School of Mathematical Sciences

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
Statistics
Random discrete structures
Random matrices and stochastic optimisation
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. 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 applied probability journals (AAP/JAP - Sasha Gnedin), general probability journals (Stochastics, Probability Surveys - Sasha Gnedin) and statistical journals (Sequential Analysis - Steve Coad, Journal of the Royal Statistical Society Series C. - Silvia Liverani).