Martin Venker is an assistant professor in mathematics. His research focuses on probability theory, in particular random matrix theory and probability on high-dimensional convex sets.
He obtained his PhD in 2011 from Bielefeld University (Germany). Before joining DCU in 2020, he has been a post-doctoral researcher at Bielefeld, Louvain-La-Neuve (Belgium) and Bochum (Germany).
He currently serves as chair of the programme Common Entry into Actuarial and Financial Mathematics.
Pre-print
| Year | Publication | |
|---|---|---|
| 2022 | Thorsten Neuschel and Martin Venker (2022) Boundary Asymptotics of Non-Intersecting Brownian Motions: Pearcey, Airy and a Transition. PREPRINT [Link] |
Peer Reviewed Journal
| Year | Publication | |
|---|---|---|
| 2020 | Claeys, Tom and Neuschel, Thorsten and Venker, Martin (2020) 'Critical Behavior of Non-intersecting Brownian Motions'. Communications in Mathematical Physics, 378 (2):1501-1537. [Link] [DOI] | |
| 2020 | Dette, Holger and Tomecki, Dominik and Venker, Martin (2020) 'Random moment problems under constraints'. Annals of Probability, 48 (2):672-713. [Link] [DOI] | |
| 2019 | Claeys, Tom and Neuschel, Thorsten and Venker, Martin (2019) 'Boundaries of Sine Kernel Universality for Gaussian Perturbations of Hermitian Matrices'. Random Matrices: Theory and Applications, 8 (3). | |
| 2018 | Akemann, Gernot and Cikovic, Milan and Venker, Martin (2018) 'Universality at weak and strong non-Hermiticity beyond the elliptic Ginibre ensemble'. Communications in Mathematical Physics, 362 (3):1111-1141. [Link] [DOI] | |
| 2018 | Kriecherbauer, Thomas and Venker, Martin (2018) 'Edge statistics for a class of repulsive particle systems'. Probability Theory and Related Fields, 170 (3-4):617-655. [Link] [DOI] | |
| 2018 | Dette, Holger and Tomecki, Dominik and Venker, Martin (2018) 'Universality in Random Moment Problems'. Electronic Journal of Probability, 23 (15):1-23. | |
| 2015 | Kriecherbauer, T. and Schubert, K. and Schüler, K. and Venker, M. (2015) 'Global asymptotics for the Christoffel-Darboux kernel of random matrix theory'. Markov Process. Related Fields, 21 (3, part 2):639-694. | |
| 2015 | Schubert, Kristina and Venker, Martin (2015) 'Empirical Spacings of Unfolded Eigenvalues'. Electronic Journal of Probability, 20 (120):1-37. | |
| 2014 | Götze, Friedrich and Venker, Martin (2014) 'Local universality of repulsive particle systems and random matrices'. Annals of Probability, 42 (6):2207-2242. [Link] [DOI] | |
| 2013 | Venker, Martin (2013) 'Particle systems with repulsion exponent beta and random matrices'. Electronic Communications in Probability, 18 . [Link] [DOI] |
Certain data included herein are derived from the © Web of Science (2023) of Clarivate. All rights reserved.
Research Interests
Random Matrix Theory
High-dimensional Probability Theory
High-dimensional Probability Theory