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Probability and Applications Group

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, statistics, 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.


MEMBERS  
Steve Coad  
Alexander Gnedin (Head of Group)  
Ilya Goldsheid  
Jamie Griffin  
Boris Khoruzhenko  
Malwina Luczak  
Hugo Maruri Aguilar  
John Moriarty  
Neofytos Rodosthenous  

Mira Shamis

 

Sasha Sodin

 

 

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.

T. De Angelis, G. Ferrari and J. Moriarty (2017). Nash equilibria of threshold type for two-player nonzero-sum games of stopping. To appear in Annals of Applied Probability.

V.V. Anisimov, W.Y. Yeung, D.S. and D. S. Coad (2017). Imbalance properties of centre-stratified permuted-block and complete randomisation for several treatments in a clinical trial. Statistics in Medicine, 36, 1302-1318.

S. Sodin (2015) A limit theorem at the spectral edge for corners for time-dependent Wigner matrices, Int. Math. Res. Not. IMRN 17, 7575-7607.

 

 

Seminars and meetings

We are holding a regular seminar Probability and Applications at Queen Mary, cooperating with

London Probability Seminar. 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)

13th Workshop on Stochastic  Models, Statistics and their Applications (Berlin, February 2017)

Sixth International Workshop in Sequential Methodologies (Rouen, June 2017)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Editorial Activity

Members of the Group are on the editorial boards  of  applied probability journals (AAP/JAP - Sasha Gnedin; Ann. Applied Probab. - Malwina Luczak) general probability journals (Stochastics - Malwina Luczak and Sasha Gnedin; Elec. J. Probab., Elec. Comm. Probab. - Malwina Luczak;  ALEA, Probability Surveys - Sasha Gnedin),  and statistical journals (Sequential Analysis - Steve Coad).

 

Grants

John Moriarty is a holder  of EPSRC Early Career Fellowship  (2017-2020), working on the project  "Markov chain optimisation for energy systems"