Paolo Baldi


Professore Ordinario di Metodi Matematici e Statistici

Laurea in Matematica, Universita` di Pisa, 1971
Doctorat d'Etat ès Sciences, Université P. et M. Curie (Paris 6), 1985

Previous positions: Assistente (Pisa, 1971-80), Professore associato di Calcolo delle Probabilita` e Statistica (Pisa, 1980-86), Professore Ordinario di Statistica Matematica (Catania, 1986-90).

Main domain of interest: Probability.
Recently: Large Deviations (sharp estimates, applications to simulation in financial and traffic models, importance sampling), Diffusion Processes (modeling with, asymptotic behaviour,simulation). Random fields on the sphere and more general algebraic structure. Less recently: random walks on groups (recurrence and transience, limit theorems)

Teaching in 2015/16: