For prospective master and PhD students
My current research focusses mainly on the design and testing of random number generators
for Monte Carlo simulation, the construction of quasi-Monte Carlo point sets,
quasi-Monte Carlo methods for Markov chains,
density estimation in Monte Carlo settings, techniques for
rare-event simulation, modeling of arrival processes, and some particular applications.
Aside from the theory, I am also strongly interested in developing general-purpose software
that provides practical solutions to these problems.
To get a more concrete idea of what I do, you can have a look at my recent publications,
available here .
To see which ons are most popular, see my
Google Scholar Page.
Specific projects currently available: