Alex Watson
Lecturer in Statistical Science
University College London
Biography
I did my PhD in the Probability Laboratory at the University of Bath, under the supervision of Andreas E. Kyprianou. In 2013 and early 2014, I was a postdoc at CIMAT, and from there I went on to the University of Zürich where I worked in the group of Jean Bertoin, until 2015, when I moved to the University of Manchester. In 2019, I joined the Department of Statistical Science at University College London. He/him.
Interests
- Lévy processes and applications
- Insurance risk and ruin
- Fragmentation with growth
- Branching processes
Teaching
2021/22, Term 1: Optimisation Algorithms in Operational Research
For previous teaching, please see the Teaching Archive.
Research group
The UCL probability group: Probability at UCL
PhD students
- Xin Xu (optimal stopping; with Kees van Schaik)
Graduated
- Dalal Alghanim (with Ronnie Loeffen): Optimal control of taxation for spectrally negative Lévy processes
Papers
- A. R. Watson. A growth-fragmentation connected to the ricocheted stable process. 2021.
- E. Horton, A. R. Watson. Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes. 2020.
- J. Bertoin, A. R. Watson. The strong Malthusian behavior of growth-fragmentation processes. Ann. H. Lebesgue, 2020.
- D. Al Ghanim, R. Loeffen, A. R. Watson. The equivalence of two tax processes. Insurance Math. Econom., 2020.
- Q. Shi, A. R. Watson. Probability tilting of compensated fragmentations. Electron. J. Probab., 2019.
- L. Döring, A. R. Watson, P. Weißmann. Lévy processes with finite variance conditioned to avoid an interval. Electron. J. Probab., 2019.
- J. Bertoin, A. R. Watson. A probabilistic approach to spectral analysis of growth-fragmentation equations. J. Funct. Anal., 2018.
- J. Bertoin, A. R. Watson. Probabilistic aspects of critical growth-fragmentation equations. Adv. in Appl. Probab., 2016.
- A. E. Kyprianou, A. R. Watson. Potentials of stable processes. Séminaire de Probabilités, 2014.
- A. E. Kyprianou, J. C. Pardo, A. R. Watson. The extended hypergeometric class of Lévy processes. J. Appl. Probab., 2014.
- A. Kuznetsov, A. E. Kyprianou, J. C. Pardo, A. R. Watson. The hitting time of zero for a stable process. Electron. J. Probab., 2014.
- A. E. Kyprianou, J. C. Pardo, A. R. Watson. Hitting distributions of alpha-stable processes via path censoring and self-similarity. Ann. Probab., 2014.
- A. R. Watson. Stable processes. PhD thesis, University of Bath, 2013.
Talks
More coming soon!
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Growth-fragmentation and quasi-stationary methods
17 September 2021
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Strong laws for growth-fragmentation processes with bounded cell size
6 April 2021
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Risk processes with tax
17 July 2020
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Self-similar growth-fragmentation models
8 November 2016
Events
Rough path theory in machine learning
Online, 26 August 2020
UK Easter Probability Meeting
Manchester, 30 March - 3 April 2020 (cancelled)
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
Contact
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Location
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
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Office hours: check Moodle for taught courses, personal tutees by appointment
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