Email:

mshkolni
(at) gmail (dot) com

Address:

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

I'm
a
postdoctoral fellow
in the Statistics
Department of UC Berkeley until June 2014; in July 2014 I
will be joining the Mathematics
Department of Princeton University
as an Assistant Professor.
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.
My areas of research are at the interfaces of probability theory,
partial
differential equations, integrable systems and mathematical finance.
Currently, the focus of my research is on systems of interacting
Brownian particles arising
in the study of dynamics of random matrices and related objects, as
well as
on probabilistic interpretations of hyperbolic partial differential
equations.
More generally, I
am interested in stochastic analysis, random matrix theory, large
deviations, the concentration of measure phenomenon, stochastic
portfolio
theory, hydrodynamic limits and rough path theory.

