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.
- 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
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.
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)