Alfredas Račkauskas

Positions Contact Information Research interests Publications Teaching Curriculum Vitae

Positions

Vilnius University, Faculty of Mathematics and Informatics, Professor,

Head of the Department of Econometric Analysis

Institute of Mathematics  and Informatics,

Chief Research Fellow

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Contact Information

	Department of Mathematics and informatics Naugarduko 24 2606 Vilnius Lithuania
	+370 5 33 60 23
E-mail	alfredas.rackauskas@maf.vu.lt

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Research interests

My research interests are in the following subjects:

limit theorems for Banach space valued random elements:

q central limit theorem for independent random elements and martingales

q rates of convergence in central limit theorems

q large deviations in central limit theorem zones

invariance principles

q Donsker-Prohorov invariance principle for selfnormalized sums;

q Lamperti invariance principle;

q applications in econometrics and statistics;

functional data analysis:

q models of functional data analysis applied to high frequency data;

q regression models in infinite dimensional spaces;

q time series models in functional spaces;

resampling methods:

q bootstrap;

q moon bootstrap;

q bootstrap methods in econometrics;

nonparametric analysis:

q orthogonal projection density estimate;

q empirical characteristic function and  its applications in statistics.

Publications

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Teaching

I teach the following courses:

q Functional Analysis

q Advanced Functional Analysis

q Introduction to Econometrics

q Econometrics

q Advanced Statistics

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Biographical Information

PERSONAL INFORMATION

Nationality: Lithuanian

Marital status: Married, two children

Citizenship: Lithuanian

Date of Birth: 18 January 1953

Home Address: Taikos 136-17, 2017 Vilnius, Lithuania

Home Telephone: +370-5-2128834

PROFESSIONAL CAREER

09/77--08/80: post-graduate student, Vilnius University, Department of Mathematics.

09/80--08/85: senior lecturer, Vilnius University, Department of Mathematics.

09/85-08/96: associate professor, Vilnius University, Depart. of Mathematics.

09/96--present: professor, Department of Mathematics,Vilnius University.

Ph.D. in Mathematics: Vilnius University, Department of Mathematics,

April 10, 1981. Dissertation: Convergence to stable laws in Banach spaces.

Doctor of Science (Habilitation) in Mathematics: Vilnius University,

Department of Mathematics, May 9, 1995.

Dissertation: Central limit theorem in Banach spaces. Acuracy of approximation.

AWARDS

Lithuanian National Science Award , 1998.

EDITORIAL WORK

Member of Editorial Boards:

Lietuvos Matematikos Rinkinys (English translation.: Lithuanian Mathematical Journal).

Alpha plus Omega.

VISITING POSITIONS

Visiting Fellow:

Jena University, Germany: September 1985 -- August 1986

Bielefeld University, Germany: Martz 1989 -- September 1991;

November 1996; October 1997; September 1998; November 1998

Aarhus University, Denmark: September 1993

Prague University, Prague, Czech Republic: October 1996

Lille University, France: November 1998; November 2000; November 2001

Visiting Professor:

Lille University, France: March 2000

INVITED SPEAKER AT THE FOLLOWING CONFERENCES

``Probability in Banach spaces’’, Oberwolfach, Germany, 1992;

``Limit theorems of probability theory’’, Vilnius, 1999;

``Theoremes Limites en Statistique et Probabilites’’, Lille, France, 2000.

``Probability theory and Mathematical Statistics’’, Vilnius, 2002.

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Last revised: 5/13/2002