Harry Sapranidis Mantelos

I am a finishing PhD student under the joint supervision of Andreas Kyprianou (University of Warwick, UK) and Víctor Rivero Link opens in a new window(CIMAT, Mexico).

Before starting my PhD, I had completed an MMathStat (Master of Mathematics and Statistics) from the University of Warwick. My masters dissertation was on Limit Order Book modelling and was supervised by Vassilli KolokoltsovLink opens in a new window.

Research Interests

Probability theory. Specifically, my current research work concerns various questions from the general theory of Markov Additive Processesand its connections with self-similar Markov processes (reflected multidimensional Brownian motions and stable processes, in particular).

Besides probability, I have also completed some work in the intersection of classical analysis, combinatorics/graph-theory and linear algebra; more specifically, on an open problem thereof relating to a functional extension of the Principle minors and diagonal similarity of matrices problem from linear algebra; cf., [Raphael Loewy, Principal minors and diagonal similarity of matrices, Linear Algebra and its Applications 78 (1986), 23--64]. My method of proof Link opens in a new windowuses only elementary combinatorics and the Leibniz formula for determinants.

Papers/Preprints

• (with Andreas Kyprianou and Víctor Rivero) Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant (2025) [arXivLink opens in a new window] (Submitted).

• Determinantally equivalent nonzero functions(2023) [arXivLink opens in a new window] (Under review).

Talks/Poster Presentations

• Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant. Centro de Investigación en Matemáticas (CIMAT) probability seminar,28 April 2025.
• A Lamperti-type connection between self-similar Markov processes and Markov Additive Processes & some illustrations (slidesLink opens in a new window). CUWB-IV: Frontiers in statistics and probability, Universidad Nacional Autónoma de México (UNAM), 10 April 2025.
• Determinantally equivalent nonzero functions (slidesLink opens in a new window). European Congress of MathematicsLink opens in a new window, Universidad de Sevilla, 17 July 2024.

• Determinantally equivalent nonzero functions. British Mathematical ColloquiumLink opens in a new window, University of Bath, 5 April 2023.

• Determinantally equivalent nonzero functions. UA-DIGITAL 2023Link opens in a new window, Online, 28 March 2023.

Various Writings/Notes

• 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.

Teaching

• Winter '24: TA for MA145 Mathematical Methods and Modelling 2, supervisor of a group of 1st year undergraduates (Linear Algebra, Analysis II).
• Autumn '23: TA for MA271 Mathematical Analysis III, TA for MA147 Mathematical Methods and Modeling I, supervisor of a group of 1st year undergraduates (Calculus I, Sets and Numbers).
• Winter ’23: Supervisor of a group of 1st year undergraduates (Linear Algebra, Analysis II).
• Autumn ’22: TA for MA244 Analysis III.

Events/Conferences attended

CUWB-IV: Frontiers in statistics and probability, Universidad Nacional Autónoma de México (UNAM), April 2025.

9th European Congress of Mathematics, Universidad de Sevilla, July 2024.

University of Warwick Statistics Departmental Conference 2023, Gregynog Hall Wales, April 2023.

British Mathematical Colloquium 2023, University of Bath, April 2023.

UA-DIGITAL 2023, Online, March 2023.

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

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