2 October 2023
Evgeny’s research focuses on Dynamical Systems, Ergodic Theory and Applied Mathematics. Throughout his career he worked on a broad range of problems, both pure and applied. However, the underlying theme has almost always been the same: analysis of complex systems from deterministic and probabilistic points of view.
In the past he studied extensively probabilistic properties of hidden processes, e.g. ‘Hidden Markov’ processes. Such processes typically arise in situations when one can observe only imperfect information about the state of the underlying system. Using methods the combination of methods from probability, dynamical systems, ergodic theory, and statistical mechanics, he has obtained a number of important results in this areas such as the identification of nearly optimal sufficient conditions for regularity of hidden processes, their variational characterisation, as well as the development of algorithms for estimation of dependence structures of such processes and denoising.
As an UvA professor, Evgeny will focus on Stochastic Dynamics. Stochastic dynamics plays a pivotal role in understanding complex systems where randomness and uncertainty are inherent. By integrating stochastic processes into mathematical models, one can gain insights into phenomena ranging from particle motion in fluids to financial markets' behavior. Understanding stochastic dynamics enables better predictions, risk assessment, and decision-making. Moreover, it helps uncover underlying patterns in seemingly chaotic systems, fostering a deeper comprehension of intricate processes.
At the UvA, Evgeny will develop courses on Random Dynamical Systems, both within the framework of the Korteweg-de Vries Institute for Mathematics and eventually, within the national Mastermath program.
Evgeny Verbitskiy has received PhD in 2000 from the University of Groningen. Verbitskiy has been a postdoc at EURANDOM (2000-2002), and a member of the mathematics cluster at Philips Research Laboratories in Eindhoven (2002-2010). From 2007 to 2023 he was a part-time professor of Mathematics at the University of Groningen. Since 2010 he is an associate professor of probability at the Mathematical Institute, Leiden University.
Verbitskiy is actively involved in the mathematical life in The Netherlands. He has served on a number of national advisory committees such as the Research Assessment Committee for Applied Mathematics in The Netherlands and the Advisory Council for Mathematics of the Royal Netherlands Academy of Arts and Sciences. He was a member of the workgroup that prepared the national masterplan ‘Future of Dutch Mathematics’. He served as chairman of the committee on Innovation of the Platform Wiskunde Nederland (2011-2017), and is currently serving as the director of the national research cluster STAR.