Stochastic Processes

Research in the field of stochastic processes from the Faculty of Science, University of Melbourne.

Researchers

Kostya Borovkov     Random processes including application, risk theory and financial mathematics.

Jan de Gier     Combinatorics, mathematical physics, integrable models, stochastic processes.

Mark Fackrell     Stochastic modelling, operations research, healthcare modelling, game theory, matrix-analytic methods.

Mehdi Foumani     Mathematical programming, operations research, scheduling optimisation, stochastic optimisation.

Xi Geng     Stochastic differential equations, rough path theory, Gaussian analysis and Malliavin calculus, stochastic analysis on manifolds.

Sophie Hautphenne     Applied probability and stochastic modelling with a particular focus on branching processes, matrix analytical methods and epidemic models.

Mark Holmes     Random walks, random media (e.g. percolation models), interacting particle systems, reinforcement models, measure-valued processes, applications of probability.

Mario Kieburg     Harmonic analysis and group and representation theory, random matrix theory, orthogonal functions and polynomials, quantum field theory, telecommunications systems, supersymmetry & graded algebras, quantum chaos, quantum information theory.

Malwina Luczak     Stochastic processes.

Nathan Ross     Discrete probability, specifically in the context of distributional approximation and limit theorems for discrete structures including random networks and urn models.

Matthieu Simon     Operations research, stochastic processes.

Peter Taylor     Stochastic processes, Markov processes, queuing networks, telecommunications systems, modelling of biological systems, parameter estimation, stochastic Petri nets.

Michael Wheeler     Algebraic combinatorics, exactly solvable lattice models, stochastic processes, integrable probability, symmetric function theory, combinatorics.

Aihua Xia     Limit theory in stochastic processes, Poisson and compound Poisson approximations, Markov processes, queueing networks, point processes.

Research centres

ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
Brings together Australia's best researchers in applied mathematics, statistics, mathematical physics and machine learning.

Mathematical Research Institute MATRIX
MATRIX is an international research institute that runs research programs where world lead researchers in the mathematical sciences, as well as experts from business and industry, can come together.

Research in this area is conducted in the School of Mathematics and Statistics.