Email:

mshkolni
(at) gmail (dot) com

Address:

Department
of Statistics
University of California, Berkeley
Berkeley, CA 94720
USA

At the moment I'm
a
postdoctoral fellow
at the Statistics
Department of UC Berkeley. In Spring 2012, I was a
postdoctoral fellow at MSRI.
Before that, I was a
PhD student in the Department
of Mathematics at Stanford
University. My PhD advisor was Amir
Dembo. Currently, I am applying for assistant
professorships
starting in fall 2014.
My areas of
research are at the interface of probability theory, partial
differential equations and mathematical finance. Currently, the focus
of my research is on relations between discrete interacting
particle systems and their continuous analogues (the systems of
interacting Brownian particles), as well as on the connections of the
latter with
models of random matrix theory, stochastic portfolio theory,
statistical physics and queueing theory.
More generally, I
am interested in stochastic analysis, the concentration of
measure phenomenon, large deviations, hydrodynamic limits, random
matrices and rough paths.

