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

Previously, I 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 work (in progress) concerns various questions from the general theory of Markov Additive Processes as well as on its connections with self-similar Markov processes (stable processes, in particular).

Besides probability I have also completed some work in the area of classical analysis; specifically on an open problem thereof to which a short summary can be found here Link opens in a new windowand my solution hereLink opens in a new window.

Papers/Preprints

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

Talks/Poster Presentations

• Classification of transformations of equivalent kernels of some determinantal point processes (poster). British Mathematical ColloquiumLink opens in a new window, University of Bath, 5 April 2023.
• Classification of transformations of equivalent kernels of some determinantal point processes (extended abstractLink opens in a new window). UA-DIGITAL 2023Link opens in a new window, Online, 28 March 2023.
• SlidesLink opens in a new window of oral presentation of Masters dissertation, made using the TikZ package in LaTeX.

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

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