My research focuses on studying asymptotic properties of stochastic
processes, in particular, their large deviation asymptotics.
Asymptotics are often an only way of gaining insight into
the behaviour of complex stochastic dynamical systems.
Limit theorems for the associated stochastic processes are function
space extensions of the classical limit theorems of probability
theory.
Large deviation asymptotics can be expressed in the form of large
deviation convergence to idempotent processes. Applications include
queueing networks, statistics, and random graphs.
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