at the University of Auckland


Probability is the mathematical study of random phenomena. It has applications in diverse fields such as biology, finance, telecommunications and traffic networks, and is the theoretical basis for statistics. It is also a beautiful and increasingly important field of mathematics in its own right.
Members of the probability group at U. Auckland are involved in research projects on modeling or mathematical analysis of random phenomena in statistical physics, traffic and queueing networks, patient flow in hospitals, the spread of opinion or of infection, and of non-parametric statistical tests.

Members of the Probability Group


Staff Students
Affiliates
  • Under construction

Courses
Stats125 - Probability and its applications
Stats225 - Mathematical Statistics
Stats325 - Stochastic Processes
Stats320 - Applied Stochastic Modelling
Stats710 - Probability Theory
Stats724 - Operations Research

Seminars and other activities, 2011-
Nov 30, 2015 Jim Dai Stein's Method and Hospital Inpatient Flow Management
Nov 5, 2015 Mark Holmes I walk the line
Oct 22, 2015 Stats 721 students 721 talks
Feb 3, 2015 Satoshi Handa The Ising model and the random current representation
Feb 3, 2015 Jesse Goodman, Niffe Hermansson, and Maartje van de Vrugt 3 talks on various processor sharing models
January 13-14, 2015 Andrew Barbour Mini course on the Stein-Chen method of Poisson approximation
January 12, 2015 Andrew Barbour Quantifying the law of small numbers
3 Dec 2014 Mark Holmes Ballisticity for random walks in degenerate random environments
20 Nov 2014 Jesse Goodman Three "multiscale" problems
13 Nov 2014 Emina Soljanin Urns and Balls and Communications
3 July 2014 Alex Drewitz (Columbia) Survival Probability of a Random Walk Among a Poisson System of Moving Traps
29 May 2014 Alex Wang Selfish routing in a system of parallel queues
11 February 2014 Tom Salisbury (York) The components of the Brownian complement are sort of round.
11 February 2014 Malwina Luczak (QM London) Extinction Times in the Stochastic Logistic Epidemic
Jan 6-10, 2014 NZ probability workshop
12 December 2013 Elena Yudovina (Minnesota) Changepoint inference for network data
28 November 2013 Boris Miller (Monash) Stochastic control of Markov chains based on complete and incomplete information
25 November2013 Niffe Hermansson User Equilibria in systems of Processor Sharing queues
4 July 2013 Sergey Foss (Herriot-Watt) Backward Coupling and Perfect Simulation for Markov Chains and Stochastic Recursions
24 May 2013 Estate Khmaladze (VUW) A class of distribution free tests for discrete distributions
3 April 2013 Radka Pickova (Columbia) Generalized Volatility-Stabilized Processes
28 March 2013 Raghu Varadhan (NYU/Courant) Large deviations with applications to random graphs
22 Jan. 2013 Bernardo D'Auria (Madrid) Optimal Threshold Strategies for Queues in Series
11 Oct., 2012 Jesse Goodman (Leiden) The gaps left by a Brownian motion
9 Aug., 2012 Moshe Haviv (Hebrew U. Jerusalum) Regulating arrivals to a queue
12 June 2012 Sterling Sawaya (Otago) The probability of extinction in a branching process and its relationship with moments of the offspring distribution
3 May 2012 Geoffrey Grimmett (Cambridge) Problems for the clairvoyant demon
April 12-13, 2012 Stochastic Networks Workshop
Jan. 23-27, 2012 Australia and New Zealand Probability Workshop
Jan. 8-13, 2012 NZMRI/NZIMA Summer Workshop: Random Media and Random Walks
23 Nov., 2011 Peter Taylor (Melbourne) Queues with advance reservations
17 Nov., 2011 Susan Pitts (Cambridge) Nonparametric inference for an inverse queueing problem
21 July, 2011 Mark Holmes a random Random Walk walk
Feb. 28-March 1, 2011 Auckland Mini Workshop in Probability
Feb. 15, 2011 Tom Kurtz (Wisconsin) Particle representations for continuum models Statistics Seminar Room 303.222