This tenure track position should be seen in the light of two dominant developments in current research in probability and statistics: (i) the data sets available in a broad range of application domains grow at an unprecedented rate, and (ii) the gap between 'formal' methods in stochastics on the one hand, and numerically implementable techniques on the other, increases. This position could cover various research domains: (1) the computational orientation, which, for instance, encompasses various topics concerning the evaluation of stochastic differential equations, simulation of complex stochastic systems, computational techniques for transforms, and (2) techniques that are more explicitly geared for data mining. Since data mining techniques often having a more intuitive foundation, and thus lacking rigorous backing, there is a clear need for a mathematically-oriented support. We expect the candidate to play an active role in the activities of the STAR-cluster.
The initial appointment will be for a period of five years. Based on performance indicators agreed on at the start of the appointment, a tenure track position will lead to a tenured position in a period of maximally 5 years. In the fifth year of the appointment the tenure decision will be taken.
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