Founded in 2023, the probability group at King's College London is one of the newest additions to the Department of Mathematics. It has intradisciplinary ties to other groups including Analysis, Disordered Systems, Statistics and Mathematical Data Science, and its members are well connected to other international institutions.
The group’s research spans a broad spectrum of topics in both discrete and continuous probability. Recent interests include random graphs and trees (combinatorial features, scaling limits, coalescent and branching structures, random matrix theory), stochastic and Lévy processes in infinite dimensional spaces, free probability, random sphere packings in high dimensions, random walks and percolation on strongly correlated structures, optimal control and transport, interacting particle systems, mixing times of Markov chains.
The group fosters a highly active research environment through its weekly seminar series, as well as the biannual London Probability Day, organised in collaboration with UCL and Queen Mary University. These events highlight research in probability theory and its applications, bringing together leading experts from around the globe.
Candidates interested in pursuing PhD studies are encouraged to contact members of the group directly to discuss potential research projects. Find out more about research degrees.
People
Reader in Financial Mathematics
Lecturer in Mathematical Data Science
Lecturer in Financial Mathematics
Lecturer in Financial Mathematics
Co-chair in Disordered Systems
Lecturer in Quantitative Finance
Publications
Activities
Perspectives from Academia and Industry
23/04/2019 In the past years the shift towards data driven analytics in the financial industry has brought an array of unexplored possibilities to quantitative researchers both in academia and industry. This shift also creates challenges to understand the risks and advantages that these new possibilities entail. Therefore, several voices have called for a platform to facilitate a dialogue between London based universities and the financial Industry to streamline our perspectives on highlighted topics and stimulate collaborations. We are honoured to announce the series “Perspectives from Academia and Industry: Synergies in Financial Research”
Probabilistic Methods for Energy Networks
15/03/2017 Organised by Aleksandar Mijatovic Power systems are arguably the largest engineered systems created by mankind. Recent changes in the structure of both generation and demand of electric power are creating an increasing need for integrated methods of stochastic modelling, optimisation and risk assessment in power systems. This workshop brings together leading experts from power engineering and mathematics to showcase state of the art in this exciting and growing field.
Workshop on infinite dimensional probability
23/02/2017 Organised by Aleksandar Mijatovic and Markus Riedle The aim of this workshop at the Department of Mathematics of King's College London is to explore new developments in infinite dimensional probability. There is a special emphasis on its applications and new research problems arising from them.
New trends in Mathematical Physics at the interface of Analysis and Probability
15/02/2017 Workshop organized by Codina Cotar (UCL, London) and Mircea Petrache (MPI, Bonn).
New Directions in Ergodic Stochastic Control and its Applications
20/01/2017 Organised by Gechun Liang and Aleksandar Mijatovic Ergodic stochastic control is widely used to compare various possible equilibrium behaviors and long-time behaviors of stochastic dynamical systems. The aim of this workshop is to explore new development of ergodic stochastic control from both analysis (such as partial differential equations) and probability (such as backward stochastic differential equations) perspectives, and is to propose new research problems arsing from finance and other areas.
Events
London Probability Day 2025
London Probability Day 2025 will be hosted at King's College London on 15th January 2025.
Please note: this event has passed.
Mathematical Colloquium: Dynamics of Qubits in Random Matrix Environment by Professor Leonid Pastur
Professor Leonid Pastur will give a talk on the 'Dynamics of Qubits in Random Matrix Environment'
Please note: this event has passed.
Seminars
Seminars take place fortnightly on Mondays from 15:00-16:30 during term time.
Forthcoming dates and topics can be viewed here.
People
Reader in Financial Mathematics
Lecturer in Mathematical Data Science
Lecturer in Financial Mathematics
Lecturer in Financial Mathematics
Co-chair in Disordered Systems
Lecturer in Quantitative Finance
Publications
Activities
Perspectives from Academia and Industry
23/04/2019 In the past years the shift towards data driven analytics in the financial industry has brought an array of unexplored possibilities to quantitative researchers both in academia and industry. This shift also creates challenges to understand the risks and advantages that these new possibilities entail. Therefore, several voices have called for a platform to facilitate a dialogue between London based universities and the financial Industry to streamline our perspectives on highlighted topics and stimulate collaborations. We are honoured to announce the series “Perspectives from Academia and Industry: Synergies in Financial Research”
Probabilistic Methods for Energy Networks
15/03/2017 Organised by Aleksandar Mijatovic Power systems are arguably the largest engineered systems created by mankind. Recent changes in the structure of both generation and demand of electric power are creating an increasing need for integrated methods of stochastic modelling, optimisation and risk assessment in power systems. This workshop brings together leading experts from power engineering and mathematics to showcase state of the art in this exciting and growing field.
Workshop on infinite dimensional probability
23/02/2017 Organised by Aleksandar Mijatovic and Markus Riedle The aim of this workshop at the Department of Mathematics of King's College London is to explore new developments in infinite dimensional probability. There is a special emphasis on its applications and new research problems arising from them.
New trends in Mathematical Physics at the interface of Analysis and Probability
15/02/2017 Workshop organized by Codina Cotar (UCL, London) and Mircea Petrache (MPI, Bonn).
New Directions in Ergodic Stochastic Control and its Applications
20/01/2017 Organised by Gechun Liang and Aleksandar Mijatovic Ergodic stochastic control is widely used to compare various possible equilibrium behaviors and long-time behaviors of stochastic dynamical systems. The aim of this workshop is to explore new development of ergodic stochastic control from both analysis (such as partial differential equations) and probability (such as backward stochastic differential equations) perspectives, and is to propose new research problems arsing from finance and other areas.
Events
London Probability Day 2025
London Probability Day 2025 will be hosted at King's College London on 15th January 2025.
Please note: this event has passed.
Mathematical Colloquium: Dynamics of Qubits in Random Matrix Environment by Professor Leonid Pastur
Professor Leonid Pastur will give a talk on the 'Dynamics of Qubits in Random Matrix Environment'
Please note: this event has passed.
Seminars
Seminars take place fortnightly on Mondays from 15:00-16:30 during term time.
Forthcoming dates and topics can be viewed here.
Group lead
Professor of Probability Theory