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.

Research interests

Stochastic processes
Random discrete structures
Random matrices
Stochastic control and optimisation
Computational methods in Mathematical Finance
Applications of probability to statistical physics, modelling of epidemics, networks, financial engineering and other areas

Seminars

We hold regular seminars in Probability and Applications and Statistics at Queen Mary, cooperating with London Probability Seminar and currently with several online seminars. Sasha Sodin is a co-organiser of an online joint Probability Seminar with Warwick University. Ilya Goldsheid is a co-organiser of The London Analysis and Probability Seminar.

Editorial activity

Members of the Probability and Applications group are on the editorial boards of journals in probability (AAP/JAP, Stochastics, ALEA, Probability Surveys) and mathematical finance (J. Computational Finance)