Probability and Statistics - MIMS
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MIMS

Probability and Statistics Group

The Probability and Statistics group comprises 17 members of staff: 9 in Probability (Bagley, Denisov, Doney, Jin, Loeffen, Moriarty, Peskir, van Schaik, Zhang), 8 in Statistics (Boshnakov, Charalambous, Donev, Foster, Nadarajah, Pan, Tso, Yuan) and 2 of whom research at the interface between Probability and Actuarial Science (Loeffen and van Schaik). The group has successful research collaborations with many groups in the UK and worldwide, including Aarhus, Angers, Beijing, Bielefield, Canberra, Copenhagen, Debrecen, Heidelberg, Groningen, Kaiserslautern, Kiev, Kyoto, Lausanne, Moscow, Oslo, Paris, Stockholm, Tampere, Tokyo, Uppsala and Utrecht. The group has also significant interdisciplinary collaborations at Manchester with the Biostatistics Group at the Manchester Medical School, the Manchester Royal Infirmary and the Manchester Business School. The group has an international reputation for its research with 20% of its activity rated `world leading' and a further 35% of its activity rated `internationally excellent' in the RAE 2008 .

The Probability subgroup has made numerous and significant contributions to the theory of random walks and Levy processes; Brownian motion and diffusion processes; Markov, branching and point processes; random fields; Dirichlet forms; stochastic analysis; stochastic differential equations; stochastic partial differential equations; stochastic calculus; optimal stopping; and optimal stochastic control. The Probability subgroup is internationally recognised for its research in these areas and their applications.

The Statistics subgroup works in areas ranging from the study of statistical theory, to aspects of applied research, including covariance modelling, distribution theory, extreme value theory, generalised estimating equations, growth curve models, higher order spectral analysis, linear and non-linear mixed models, longitudinal and survival data modelling, multivariate statistics, experimental design, nonparametric density estimation, nonparametric smoothing, non-stationary and non-linear time series analysis, statistical diagnostics and symbolic computation. The main statistical applications are in biological, financial, environmental and medical practices. The Statistics subgroup is internationally recognised for its research in these areas and their applications.

There is a long tradition of Probability and Statistics at Manchester - the chair in Mathematical Statistics is one of the oldest established chairs in the UK. Previous members of staff include such well known names as Bartlett, Cane, Gani, Laycock, Papangelou, Parthasarathy, Priestley, Subba Rao and Whittle.

PhD and MPhil supervision is provided in all areas of research of the group. This includes three main areas of specialisation (listed alphabetically): (i) Financial Mathematics; (ii) Probability; (iii) Statistics. A partial list of current research topics is given below. For further details please follow the links and/or contact the relevant members of staff.

Research topics

PhD candidates can apply directly online - click here for details.

Postdocs are strongly encouraged to contact any member of the group to discuss possible collaboration. The group is very keen on increasing the number of postdocs.