Alex Watson

2021/22, Term 1: Optimisation Algorithms in Operational Research

For previous teaching, please see the Teaching Archive.

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

• D. Villemonais, A. R. Watson. A quasi-stationary approach to the long-term asymptotics of the growth-fragmentation equation. 2022.
  Preprint
• A. R. Watson. A growth-fragmentation connected to the ricocheted stable process. 2021.
  Preprint
• E. Horton, A. R. Watson. Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes. 2020.
  Preprint
• J. Bertoin, A. R. Watson. The strong Malthusian behavior of growth-fragmentation processes. Ann. H. Lebesgue, 2020.
  DOI Preprint
• D. Al Ghanim, R. Loeffen, A. R. Watson. The equivalence of two tax processes. Insurance Math. Econom., 2020.
  DOI Preprint
• Q. Shi, A. R. Watson. Probability tilting of compensated fragmentations. Electron. J. Probab., 2019.
  DOI Preprint
• L. Döring, A. R. Watson, P. Weißmann. Lévy processes with finite variance conditioned to avoid an interval. Electron. J. Probab., 2019.
  DOI Preprint
• J. Bertoin, A. R. Watson. A probabilistic approach to spectral analysis of growth-fragmentation equations. J. Funct. Anal., 2018.
  DOI Preprint
• J. Bertoin, A. R. Watson. Probabilistic aspects of critical growth-fragmentation equations. Adv. in Appl. Probab., 2016.
  DOI Preprint
• A. E. Kyprianou, A. R. Watson. Potentials of stable processes. Séminaire de Probabilités, 2014.
  DOI Preprint
• A. E. Kyprianou, J. C. Pardo, A. R. Watson. The extended hypergeometric class of Lévy processes. J. Appl. Probab., 2014.
  DOI Preprint
• A. Kuznetsov, A. E. Kyprianou, J. C. Pardo, A. R. Watson. The hitting time of zero for a stable process. Electron. J. Probab., 2014.
  DOI Preprint
• A. E. Kyprianou, J. C. Pardo, A. R. Watson. Hitting distributions of alpha-stable processes via path censoring and self-similarity. Ann. Probab., 2014.
  DOI PDF Preprint HTML LaTeX
• A. R. Watson. Stable processes. PhD thesis, University of Bath, 2013.
  Link

More coming soon!

• Growth-fragmentation and quasi-stationary methods
  17 September 2021
  Bath-Beijing-Paris Branching Structures/Neutron Transport Days
  Slides Video HTML LaTeX
• Strong laws for growth-fragmentation processes with bounded cell size
  6 April 2021
  IECL seminar
  Slides HTML LaTeX
• Risk processes with tax
  17 July 2020
  UCL Statistical Science Seminar
  Slides HTML
• Self-similar growth-fragmentation models
  8 November 2016
  BIRS-CMO Workshop on Stable Processes
  Video

UK Easter Probability Meeting (new date) · Manchester, 27 – 31 March 2023

Dimers and related models
Online, 22 September 2021

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

• Email

  alexander.watson@ucl.ac.uk

• 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

• Office hours: check Moodle for taught courses, personal tutees by appointment

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