European Institute for Statistics, Probability, Stochastic Operations Research and its Applications

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In co-operation with the department of Mathematics and Computer Science of Eindhoven University of Technology (TU/e), Eurandom established a Eurandom Chair.

The Eurandom professor is a researcher of internationally recognized excellence in the research area of Eurandom. His or her duties are to participate in the research programme of Eurandom and present a number of lectures. It is considered desirable that at least one of these lectures is aimed at a wider audience than the immediate colleagues of the Eurandom professor.

The Eurandom professor is appointed by the Dean of the Department of mathematics and Computer Science, TU/e and the scientific director of Eurandom  at the recommendation of the Scientific Council of Eurandom.

Eurandom Chair 2010/2011

Professor Subhashis Ghoshal

Subhashis Ghosal is presently professor at the Department of Statistics, North Carolina State University, U. S. A.

His research interests are Nonparametric Bayesian inference, multiple hypothesis testing, high
dimensional data, ROC analysis, Bayesian imaging, functional data analysis, noninformative priors, asymptotic properties of the posterior distributions, nonregular cases, Bayesian computation, nonparametric regression, recurrent event data, survival analysis, limit theorems in probability.

Professor Ghoshal will visit Eurandom in the winter of 2010 and from May 15 till June 22 2011.

Mini Course

Public Lecture





Professor Serguei Foss

Serguei Foss is Professor at Heriot-Watt University, Edinburgh. Starting of his career in Russia, he moved to Edinburgh Scotland ten years ago. His main scientific interests are:
Stability, Continuity and Optimization Problems for Queueing and (Tele-)Communication Models: Asymptotic Theory of General Stochastic Recursive Sequences and of Markov Chains and Processes:
Large Deviations in the Presence of Heavy Tails, with Applications.

Professor Foss will be at Eurandom during the second half of November 2010, and again from March 27 till April 30, 2011.

Mini Course (1)

Mini Course (2)

Mini Course (3)


Eurandom Chair 2009/2010





Professor Dilip Madan

Professor Dilip Madan is  Professor of Finance at the Robert H. Smith School of Business, University of Maryland College Park, USA.
He did his PhD in Economics (1971), University of Maryland and PhD in Mathematics (1975), University of Maryland. He serves as a consultant to Morgan Stanley, Caspian Capital LLC, and the FDIC. He is a founding member and immediate Past President of the Bachelier Finance Society, Co-Editor of Mathematical Finance and Associate Editor for the Journal of Credit Risk and Quantitative Finance.
His work is dedicated to improving the quality of financial valuation models, enhancing the performance of investment strategies, and advancing the understanding and operation of efficient risk allocation in modern economies.
Professor Madan will be at Eurandom from December 3 until December 13 2009, Spring 2010 and January 2011.

Professor Dilip Madan has been appointed as Visiting Professor by the Royal Netherlands Academy of Arts and Sciences (KNAW)

Eurandom Public Lecture

Mini Course (1)

Mini Course (2)

Eurandom Chair 2009



Professor Anton Bovier

Anton Bovier holds the Chair of Probability and Mathematical Statistics at University of Bonn. The research of Anton Bovier has been focused on the application of probabilistic methods in problems from mathematical physics. His most significant contributions concern the statistical mechanics of disordered systems, notably spin glasses and the Hopfield model, random dynamics in complex environments, in particular, phenomena of metastability and ageing.

Professor Bovier will be Eurandom Professor from February 15 untill end of March 2009.

Eurandom Public Lecture


Eurandom Chair 2008

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Professor David Brydges
David Brydges holds a Canada Research Chair at the Department of Mathematics at University of British Columbia, Vancouver, Canada, where he works on the interplay between mathematical physics and probability theory. He is an expert in renormalization group methods, cluster and related expansion techniques, as well as Gaussian functional integration. Together with Tom Spencer, he originated the study of high-dimensional systems using the lace expansion. His work on functional integration and super symmetry, in particular for four-dimensional self-avoiding walks and branched polymers, is ground breaking. David's work is remarkably creative, and shows a deep understanding of the underlying physical principles of the problem.

David will spend two months at EURANDOM between May 14 and July 12, where he shall give a lecture series on the application of the renormalization group method in statistical physics and a public lecture on quantum field theory.

Eurandom Public Lecture


Marc kac Seminar

Eurandom Chair 2007




Professor Roberto Fernández
Professor Fernández is Professor at the Laboratoire de Mathématiques Raphaël Salem, UMR 6085 CNRS, Université de Rouen. He is a leading expert in Gibbsian and non-Gibbsian states, cluster expansions and quantum lattice models. He will spend the academic year 2007-2008 in the Netherlands, working with researchers from University Groningen, Leiden University, Eindhoven University of Technology, Philips Research Eindhoven and Eurandom.
Several lectures on assorted topics are planned at the Universities and Eurandom. He is based in Leiden and will make regular visits to Eindhoven and Groningen.

Eurandom Public Lecture


Marc kac Seminar

Eurandom Chair 2005



Professor dr. Sidney Resnick
Professor Resnick is Professor and Director of the School of Operations Research and Industrial Engineering at  Cornell University, USA.  Professional interests centers in applied probability and sometimes cross the boundary into statistics.

He will be visiting Eurandom for a period of six weeks starting May 7th.

Eurandom Public Lecture


Eurandom Chair 2004/2005

Professor dr. Francois Baccelli
Professor Baccelli (CV) is a member of the steering committee of the Eurandom research programme Queueing and Performance Analysis (QPA) and currently working at INRIA and ENS.

Professor Baccelli will be visiting Eurandom monthly for a week, starting October 2004.

Eurandom Public Lecture


Eurandom Chair 2002



Professor dr. Harry Kesten,
Professor Kesten (November, 1931) is at the moment visitor at the Mittag Leffler Institute in Sweden (from February 1 until June 15, 2002) and is Goldwin Smith Professor of Mathematics, Department of Mathemetics, Malott Hall, Cornell University, Ithaca NY.

 Professor Kesten will be Eurandom professor in October and November 2002.

Eurandom Public Lecture

Mini course

Last modified: 24-05-13
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tel. +31 40 2478100
  e-mail: info@eurandom.tue.nl