Department of Mathematics and Systems Analysis

Research groups

Stochastics and statistics

Stochastic analysis and statistical modeling are key methodologies for analyzing random interactions in today's information systems. Our research group applies and develops methods in probability theory and mathematical statistics related to applications in communication and transportation networks, engineering, and natural sciences. The main research areas are: stochastic networks and queueing systems, asymptotic statistics, and random spatial structures.

Teaching

We teach courses in probability and statistics at all levels. Many of the offered MSc courses are eligible as a basis for an SHV degree in insurance mathematics. PhD education in stochastics and statistics is coordinated by the Finnish Doctoral Education Network in Stochastics and Statistics (FDNSS).

 

MSc/PhD courses 2016-2017

BSc courses 2016-2017

 Basic courses 2016-2017

 

People

Assistant Professor Pauliina  Ilmonen
Assistant Professor
Pauliina Ilmonen
Y238 
Assistant Professor Kalle  Kytölä
Assistant Professor
Kalle Kytölä
Y241 
Associate Professor Lasse  Leskelä
Associate Professor
Lasse Leskelä
Y242a 
Doctoral Candidate Matias  Heikkilä
Doctoral Candidate
Matias Heikkilä
Y249d 
Research Assistant Sami  Helander
Research Assistant
Sami Helander
Y249d 
Doctoral Candidate Joona  Karjalainen
Doctoral Candidate
Joona Karjalainen
Y249d 
Doctoral Candidate Alex  Karrila
Doctoral Candidate
Alex Karrila
Y250c 
Doctoral Candidate Niko  Lietzén
Doctoral Candidate
Niko Lietzén
Y249d 
Doctoral Candidate Hoa  Ngo
Doctoral Candidate
Hoa Ngo
Y249d 
Postdoctoral Researcher Christian  Webb
Postdoctoral Researcher
Christian Webb
Y240 

Affiliated postdocs: Steven Flores (University of Helsinki), Giancarlo Pastor (VTT Research Centre), Lauri Viitasaari (University of Saarbrücken).

Affiliated PhD students: Mikko Kuronen (University of Jyväskylä), Matias Leppisaari (Model IT), Eveliina Peltola (University of Helsinki), Mika Sirviö (Insurance Centre), Tarja Sirén (Financial Supervisory Authority).

Affiliated docents: Kari ElorantaTeemu Pennanen (King's College London), Karl Sigman (Columbia University).

Aalto Stochastics Wiki

Visitors

Giancarlo Pastor Figueroa 1.3.2016–31.8.2017

Talks

  • 31.10. 15:15  Hao Wu (University of Geneva): TBA (further info) – M3 (M234)
  • 3.10. 15:15  Joonas Turunen (University of Helsinki): Boltzmann triangulations with Ising model on faces (further info) – M3 (M234)

    We consider the Boltzmann random triangulation of a polygon coupled with critical Ising model on its faces with Dobrushin boundary conditions and arbitrary boundary length. We derive an explicit expression of the partition function at the critical point and show that the exponent of the large perimeter asymptotics of the model is 7/3 instead of 5/2 for uniform triangulations. Then we show that any Ising interface only touches the boundary of the half plane a finite number of times as the perimeter tends to infinity. We also construct an infinite Ising triangulation of the half plane with Dobrushin boundary conditions, which we conjecture to be the local limit of finite Boltzmann Ising triangulations with a Dobrushin boundary in the sense of Benjamini-Schramm as the perimeter goes to infinity. This is a joint ongoing work with Linxiao Chen (University of Paris-Sud).

Events

Projects

 

Selected publications

 

Alumni

Helena Aro (Etera)
Ehsan Azmoodeh (University of Luxembourg)
Zhe Chen
Milla Kibble (FIMM Institute for Molecular Medicine Finland)
Matti Kiiski (ETH Zürich)
Ilkka Mellin (University teacher emeritus)
Igor Morlanes (Stockholm University)
Amitava Mukherjee (XLRI- Xavier School of Management)
Ari-Pekka Perkkiö (Technische Universität Berlin)
Heikki Tikanmäki (Finnish Centre for Pensions)
Esko Valkeila (1951–2012)

 

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