OKADA, Izumi

Title
Associate Professor
Field
Probability theory
Research interests
Long time behavior of stochastic processes using probability theory
Current research

I am studying the hitting probability, the intersection probability and local times of the simple random walk on integer lattices and the Brownian motion from the viewpoint of probability theory. In particular, I am interested in the geometry of singularities in the sense of large values of local time of the random walk.

Selected publications
  1. I. Okada, Geometric structures of late points of a two-dimensional simple random walk, Ann. Probab. 47 (2019), no. 5, 2869-2893
  2. A. Dembo and I. Okada, Capacity of the range of random walk: The law of the iterated logarithm, Ann. Probab. 52 (2024) no. 5, 1954-1991
  3. A. Adhikari and I. Okada, Moderate Deviations for the Capacity of the Random Walk range in dimension four, to appear in Ann. Propbab.

Memberships, activities and

Awards

The Mathematical Society of Japan