Research In The Department

Stochastic Processes

The Stochastic Processes Group in the Department works in the area of probability theory - a branch of mathematics providing means for modeling uncertainty. The latter is a characteristic feature of the behaviour of most complex systems - e.g. living organisms, large populations of individuals of some kind (molecules, cells, stars or even students), financial markets, systems of seismic faults etc.... more

Academics

Continuing Staff:

Professor Kostya BOROVKOV (Professor)
Dr Owen JONES (Senior Lecturer)
Professor Peter TAYLOR (Professor)
Associate Professor Aihua XIA (Associate Professor)

Visitors

Prof. Pierre-Olivier (Bidou) AMBLARD (GIPSA-lab. Dept Images and Signals)
Toralf BURGHOFF (Friedrich Schiller University Jena)

Students

Postgraduates:

Sashirekha APPALASAMY	Multi Objective Optimisation for Short Term and Long Term operations and Planning of a Distributed Energy System.
Jonathan BUDD	Modelling and Simulation of Credit Card Behaviour
Yuanzhou CHEN	Volatility modelling and estimation
Felicia ENG	The Role of Information and Communication in Emergency Evacuations
Han Liang GAN	Locally Dependant Extremes
Adam KOWALEWSKI	Statistical Arbitrage from Machine Learning
Shaun MCKINLAY	On Limiting Distributions, Sojourn Measures and Boundary Crossings for Random Processes.
Yuqing PAN	Boundary crossing problem of different types of Random processes Hitting Remote Sets.
Yacov SALOMON	Re-examining fundamental concepts and assumptions in conservation and management using mathematical theories of probability
Nikki SONENBERG	Building Stochastic Models of Mobile Ad Hoc Networks

Masters (RT):

Giles ADAMS
Peter BRAUNSTEINS
Alexander DAVIS
Wilfred HAWKINS
Ellen MUIR
Nicholas READ
Xiao Tina SU
Gerry TONKIN-HILL
Jinghan XIA