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.
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
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 Eloranta, Teemu Pennanen (King's College London), Karl Sigman (Columbia University).
Aalto Stochastics Wiki
Giancarlo Pastor Figueroa 1.3.2016–31.8.2017
- 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).
- J Barral, A Kupiainen, M Nikula, E Saksman, C Webb. Basic properties of critical lognormal multiplicative chaos. The Annals of Probability 43(5):2205-2249, 2015.
- P Aalto, L Leskelä. Information spreading in a large population of active transmitters and passive receivers. SIAM Journal on Applied Mathematics 75(5):1965–1982, 2015.
- E Azmoodeh, L Viitasaari. Rate of convergence for discretization of integrals with respect to fractional Brownian motion. Journal of Theoretical Probability, 28(1):396-422, 2015.
- C Hongler, K Kytölä. Ising interfaces and free boundary conditions. Journal of the American Mathematical Society 26:1107–1189, 2013.
- P Ilmonen, D Paindaveine. Semiparametrically efficient inference based on signed ranks in symmetric independent component models. Annals of Statistics 39(5):2448–2476, 2011.
Helena Aro (Etera)
Ehsan Azmoodeh (University of Luxembourg)
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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