Teaching

No teaching in Term 2.

For previous teaching, including lecture notes, please see the Teaching Archive.

Research group

Probability at UCL

PhD students

  • Dalal Alghanim (optimal taxation; with Ronnie Loeffen)
  • Xin Xu (with Kees van Schaik)
. The strong Malthusian behavior of growth-fragmentation processes. To appear, Ann. H. Lebesgue, 2019.

Preprint

. The equivalence of two tax processes. Insurance Math. Econom., 90, 1–6, 2019.

DOI Manuscript Preprint

. Probability tilting of compensated fragmentations. Electron. J. Probab., 2019.

DOI PDF Preprint

. Lévy processes with finite variance conditioned to avoid an interval. Electron. J. Probab., 2019.

DOI PDF Preprint

. Potentials of stable processes. Séminaire de Probabilités, 2014.

DOI Manuscript Preprint Errata

. The extended hypergeometric class of Lévy processes. J. Appl. Probab., 2014.

DOI PDF Preprint Errata

. The hitting time of zero for a stable process. Electron. J. Probab., 2014.

DOI PDF Preprint

. Stable processes. PhD thesis, 2013.

PDF

Talks

Long-term behaviour of growth-fragmentation processes
17 Sep 2019
Spectral properties of a growth-fragmentation equation
45 min — 5 Sep 2018
Self-similar growth-fragmentation models
45 min — 8 Nov 2016
Spines in growth-fragmentation models
45 min — 29 Jul 2016
The hitting time of zero for stable processes, symmetric and asymmetric
50 min — 19 Feb 2014

Events

UK Easter Probability Meeting
Manchester, 30 March - 3 April 2020

Growth and division in mathematics and medicine
University College London, 4 - 6 Nov 2019

Growth-fragmentation phenomena
Royal Statistical Society, 12 Sep 2019

Stochastic processes in finance and beyond
ICMS Edinburgh, 23 May 2019

PiNE in Manchester
Manchester, 12 September 2018

Meeting on Lévy processes and anomalous diffusion
Manchester, June 2017

Soapbox Science Manchester
Manchester, July 2016

Zürich Spring School on Lévy Processes
Zürich, Spring 2015

Junior multiscale mechanics and probability meeting
Bath, December 2011

Everything else

pystable, a software project devoted to working with stable distributions in Python

LaTeX/BibTeX notes and styles

Photos of the Faulkes gatehouse of the Cambridge Centre for Mathematical Sciences: explanation, first knot, second knot.

Contact

  • alexander.watson@ucl.ac.uk
  • Correspondence: Department of Statistical Science, University College, Gower Street, London, WC1E 6BT, UK. Location: 1st floor, office 144, 1-19 Torrington Place, London, WC1E 7HB
  • Term 1 office hour: Friday 11:00