Probability at Warwick OLD
Probability theory is of great power and utility, and in the last hundred years has made significant contributions to almost all branches of science and engineering. Stochastic processes are, for example, ubiquitous throughout mathematical physics, essential in modern finance, and increasingly appear in the study of biological phenomena. Moreover, probability theory is a core mathematical discipline in its own right, and has many beautiful connections with other parts of mathematics. Some of the main research themes in probability currently being developed in the Department of Statistics are as follows (for more details, click on individual list items or follow this link).
- Brownian motion and Levy processes
- Computational probability
- Disordered media
- Markov processes
- Random spatial processes and geometric structures
- Rough path theory
- Stochastic models of evolution
- Stochastic control, optimal stopping and games
- Stochastic finance
- Stochastic partial differential equations and interacting particle systems
Regular events in term-time
- Probability Seminar (run jointly by the departments of Maths and Stats)
- Applied Probability Seminar
- Statistical Mechanics Seminars (run by the Maths department)
- Stochastic Finance @ Warwick Seminar
Warwick staff with a particular interest in probability include:
We welcome expressions of interest from candidates interested in studying for a PhD in the general area of probability with one of the staff members listed above. Applicants can contact staff members for more information, or apply directly to the Statistics Department and/or the Mathematics Institute.
The Department of Statistics and the Mathematics Institute run a joint Centre of Doctoral Training. The PhD programme lasts for four years and includes a taught first year which takes students beyond MSc level to the stage where they can make an informed and mature choice about their chosen research topic.