Markov processes, random walks on algebraic
structures, limit theorems, interactig particle systems,
random matrices
Stochastic analysis, finance, term structure models
Limit theorems for Markov processes of high
dimensions, Cutoff phenomena
Special functions and orthogonal poynomials in one and
several variables, spherical functions, asymptotic
behavior of special functions, product formulas, Dunkl
operators, Heckman-Opdam hypergeometric functions
Hypergroups and convolution algebras, Gelfand pairs,
harmonic analysis
Editorship: J. Hilgert, A. Hora, T. Kawazoe, K.
Nishiyama, M. Voit: Proceedings of the fourth
German-Japanese symposium on infinite dimensional
harmonic analysis IV. On the interplay between
representation theory, random matrices, special
functions, and probability, Tokyo, Japan, September
10--14, 2007. World Scientific. viii, 326~p