Probability and Statistics Group - Members

Jonathan Bagley (Lecturer)
Markov processes, financial mathematics
Georgi Boshnakov (Lecturer)
Time series analysis, probability distributions, prediction, symbolic computation, stochastic processes
Christiana Charalambous (Lecturer)

Denis Denisov (Lecturer)
Random walks, Markov chains, large deviations, heavy tailed distributions.
Alex Donev (Senior Lecturer)
Experimental design, biostatistics, medical statistics, industrial statistics, linear and non-linear mixed models, statistical computing, statistical consultancy
Ron Doney (Professorial Research Fellow)
Stochastic processes: particularly random walks, Brownian motion, and Lévy processes (the continuous analogue of random walks)
Peter Foster (Lecturer)
Nonparametric density and regression estimation, multivariate statistics
Eos Kyprianou (Lecturer Emeritus)
Statistics
Patrick Laycock (Professor Emeritus)
Statistical consultancy; Expert witness (Civil and Criminal Courts)
Ronnie Loeffen (Lecturer)
Levy processes, Levy process driven models in actuarial science, optimal stochastic control, option pricing
John Moriarty (Senior Lecturer)
Exit and reflection problems for stochastic processes, large scale stochastics, statistical ecology and metagenomics
Saralees Nadarajah (Senior Lecturer)
Extreme value theory and its applications, distribution theory, nonparametric statistics, information theory, reliability, sampling theory, statistical software and time series.
Jianxin Pan (Professor)
Longitudinal and spatial data analysis, survival analysis, linear and non-linear mixed models, growth curve models, covariance modelling, nonparameteric smoothing, statistical diagnostics, Bayesian analysis, computational statistics, biostatistics and medical statistics
Goran Peskir (Professor)
Brownian motion, stochastic calculus, Markov processes, optimal stopping, optimal stochastic control, free boundary problems, financial mathematics and economics
Maurice Priestley (Professor Emeritus)
Time Series Analysis: time-dependent. Spectral Analysis: application of wavelet analysis to spectral analysis.
Editor-in-Chief, Journal of Time Series Analysis
Kees van Schaik (Lecturer)
Optimal Stopping, stochastic games, Levy processes, Levy process driven models in actuarial science and mathematical finance
Tata Subba Rao (Professor Emeritus)
Non-stationary and non-linear time series analysis, higher order spectral analysis, theory of random fields, time series methods for analysis of environmental variables (detection of climatic changes etc), multivariate nonlinear models
Mike Tso (Lecturer)
Applied statistics, operational research, discrete and combinatorial optimization, mathematical programming, integer programming, reliability theory, decision analysis, logistics, location models
Jingsong Yuan (Lecturer)
Higher order spectral analysis and modelling of time series and random fields, asymptotic theory of spectral estimation, frequency domain tests and classification, Markov random field modelling, and statistical problems in signal and image processing including texture classification
Tusheng Zhang (Professor)
Stochastic analysis, Dirichlet forms, Markov processes, stochastic differential equations, stochastic partial differential equations