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Dr. Mátyás Barczy

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EDUCATION, DEGREES

Certificate of secondary education 1995
Master of Science in mathematics
Thesis title: Probability measures on locally compact Abelian groups
Supervisor: Dr. Gyula Pap
2001 University of Debrecen, Hungary
Doctor of Philosophy (Ph.D.) in Mathematics and Computer Sciences
Thesis title: Some questions of probability theory on special topological groups
Supervisor: Dr. Gyula Pap
2006 University of Debrecen, Hungary
Habilitation
Thesis title: Diffusion bridges and affine processes
2016 University of Debrecen, Hungary



EMPLOYMENT, POSITIONS

Assistant Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen 01/09 2004 - 31/08 2005

Junior Lecturer Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen 01/09 2005 - 31/08 2007

Senior Lecturer Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen 01/09 2007 - 31/08 2016

Associate Professor Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen 01/09 2016 - 31/08 2017

Senior research fellow MTA-SZTE Analysis and Stochastics Research Group, Bolyai Institute, University of Szeged 01/09 2017 -




FELLOWSIHPS, APPLICATIONS, GRANTS

August 2003 Research in Pairs program given by the Mathematical Research Institute in Oberwolfach (Germany). Research work with Dr. Alexander Bendikov (Wroclaw University) and Dr. Gyula Pap (University of Debrecen).
Topic: Limit theorems on locally compact Abelian groups.
2004-2007 Supported by the Hungarian Scientific Research Fund under Grant No. OTKA F-046061/2004.
Project leader: Dr. Sándor Baran.
Title: Statistics of stochastics models.
18-23 July 2005 EU Grant for The Young Statisticians Training Camp (STATCAMP), Oslo, Norway.
November 2006 Research work with Peter Becker-Kern (University of Dortmund, Germany).
Topic: Ornstein-Uhlenbeck bridges.
2005-2007 Supported by the Hungarian Scientific Research Fund under Grant No. OTKA T-048544/2005.
Project leader: Dr. Gyula Pap.
Title: Limit theorems and their applications.
28 May - 1 June 2007 Supported by the European Union Socrates/Erasmus Program Action 2.2. I gave lectures in statistics for 8 hours at the Radboud University Nijmegen (The Netherlands).
2008-2009 Supported by the Hungarian-Portuguese Intergovernmental S & T Cooperation Programme under Grant No. PT-07/2007.
Project leaders:
  • Dr. Maria Eduarda Silva (Universidade do Porto, Portugal),
  • Dr. Gyula Pap.
  • Title: Theory and application of integer-valued time series.
    April 2009 - March 2013 Supported by the Hungarian Scientific Research Fund under Grant No. OTKA T-079128.
    Project leader: Dr. Gyula Pap.
    Title: Limit theorems and their applications.
    September 2010 - August 2011 NKTH-OTKA-EU 7KP (Marie Curie action) co-funded 'MOBILITY' Grant No. OMFB-00610/2010, Paris, France.
    Host: Dr. Jean Bertoin (Université Pierre et Marie Curie (P6), France).
    September 2011 - August 2014 Supported by the Hungarian-Chinese Intergovernmental S & T Cooperation Programme under Grant No. 0-1-2011-0079.
    Project leaders:
  • Dr. Zenghu Li (Beijing Normal University, China),
  • Dr. Gyula Pap.
  • Title: Statistical inference for branching mechanisms.
    September 2013 - December 2014 Supported by Zoltán Magyary Postdoctoral Fellowship under Grant No. A2-MZPD-12-0168, Szeged, Hungary.
    Title: Statistical inference for continuous time stochastic processes.
    2014-2015 Supported by DAAD-MÖB bilateral cooperation programme under Grant No. 55757.
    Project leaders:
  • Dr. Peter Kern (Heinrich Heine University Düsseldorf, Germany),
  • Dr. Gyula Pap.
  • Title: Dilative stable processes.
    September 2016 - January 2017 Supported by Magyar Állami Eötvös 2016 Fellowship under Grant No. 75141, Paris, France.
    Title: Parameter estimation for jump-type affine processes.
    2017-2018 Supported by the Hungarian-Croatian Intergovernmental S & T Cooperation Programme under Grant No. TÉT_16-1-2016-0027.
    Project leaders:
  • Dr. Bojan Basrak (University of Zagreb, Croatia),
  • Dr. Gyula Pap.
  • Title: Statistical inference for branching processes with immigration.
    September 2017 - August 2020 Supported by the János Bolyai Research Scholarschip of the Hungarian Academy of Sciences under Grant No. BO/00298/17/3, Hungary.
    Title: Aggregation and parameter estimation for branching processes.



    HONORS, AWARDS

    2001 1st prize awarded by the 25th National Scientific Students' Conference,
    in Section 'Combinatorics, Graph Theory and Probability Theory'.
    Title of paper: Fourier transform of a Gauss measure on the Heisenberg group.
    Supervisor: Dr. Gyula Pap.
    2001 1st prize awarded by the 25th National Scientific Students' Conference,
    in Section 'Analysis, Geometry and Topology'.
    Title of paper: Local automorphisms of states and effects (joint work Mariann Tóth).
    Supervisor: Dr. Lajos Molnár .
    2001 Kató Rényi prize awarded by the János Bolyai Mathematical Society (Hungary).
    2007 Géza Grünwald prize awarded by the János Bolyai Mathematical Society (Hungary).
    2012 Prize of Faculty of Informatics awarded by the Faculty of Informatics, University of Debrecen (Hungary).

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