Probability
and
Stochastic Models

Address
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh EH14 4AS
UK

Contacts
tel: +44 (0) 131 451 3202
fax: +44 (0) 131 451 3249
email: s.foss@ma.hw.ac.uk, takis@ma.hw.ac.uk
How to come here

Faculty

Faculty with stochastics interests

Research associates

Denis Denisov

Research students

Cian Reynolds
Andrew Richards
Achilleas Tzioufas

Recent visitors

Tolya Puhalskii (January-December 2006; Marie Curie fellow)
Sasha Sakhanenko (February 2006; LMS/EMS research visitor)
Dima Kors hunov (2006 and 2007; Royal Society research visitor)
Vladimir Vatutin (Spring 2006; EPSRC visiting fellow)
Günter Last (February-March 2007; EPSRC visiting fellow)
Anatoly Mogulskii (June-July 2007; Royal Society research visitor)
Alexander Rybko (June-July 2007; LMS/EMS research visitor)
Dmitriy Kim (Sept-Dec 2007; (INTAS research visitor)
Seva Shneer (frequent visitor)

Applications for places on the PhD programme are welcome: email s.foss@ma.hw.ac.uk

Research areas

Random walks and Lévy processes
Markov processes; Markov additive processes
Limit theorems
Stability theory
Stochastic dynamics
Random combinatorial structures and optimisation problems
Probabilistic analysis of algorithms
Non-linear stochastic partial differential equations of mathematical physics
Optimal stopping problems
Theoretical insurance mathematics
Stochastic networks and queueing theory
Stochastic analysis and stochastic differential equations in physics
Telecommunications applications

The group has an active seminar series with a mixture of internal and external speakers:
    ♥ PROBABILITY SEMINARS
This forms part of the larger
    ♣ DEPARTMENTAL SEMINAR PROGRAMME
Also, we run the
    ♠ STOCHASTICS DISCUSSIONS
to discuss topics of interest in any area of Stochastics. The speaker here is supposed to explain the topic in a language that can be understood by a more general audience.

Events

13 January 2006
STOCHASTICS COLLOQUIUM
Maxwell Institute for Mathematical Sciences (funded by the Edinburgh Mathematical Society and the Glasgow Mathematical Journal Trust Fund)
17-27 January 2006
OPTIMAL STOPPING WITH APPLICATIONS [SCHOOL AND SYMPOSIUM]
(funded by EPSRC/LMS/MIMS/EPFL/AMMF/ESF)
6 and 13 February, 2006, 16:15-18:15, Room G01
Weak and strong laws of large numbers for i.i.d. and weakly dependent random variables and for martingales, Kolmogorov's three series theorem, and related topics. [SHORT COURSE]
Lectures Serguei Foss: Weak and strong laws of large numbers and related topics. Stationary additive and sub-additive sequences (funded by nobody)
10-14 July 2006
NEW DIRECTIONS IN APPLIED PROBABILITY: STOCHASTIC NETWORKS AND BEYOND [WORKSHOP]
ICMS/EPSRC
4-9 September 2006
STOCHASTIC STABILITY, LARGE DEVIATIONS, and COUPLING METHODS [SHORT COURSE]
LMS/EPSRC Short Course
19-21 September 2006
Credit Risk under Lévy Models [WORKSHOP]
ICMS/EPSRC Additional satellite meeting: 22 September 2006.
30 May - 30 June 2006
The Vatutin Lectures
10-14 July 2006
Workshop on NEW DIRECTIONS IN APPLIED PROBABILITY: STOCHASTIC NETWORKS AND BEYOND (funded by ICMS and EPSRC)
4-9 September 2006 Short course on STOCHASTIC STABILITY, LARGE DEVIATIONS, & COUPLING (funded by LMS and EPSRC)
February-March 2007 Lectures in Stochastic Geometry by Günter Last:
1 Spatial Point Processes
2 Poisson Processes
3 Random Measures and random Closed Sets
4 The Boolean Model
5 Mean Value Formulae for Stationary Tesselations
6 Distributional Properties of Poisson Voronoi Tesselations
4-6 July 2007 STOCHASTIC NETWORKS WORKSHOP (funded by EuroNGI)
4 July Maxwell Lecture: Prof Francois Baccelli (Member of the French Academy of Sciences)

Publications and preprints

Please refer to the members' personal pages for publications.

Page maintained by Takis Konstantopoulos

School of Mathematical and Computer Sciences

Probability and Stochastic Models