Research Interests
- Limit Theory in Stochastic Processes
- Markov processes
- Point Processes
- Poisson and compound Poisson approximations
- Queueing Networks
Research Groups
Publications, Grants and Awards
You can find all publications, grants and awards on their Find an Expert page.
Find an Expert
Current Postgraduate Supervision
| Name |
Thesis title |
| Sheng WANG |
|
Past Postgraduate Supervision
| Name |
Thesis title |
| Tianshu CONG |
"Convergence rate for statistics of point processes" |
| Han Liang GAN |
"Locally Dependant Extremes" |
| Qingwei LIU |
"On moderate deviations for count data and gamma approximation " |
| Xiaoxin WANG |
"Approximate distributions of the number of run occurrences" |
Current MSc Students
| Name |
Project title |
| Hangrui LIN |
|
| Paul NGUYEN |
"a-stable distribution approximation" |
Past Honours & MSc Students
| Name |
Project title |
| Tianshu CONG |
"Poisson approximation of traffic processes in Jackson networks under random environment" |
| Yimiao FAN |
"On Accuracy of Exponential Distribution Approximation" |
| Sarah FODA |
"Extreme Value Theory and its Applications to Foreign Exchange Rates" |
| Yuxuan GUO |
"From a Lightbulb Process to the Ornstein-Uhlenbeck Process" |
| Edward LAM |
"Pricing Foreign Exchange Options" |
| Cong LI |
"Bayesian Game Theory with Application to a Service Industry Problem" |
| Xuan LI |
"Generalized Ageing Intensities: Theory and Applications" |
| Xinyi LIN |
"Extreme Value Copulas and an Application" |
| Anson MACDONALD |
"Approximation of Discrete Probability Distributions by Stein's Method" |
| Cheng MAO |
"The Conway-Maxwell Poisson Distribution - from Infinite Divisibility to Its Applications" |
| Will MISCHLEWSKI |
"The convergence, and rate of convergence of sequences of stochastic processes to brownian motion" |
| James OATES |
"An Exposition of Extremal Processes" |
| Damian PAVLYSHYN |
"Coupling techniques and Wasserstein metrics for Poisson process approximation" |
| David RINGER |
"Association behaviour in non-linear death processes" |
| Charley XIA |
|
| Lei XING |
"Trading with Copulas" |
Awards
| Year |
Name |
Organisation |
| 2018 |
Fellow of the Institute of Mathematical Statistics |
Institute of Mathematical Statistics |
Responsibilities
- Faculty engagement representative