Public lecture: Jumping about in applied probability

Professor Andreas Kyprianou will give a gentle introduction to probability theory and its pivotal role in current mathematics research in his inaugural lecture at the University on Wednesday 30 June.

Professor Kyprianou, from the Department of Mathematical Sciences, said: “Chance is a mathematical concept which all of us understand. It is therefore surprising that, as an axiomatic theory, the formal beginnings of probability theory date back only as far as the year 1929. By comparison with more classical fields of mathematics such as algebra, geometry and number theory, this would appear to put probability theory into its infancy.

“However, the last fifty years has seen an explosion of interest in this field because of both its intrinsic mathematical structure which has proved to have deep significance in other areas of mathematics as well as its robustness as a tool for mathematical modelling. Probability theory is now a main pillar of research in mathematics.

“The focus of my lecture will lie on randomly evolving systems which, at their heart, depend on the trajectory of a single randomly moving particle. The latter is known as a Lévy process. Lévy processes turn out to be important as they help to describe both diffusive behaviour as well as the behaviour of systems which experience sudden and random 'jumps', or 'shocks', in their evolution. From hamsters to terrorists, we shall see a wide range of applications.”

The inaugural lecture will be held on Wednesday 30 June at 6.15pm in 8W 3.22. Please email for free tickets.

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