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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. 

Probability & Applications
Probability & Applications

 

 

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)

Group members

Head of Group: Alexander Gnedin