Research Groups

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


Continuing Staff:

Professor Kostya BOROVKOV (Professor)
Dr Owen JONES (Senior Lecturer)
Dr Nathan ROSS (Lecturer)
Professor Aihua XIA (Professor)

Research Fellows:

Professor Peter TAYLOR (Australian Laureate Fellow)


Dr. Han Liang GAN (Washington University)
Lucia KRALOVA (University of Technology Sydney)



Sashirekha APPALASAMY Multi Objective Optimisation for Short Term and Long Term operations and Planning of a Distributed Energy System.
Nanda ARYAL Random trees on planar lattices
Peter BRAUNSTEINS Coupling in Stochastic Modelling
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
Adam KOWALEWSKI Statistical Arbitrage from Machine Learning
Jason LEUNG Topics in nonparametric function estimation
Shaun MCKINLAY On Limiting Distributions, Sojourn Measures and Boundary Crossings for Random Processes.
Ellen MUIR Hypergeometric Distributions and Efficient Dynamic Market Clearing
Yuqing PAN Boundary crossing problem of different types of Random processes Hitting Remote Sets.
Nicholas READ Bush Escalation Probabilities in the Victorian Landscape
Kate SAUNDERS Spatial and Temporal Statistical Modelling of Extreme Rainfall in Australia.
Shrupa SHAH Understanding the contribution of space on the spread of Influenza using an Individual-based model approach
Xuan (Kevin) VO Convergence of instantaneous markov processes
Jason WHYTE Global a priori identifiability of biomolecular interaction models in flow-cell optical biosensor experiments

Masters (RT):