Probability is both a fundamental way of viewing the world, and a core area of mathematics. Probability theory is concerned with the analysis of mathematical models of random phenomena, as occur in many branches of science. The group Probability and Applications at QMUL is engaged in numerous research activities, including stochastic processes, random discrete structures, random matrices and stochastic optimisation, as well as in applications of probability to statistical physics, modelling of epidemics, networks, financial engineering and other areas.
Some recent publications
A.D. Barbour and M. Luczak (2012) A law of large numbers approximation for Markov population processes with countably many types, Probab. Theor. Relat. Fields 153, 727-757.
A. Gnedin and V. Gorin (2015) Record-dependent measures of the symmetric groups, Random Structures and Algorithms 46, 688-706.
P.V. Gapeev and N. Rodosthenous (2014) Optimal stopping problems in diffusion-type models with running maxima and drawdowns, J. Appl. Probab. 51, 799-817.
I. Goldsheid and D. Dolgopyat (2013) Limit theorems for random walks on a strip in subdiffusive regimes, Nonlinearity 26, 1743-1782.
Y. Fyodorov, B.Khoruzhenko and A. Nock (2013) Universal K-matrix distribution in beta=2 ensembles of random matrices, J. Phys. A, Math. Theor. 46, No 26, Article ID 262001.
Seminars and meetings
We are holding a regular seminar Probability and Applications at Queen Mary.
Ilya Goldsheid is a co-organiser of The London Analysis and Probability Seminar
Members of the Group participated in the organisation of recent international meetings:
Random and Other Ergodic Problems (Isaac Newton Inst., Cambridge 22 - 26 June 2015)
11th German Probability and Statistics Days (Ulm, 4 - 7 March 2014)
SPA 2013 (Boulder, 29/07- 2/08/2013 )
Paris-London Analysis Seminar (London, 28/03/2014)
Members of the Group are on the editorial boards of applied probability journals (AAP/JAP - Sasha Gnedin; Ann. Applied Probab. - Malwina Luczak) and general probability journals (Stochastics - Malwina Luczak and Sasha Gnedin; Elec. J. Probab., Elec. Comm. Probab. - Malwina Luczak; ALEA, Probability Surveys - Sasha Gnedin).