Environment, Branching Processes in random environments, Robust statistics.
Conferences, workshops, online lecture series:
An online course on extreme value theory (Every Wednesday at 4.00 pm (IST) over zoom. Please register to listen.)
(Recorded meetings are uploaded on the youtube. For the links, please visit the webpage "Course materials". I have tried to cover asymptotic properties of MLE under regularity conditions which might be of independent interest. )
Bombay Workshop on Statistics and Probability (2023) at IIT Bombay