I am a second-year graduate student in the Mathematics CDT under the supervision of Roger TribeLink opens in a new window and Oleg ZaboronskiLink opens in a new window.

Prior to this, I completed an MMathStat (Master of Mathematics and Statistics) from the University of Warwick, my masters dissertation being on Limit Order Book (abbr. LOB) modelling and more specifically, on the ergodicity of the zero-intelligence Markovian model, under the supervision of Vassili KolokoltsovLink opens in a new window.

Research Interests

Probability and its applications. More precisely, determinantal point processes (randomly arranged points whose distribution is characterized via determinants), interacting particle systems and Pfaffian point processes.

Papers/Preprints

• Classification of transformations of equivalent kernels of some determinantal point processes (2023) [arxivLink opens in a new window]

Various Writings/Notes

• First year PhD summer projectLink opens in a new window on One-dependent Point Processes
• Masters dissertationLink opens in a new window (highlights without notes) on the Ergodicity of the zero-intelligence Markovian Model for LOB
• Some (incomplete) notes on Markov chainsLink opens in a new window
• Some (incomplete) notes on Poisson processesLink opens in a new window

Slides from talks

• SlidesLink opens in a new window of oral presentation of Masters dissertation, made using the TikZ package in LaTeX

Teaching

• Winter ’23: Supervisor for a group of 1st year undergraduates (Linear Algebra, Analysis II)
• Autumn ’22: TA for MA244 Analysis III

Events/Conferences attended

Probability, Analysis and Dynamics 2022, University of Bristol, April 2022

Email: h.sapranidis-mantelos@warwick.ac.uk