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
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)
Find out more about our group
Group members
Head of Group: Alexander Gnedin
Lian De Oliveira Cottrell
Postgraduate Research Student
Mathematical Sciences Building, Room: MB-402
l.a.oliveiracottrell@qmul.ac.uk
Domagoj Demeterfi
Postgraduate Research Student
Mathematical Sciences Building, Room: MB-402
d.demeterfi@qmul.ac.uk
Zakaria Derbazi
Postgraduate Research Student
Mathematical Sciences Building, Room: MB-402
z.derbazi@qmul.ac.uk
Kathrin Glau
Senior Lecturer in Financial Mathematics
Mathematical Sciences Building, Room: MB-526
+44 (0)20 7882 2760
k.glau@qmul.ac.uk
Alexander Gnedin
Professor in Applied Probability
Mathematical Sciences Building, Room: MB-424
+44 (0)20 7882 5498
a.gnedin@qmul.ac.uk
Ilya Goldsheid
Professor of Probability Theory
Mathematical Sciences Building, Room: MB-123
+44 (0)20 7882 5473
i.goldsheid@qmul.ac.uk
Maldon Patrice Goodridge
Postgraduate Research Student
Mathematical Sciences Building, Room: MB-402
M.P.Goodridge@qmul.ac.uk
Anastasis Kafetzopoulos
Postgraduate Research Student
Mathematical Sciences Building, Room: MB-402
a.kafetzopoulos@qmul.ac.uk
Boris Khoruzhenko
Professor of Mathematics
Mathematical Sciences Building, Room: MB-517
+44 (0)20 7882 5495
b.khoruzhenko@qmul.ac.uk
Anna Maltsev
Royal Society University Research Fellow & Senior Lecturer in Applied Probability
Mathematical Sciences Building, Room: MB-124
+44 (0)20 7882 2969
a.maltsev@qmul.ac.uk
Hugo Maruri-Aguilar
Lecturer in Statistics
Mathematical Sciences Building, Room: MB-113
+44 (0)20 7882 5475
h.maruri-aguilar@qmul.ac.uk
John Moriarty
Professor of Mathematics
Mathematical Sciences Building, Room: MB-524
+44 (0)20 7882 2953
j.moriarty@qmul.ac.uk
Mihail Poplavskyi
Lecturer in Mathematics
Mathematical Sciences Building, Room: G21
020 7882 5423
m.poplavskyi@qmul.ac.uk
Mira Shamis
Lecturer in Disordered Systems
Mathematical Sciences Building, Room: MB-525
+44 (0)20 7882 2912
m.shamis@qmul.ac.uk
Sasha Sodin
Professor of Analysis and Mathematical Physics
Mathematical Sciences Building, Room: MB-322
+44 (0)20 7882 5452
a.sodin@qmul.ac.uk
