Deutsch Intern

Applied Stochastics

Lecturer

Dr. habil. Anton Klimovsky

Lecturer

Chair of Mathematics VIII

Emil-Fischer-Straße 30
97074 Würzburg

Building: 30 (Mathematik West)

Room: 03.012

Phone: +49 931 31-84643

Fax: +49 931 31-84949

Email: anton.klymovskiy@uni-wuerzburg.de

[Translate to Englisch:]

Personal information

complex systems
statistical mechanics of disordered systems
range-free spin glasses
stochastic models for population genetics
High-level heuristic ideas originating in statistical physics (such as the cavity method and the renormalization group methodology) in combination with rigorous probabilistic techniques such as
   - weak convergence theory;
   - extreme value theory;
   - large deviations;
   - probabilistic inequalities and concentration of measure;
   - probabilistic methods for non-linear PDEs;

Employment

since 10/2022 Academic Councilor for Applied Stochastics @ Institute of Mathematics, Universität Würzburg
2022 Visiting Professor for Stochastics and Applications @ University of Stuttgart
2014 Visiting Associate Professor for Probability and Statistics @ Institute for Applied Mathematics, University of Bonn.
2013-2022 Lecturer. Fakultät für Mathematik, Universität Duisburg-Essen.
2012-2013 Postdoc. Mathematics Institute, Leiden University.
2011-2012 Postdoc. EURANDOM, Technische Universiteit Eindhoven.
Sep.-Dec. 2010. Visiting scientist, Hausdorff Research Institute for Mathematics.
2009-2010 Postdoc. EURANDOM, Technische Universiteit Eindhoven.
2008-2009 Postdoc. Department Mathematik, Universität Erlangen-Nuernberg.
2006-2007 Research Assistant. Insitut für Mathematik, Technische Universität Berlin.
2003-2005 Ph.D. Research Fellow. Insitut für Mathematik, Technische Universität Berlin.
2002-2003 Ph.D. Research Fellow. Department of Statistical Methods in Mathematical Physics, Mathematical Division, Institute for Low Temperature Physics & Engineering. Kharkiv.
2002-2003 Analyst. Simplexsoft. Kharkiv.

Education

December 2019 Habilitation. Universität Duisburg-Essen.
June 2008 Ph.D. (Dr.rer.nat. with distinction). Mathematics. Technische Universität Berlin. Advisor: Prof. Dr. Anton Bovier.
July 2002 M.Sc. (Diploma with distinction). Applied Mathematics. Kharkiv National University. Advisor: Dr. Sci. Mariya Shcherbina.
June 1997 Lyceum Diploma (with distinction). Computer Science. Lyceum "Professional". Kharkiv.

Spatial growth & information exchange in evolving environments & on evolving networks, Grant number: 443891315, DFG (German Research Foundation) 2020-2023. (Co-PI)
Stochastic processes on evolving networks, Grant number: 412848929, DFG (German Research Foundation) 2019-2023. (The initiator and applicant)
Hierarchical self-organisation in complex stochastic systems, Grant number: 251200, European Commission, 2010-2012. (The PI)

2010-2012 Marie Curie Intra-European Fellowship for Career Development.
2003-2005 Ph.D. Fellowship. DFG Research Training Group Stochastic processes and probabilistic analysis.
2002-2003 Ph.D. Fellowship. National Academy of Sciences of Ukraine.

Publications

Publications of Dr. Anton Klymovskiy at Google Scholar

Published/submitted

Stochastic models of inhomogeneous complex systems: Emergence of multi-scale hierarchies. Habilitation Thesis. University of Duisburg-Essen. 2020 [ PDF, library version ]
Markovian dynamics of exchangeable arrays. With Jiří Černý. In: Genealogies of Interacting Particle Systems. Ed. by M. Birkner, R. Sun, and J. Swart. Vol. 38. IMS LNS. World Scientific, 2020. [ PDF, arXiv ]
The phase diagram of the complex branching Brownian motion energy model. With Lisa Hartung. Electron. J. Probab. 23 (127), 27 pp. 2018. [ PDF, arXiv, journal version ]
The hierarchical Cannings process in random environment. With Andreas Greven, Frank den Hollander. ALEA, Lat. Am. J. Probab. Math. Stat. 15, 295-351, 2018. [ PDF, arXiv ]
The glassy phase of the complex branching Brownian motion energy model. With Lisa Hartung. Electron. Commun. Probab. 20 (78), 1–15. 2015. [ PDF, arXiv, journal version ]
Gaussian fluctuations in generalized random energy model at complex temperatures. With Zakhar Kabluchko. Submitted. 2015. [ PDF, arXiv ]
Generalized random energy model at complex temperatures. With Zakhar Kabluchko. Submitted. 2014. [ PDF, arXiv ]
Renormalisation of hierarchically interacting Lambda-Cannings processes. With Andreas Greven, Frank den Hollander, Sandra Kliem. ALEA, Lat. Am. J. Probab. Math. Stat. 11 (1), 43–140. 2014. [ PDF, arXiv ]
Complex Random Energy Model: Zeros and Fluctuations. With Zakhar Kabluchko. Prob. Theor. and Rel. Fields. 158. Pages 159-196. 2014. [ PDF, arXiv, journal version, EURANDOM report ]
High-dimensional Gaussian fields with isotropic increments seen through spin glasses. Electron. Commun. Probab. 17. 2012. [ PDF, journal version, arXiv, EURANDOM report ]
Towards renormalisation of the hierarchically interacting heavy-tailed Lambda-Cannings models. Oberwolfach Reports, 8(1):806–809, March 2011. [ journal version ].
The Aizenman-Sims-Starr and Guerra's schemes for the SK model with multidimensional spins. With Anton Bovier. Electron. J. Probab. 14. Pages 161-241. 2009. [ PDF, arXiv, journal version ]
Fluctuations of the partition function in the GREM with external field. With Anton Bovier. J. Math. Phys. 49 (1), 125202, 2008. [ PDF, arXiv, journal version ]
Sums of correlated exponentials: two types of Gaussian correlation structures. Ph.D. thesis. Berlin University of Technology. June 2008. [ PDF, abstract ]
The Aizenman-Sims-Starr scheme for the SK model with multidimensional spins. 2007. With Anton Bovier. [ PDF, arXiv ]
Learning and generalization errors for the 2D binary perceptron. Mathematical and Computer Modelling, Volume 42, Issues 11-12, December 2005, Pages 1339-1358. [ journal version ]

Scaling and ergodic analysis of spatial Cannings models. 11th German Probability and Statistics Days, March 4–7, 2014, Ulm, Germany.
Probabilistic Analysis of Random Energy Models. Symmetries and Universality in Mesoscopic Systems, November 3–7, 2013, Langeoog, Germany.
Renormalization of hierarchically interacting Lambda-Cannings processes. Cornell Probability Summer School 2012, Ithaca, NY.
STOchastically skewed evolution: clustering vs. local coexistence. EURANDOM, June 7, 2012, Eindhoven.
Multi-scale analysis of hierarchically interacting Λ-Cannings processes. 10th German Probability and Statistics Days. March 8, 2012. Mainz.
Large scale behaviour of Cannings' model on hierarchical group and in continuum, AG Stochastik und Dynamische Systeme, November 17, 2011, Erlangen.
Renormalisation of hierarchically interacting Lambda-Cannings processes, Universiteit Leiden, November 1, 2011, Leiden.
Rather conventional Gaussian random fields in the light of spin glasses, University of Duisburg-Essen, October 18, 2011, Essen.
Renormalisation of hierachically interacting Lambda-Cannings processes in the mean-field limit, 5th International Conference on Stochastic Analysis and its Applications, September 5–9, 2011, Bonn.
Free energy of a particle in high-dimensional Gaussian potentials with isotropic increments, 2011 School on Mathematical Statistical Physics, August 29–September 9, 2011, Prague.
High-dimensional Gaussian random fields with isotropic increments seen through spin glasses, Extreme Value Statistics in Mathematics, Physics and Beyond, July 4–8, 2011, Leiden.
Gaussian random fields with isotropic increments seen through spin glasses, June 13–17, 2011, Firenze.
Interacting particle systems and renormalisation group, May 26 + June 02, 2011, Institute for low temperature physics, Kharkiv.
Multi-scale analysis of the hierarchically interacting heavy-tailed Cannings models, May 2–13, 2011, Institute for Mathematical Sciences, Singapore.
Towards renormalisation of the hierarchically interacting heavy-tailed Lambda-Cannings models, March 13–19, 2011, Oberwolfach.
High-dimensional Gaussian fields with isotropic increments: cascades and Parisi-type formulae, Séminaire Probabilités et Statistiques, January 28, 2011, Marseille.
Hierarchically interacting spatial Lambda-Fleming-Viot processes, HIM Junior Trimester Program on Stochastics, November 29, 2010, Bonn.
Extremes and exponential functionals of high-dimensional Gaussian processes with isotropic increments: comparison with cascades, AG Stochastik und Dynamische Systeme, November 25, 2010, Erlangen.
Parisi-type formulae as traces of hierarchical self-organization in range-free spin glasses with Gaussian Hamiltonians, HIM Junior Trimester Program on Stochastics, November 16, 2010, Bonn.
Universal macroscopic behavior of evolving genealogies of spatial Lambda-Fleming-Viot processes, Forschungsseminar der Arbeitsgruppe Stochastik, October 26, 2010, Essen.
High-dimensional Gaussian fields with isotropic increments, Disordered systems and extreme value statistics, September 16, 2010, Bonn. Slides.
Extremes and emergence of hierarchies in high-dimensional Gaussian random fields, 73rd Annual Meeting of the Institute of Mathematical Statistics, August 10, 2010, Gothenburg.
Extremes of high-dimensional Gaussian random fields with isotropic increments, PIMS summer school in probability, July 07, 2010, Seattle.
Extremes and emergence of hierarchies in high-dimensional Gaussian random fields, Stochastics Colloquium, Universiteit Utrecht, May 6, 2010.
Parisi's hierarchical replica symmetry breaking for high-dimensional Gaussian processes with isotropic increments, 9th German Open Conference on Probability and Statistics, March 4, 2010, Leipzig.
Short-, critical- (logarithmic) and long-range correlations in high-dimensional Gaussian random fields with isotropic increments, Oberseminar Wahrscheinlichkeitstheorie, TU München / Ludwig-Maximilian Universität München, January 25, 2010, München.
Around one-and-a-half Parisi-type formulae for the free energy, Statistical Mechanics on Random Structures, November 15–20, 2009, BIRS, Banff, Canada.
High-dimensional random fields with stationary isotropic increments: the Parisi picture, The 33rd Conference on Stochastic Processes and Their Applications, July 27–31, TU Berlin.
Parisi landscapes on high-dimensional Euclidean spaces, Workshop "Mathematical Models from Physics and Biology", April 01–04, Hausdorff center for mathematics, Bonn.
Hierarchical self-organisation in the Sherrington-Kirkpatrick model with multidimensional spins, Statistical Mechanics Workshop, December 8–12, 2008, IHP, Paris.
Hierarchical self-organisation in some non-hierarchically interacting high-dimensional random systems, BRG meeting, ESI, October 2–3, 2008, Vienna
Limiting behaviour of large sums of strongly correlated exponentials, Oberseminar Mathematische Statistik, TU München, July 09, Garching, 2008.
Hierarchical structures in the large sums of non-hierarchically correlated random exponentials, EURANDOM, July 04, Eindhoven, 2008.
Sums of correlated exponentials: two types of Gaussian correlation structures, Kolloquium des mathematischen Instituts, Universität Erlangen, June 26, Erlangen, 2008.
Estimates of Guerra's remainder term in the SK model with multidimensional spins, YEP 2008, March 13, Eindhoven, 2008.
Free energy in the Sherrington-Kirkpatrick model with multidimensional spins, Berlin-Leipzig Seminar, Max Planck Institute for Mathematics in the Sciences, December 7, Leipzig, 2007.
The Aizenman-Sims-Starr scheme for the multidimensional SK model, The 5^th^ Prague Summer School on Mathematical Statistical Mechanics, September 10-23, Prague, 2006.
The Aizenman-Sims-Starr scheme for the vector SK model, Frankfurter Stochastik-Tage 2006, Frankfurt, 14-17.03.2006.

Further scientific activities

Interacting particle systems on (co)evolving networks, October 5--8, 2021, Burg Ebernburg.
Interacting particle systems & random geometries, Seminar Series, 2020, UA Ruhr.
Graph limits and random walks, September 13--16, 2020, Benediktbeuern, Germany.
Stochastic processes on evolving networks, August 28--30, 2019, Technische Universität Darmstadt, Germany.
Fundamentals of complex networks: From static towards evolving, March 6--8, 2019, Universität Duisburg-Essen, Germany.
Stochastic population models on networks, August 22--24, 2018, Technische Universität München, Munich, Germany.
Phase transitions and random trees, July 13--July 14, 2017, Dortmund, Germany.
Disordered systems and extreme value statistics, September 13--17, 2010, Hausdorff Research Institute for Mathematics, Bonn.
Junior Hausdorff Trimester Program "Stochastics", September--December, 2010, Hausdorff Research Institute for Mathematics, Bonn.

Interacting particle systems on (co)evolving networks, October 5--8, 2021, Burg Ebernburg.
Graph limits and random walks, September 13--16, 2020, Benediktbeuern, Germany.
~~Retreat, May 31--June 5.~~
~~Graph Limits, April 6--9, 2020, Eurandom, Technische Universiteit Eindhoven.~~
Statistical foundations for evolving networks, March 11--13, 2020, Albert-Ludwigs-Universität Freiburg, Germany.
Geographic spaces for evolution: from lattices to graphs to continuum, December 12--13, 2019, Friedrich-Alexander-Universität Erlangen, Germany.
Stochastic processes on evolving networks, August 28--30, 2019, Technische Universität Darmstadt, Germany.
Population Dynamics and Statistical Physics in Synergy II, April 1--3, 2019, Centro di Ricerca Matematica Ennio De Giorgi, Pisa, Italy.
Spatial population models: From configurations to genealogies and back, March 25--27, 2019, Friedrich-Alexander-Universität Erlangen, Germany.
Fundamentals of complex networks: From static towards evolving, March 6--8, 2019, Universität Duisburg-Essen, Germany.
20th Anniversary Eurandom, December 17--19, 2018, Technische Universiteit Eindhoven, The Netherlands.
Evolutionary forces and genealogical trees, November 22--23, 2018, Universität Duisburg-Essen, Germany.
Advances in Statistical Mechanics, August 27--31, 2018, CIRM, Marseille, France.
Stochastic population models on networks, August 22--24, 2018, Technische Universität München, Munich, Germany.
Hausdorff School on Log-correlated Fields, June 11--14, 2018, Hausdorff Center for Mathematics, Bonn, Germany.
Mini-Workshop on high-dimensional BSDEs and PDEs, May 24--25, 2018, Universität Duisburg-Esssen, Germany.
Cumulants, concentration and superconcentration, April 5--6, 2018, Technische Universiät Berlin, Germany.
Genealogies, lines of descent and duality in population models, March 19--21, 2018, Friedrich-Alexander-Universität Erlangen, Germany.
The 13th German Probability and Statistics Days 2018 , February 27--March 2, 2018, Albert-Ludwigs-Universität Freiburg, Germany.
Markov processes on metric measure spaces and Gaussian fields, February 15--16, 2018, Universität Duisburg-Esssen, Germany.
Stochastic Analysis and Random Fields, December 18--December 22, 2017, Technion, Haifa, Israel.
Probabilistic Structures in Evolution, October 4--6, 2017, University of Freiburg, Germany.
Genealogies of Interacting Particle Systems, July 17--August 18, 2017, Institute for Mathematical Sciences, National University of Singapore.
Phase transitions and random trees, July 13--July 14, 2017, Dortmund, Germany.
Multi-Scale Features of Selection in Population Genetics, March 29--31, 2017, EURANDOM, Eindhoven, The Netherlands.
Statistical physics, Learning, Inference and Networks, February 26--March 3, 2017, Les Houches, France.
A Guided Tour Through Random Media, December 12--16, 2016, EURANDOM, Eindhoven, The Netherlands.
Probabilistic models in evolutionary biology, November 24--25, 2016, Göttingen, Germany.
"SPP 1590 Don't Mind the Gap SPP 1819.", September 28--30, 2016, Universität zu Köln, Germany.
Analysis and Mathematical Physics 2016, June 13--17, 2016, Institute for Low Temperature Physics, Kharkiv, Ukraine.
12th German Probability and Statistics Days 2016, March 1--4, 2016, Bochum.
Spin glasses, random graphs and percolation, February 16--20, 2015, Paris.
Extrema of Branching Processes and Gaussian Free Fields, November 28--29, 2014, Berlin.
SPP 1590 Colloquium, September 22--24, 2014, Erlangen.
Population Dynamics and Statistical Physics in Synergy, August 25--29, 2014, EURANDOM, Eindhoven.
Spin Glasses and Related Topics, July 20--25, 2014, Banff, Canada.
11th German Probability and Statistics Days, March 4--7, 2014, Ulm, Germany.
Symmetries and Universality in Mesoscopic Systems, November 3--7, 2013, Langeoog, Germany.
The 8th conference on Extreme Value Analysis, July 8--12, 2013, Shanghai.
Analysis and mathematical physics, June 24--28, 2013, Kharkiv, Ukraine.
Probabilistic Structures in Evolution, September 19-21, 2012, Berlin.
8th Cornell Probability Summer School, July 16--27. 2012, Ithaca.
St. Petersburg School in Probability and Statistical Physics, June 18--29, 2012, St. Petersburg.
Large Scale Behaviour of Random Spatial Models, May 28--June 2, 2012, Warwick.
10th German Probability and Statistics Days, March 6--9, 2012. Mainz.
Bridging statistical physics and optimization, inference and learning, February 19--24, 2012, Les Houches.
Marie Curie Researchers Symposium, September, 2011, Warsaw.
5th International Conference on Stochastic Analysis and its Applications, September 5--9, 2011, Bonn.
2011 School on Mathematical Statistical Physics, August 29--September 9, 2011, Prague.
Real Trees, August 2--4, 2011, Essen.
Extreme Value Statistics in Mathematics, Physics and Beyond, July 4--8, 2011, Leiden.
4th La Pietra week in Probability at Finaly, June 13--17, 2011, Firenze.
Discrete Mathematics and Probability in Networks and Population Biology, May 2--13, 2011, Institute for Mathematical Sciences, Singapore.
The renormalisation group, March 13--19, 2011, Oberwolfach.
Inhomogenious random systems, January 25--26, 2011, Paris.
Mini-Workshop on Branching, Coalescence and Random Walks. January 18, 2011, Utrecht University.
Workshop on Probabilistic Techniques in Statistical Mechanics, October 14--16, 2010, TU Berlin.
Disordered systems and extreme value statistics, September 13--17, 2010, Hausdorff Research Institute for Mathematics, Bonn.
Junior Trimester Program on Stochastics September 1--December 31, 2010, Hausdorff Research Institute for Mathematics, Bonn.
73rd Annual Meeting of the Institute of Mathematical Statistics, August 9--13, 2010, Gothenburg.
2010 PIMS Summer School in Probability, June 21--July 11, 2010, University of Washington/Microsoft Research, Seattle, WA.
Probability, random trees and algorithms, March 8--12, 2010, EURANDOM, Eindhoven.
9th German Open Conference on Probability and Statistics, March 2--5, 2010, Leipzig.
9. Erlanger-Münchner Tag der Stochastik, January 29, 2010, Erlangen.
Dynamic Random Environments, December 14--18, 2009, EURANDOM, Eindhoven
Statistical Mechanics on Random Structures, November 15--20, 2009, BIRS, Banff, Canada.
The 33rd Conference on Stochastic Processes and Their Applications, July 27--31, 2009, TU Berlin, Berlin.
Mathematical Models from Physics and Biology, April 01--04, 2009, Hausdorff center for mathematics, Bonn.
Statistical Mechanics Workshop, Interacting Particle Systems, Statistical Mechanics and Probability Theory, December 8--12, 2008, IHP, Paris.
8th Probability Day Erlangen-München, November 28, 2008, LMU München, München
Workshop "Random Spatial Models in Physics and Biology", October 2--3, 2008, ESI, Vienna.
Statistical Mechanics on Random Structures (YEP 2008), March 10--14, 2008, EURANDOM, Eindhoven.
École d'été «Verres de Spin», June 25 -- July 6, 2007, IHP, Paris.
Spring School of the IRTG "Stochastic Models of Complex Processes", March 5--9, 2007, Potsdam.
Prague Summer School on Mathematical Statistical Mechanics, September 10--23, 2006, CTS, Prague.
Frankfurter Stochastik-Tage 2006, March 14-17, 2006, Frankfurt am Main.
Random spatial models from physics and biology, March 16--19, 2005, WIAS, Berlin.
Equilibrium and Dynamics of Spin Glasses, April 18-23, 2004, Centro Stefano Franscini, Monte Verità, Ascona.