Teaching

No teaching in Term 2.

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

Research group

PhD students

  • Dalal Alghanim (optimal taxation; with Ronnie Loeffen)
  • Xin Xu (with Kees van Schaik)

Papers

All Publications

. 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

. A probabilistic approach to spectral analysis of growth-fragmentation equations. J. Funct. Anal., 2018.

DOI Manuscript Preprint

. Probabilistic aspects of critical growth-fragmentation equations. Adv. in Appl. Probab., 2016.

DOI Manuscript Preprint Errata

. 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

. Hitting distributions of alpha-stable processes via path censoring and self-similarity. Ann. Probab., 2014.

DOI PDF Preprint

. Stable processes. PhD thesis, 2013.

PDF

Talks

Long-term behaviour of growth-fragmentation processes
17 Sep 2019
Probability, Mathematical Physics and Applications, University of Sussex
Slides LaTeX
Lévy processes conditioned to avoid an interval
13 Dec 2018
Bath-Mannheim workshop on self-similarity
Slides LaTeX Alternative version
Spectral properties of a growth-fragmentation equation
45 min — 5 Sep 2018
Workshop on Branching-Type Structures, Zurich
Slides Notes LaTeX
Growth-fragmentations and random planar maps
4 hr — 12 Dec 2017
BUC-IX
Part I (slides) Part I (notes) Part II (sketch notes)
Self-similar growth-fragmentation models
45 min — 8 Nov 2016
BIRS-CMO Workshop on Stable Processes
Slides Video Poster version
Spines in growth-fragmentation models
45 min — 29 Jul 2016
8th International Conference on Lévy Processes
Slides
The hitting time of zero for stable processes, symmetric and asymmetric
50 min — 19 Feb 2014
Zürich seminar on stochastic processes
Slides Notes LaTeX
Stable and extended hypergeometric Lévy processes
50 min — 23 Oct 2013
CIMAT seminar
Slides Notes LaTeX

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