"Probability at Warwick" draws together a variety of probability-related research and activities taking place at the University of Warwick.

Research ⋅ Special events ⋅ Regular events ⋅ People ⋅ Preprints ⋅ PhD applications ⋅ Enquiries

Research

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, please click either on individual list items or here.)

• Brownian motion and Levy processes
• Markov processes
• Stochastic control, optimal stopping and games
• Random spatial processes and geometric structures
• Disordered media
• Stochastic partial differential equations and interacting particle systems
• Stochastic finance

Probabilists from the Department of Statistics also have strong links and take part in many research activities with the Department of Mathematics, particularly those organised by the probability and statistical mechanics groups.

Special events

• TBA

For details of previous events, please click here.

Regular events in term-time

• Midlands Probability Theory Seminars
• Probability Seminars (Run by the Department of Mathematics, see also the EMS)
• Statistical Mechanics Seminars (Run by the Department of Mathematics)
• Applied Topology and Stochastic Geometry Seminars

• Algorithms & Computationally Intensive Inference Seminars

• Probability Reading Group
• Mathematical Physics and Probability Reading Seminar

Warwick people with a particular interest in probability include:

Dr Stefan Adams (Maths) Dr Larbi Alili (Stats) Dr Sigurd Assing (Stats) Dr Julia Brettschneider (Stats) Dr Giuseppe Cannizzaro (Stats) Dr Paul Chleboun (Stats) Prof David Elworthy (Maths) Dr Agelos Georgakopoulos (Maths) Dr Stefan Grosskinsky (Maths) Dr Vicky Henderson (Stats) Prof David Hobson (Stats) Prof Saul Jacka (Stats) Dr Paul Jenkins (Stats) Prof Wilfrid Kendall (Stats) Dr Jere Koskela (Stats)

Dr Jo Kennedy (Stats) Prof Vassili Kolokoltsov (Stats) Prof Roman Kotecky (Maths) Prof Ian Melbourne (Maths) Prof Alex Mijatovic (Stats) Dr Anastasia Papavasiliou (Stats) Professor Oleg Pikhurko (Maths) Prof Gareth Roberts (Stats) Dr Dario Spano (Stats) Dr Roger Tribe (Maths) Dr Daniel Ueltschi (Maths) Dr Jon Warren (Stats) Dr Wei Wu (Stats) Prof Oleg Zaboronski (Maths) Prof Nikolaos Zygouras (Stats)

Preprints in Probability

Examples of probability research conducted at Warwick can be found here.

PhD applications

The Department of Statistics welcome expressions of interest from candidates interested in studying for a PhD in the general area of probability with one of the Department members listed above. Applicants should either contact members of staff, or apply directly.
More precise information about available PhD programmes (and potential specific projects) in probability and statistics please refer to: http://www2.warwick.ac.uk/fac/sci/statistics/postgrad/research/.

There are two PhD degrees offered by the Department, a PhD in Statistics and a PhD in Mathematics and Statistics. The main difference is that the PhD in Mathematics and Statistics has a taught first year which is equivalent to a Masters qualification. This degree may not be appropriate for those who have already studied for a Masters, or equivalent. To apply to the Department of Mathematics, see here. Potential applicants may also be interested in the MASDOC Centre for Doctoral Training.

Webpage enquiries

If you would like to add an event or your web-page to the lists above or have any other enquires about Probability at Warwick, then please email paw at warwick dot ac dot uk.

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