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Examples of current research

Theoretical Modelling and Empirical Analysis of Wealth and Income Distributions

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Counting and Classifying

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Stochastic Models for Non-stationary Data

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Discrete Hammersley Process

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Optimal Sequence Alignments 

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Inhomogeneous Last Passage Times

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Probability Problems from Gauge Theory

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Geometry of Large Random Trees

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Scaling Limits of Critical Random Graphs

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2023

Butt, Jacob S, Georgiou, Nicos and Scalas, Enrico (2023) Journal of Fractional Calculus and Applied Analysis. pp. 1-39. ISSN 1311-0454

Cristofaro, Lorenzo, Garra, Roberto, Scalas, Enrico and Spassiani, Ilaria (2023) Fractional Calculus and Applied Analysis, 26. pp. 461-479. ISSN 1311-0454

2022

Harris, Simon C, Horton, Emma, Kyprianou, Andreas E, Wang, Minmin and Unset (2022) Annals of Probability, 50 (6). ISSN 0091-1798

Olivares-Sanchez, Hector Raul, Rodriguez-Martinez, Carlos Manuel, Coronel-Brizio, Hector Francisco, Scalas, Enrico, Seligman, Thomas Henry and Hernandez-Montoya, Alejandro Raul (2022) PLoS One, 17 (7). e0270492. ISSN 1932-6203

Cox, Alexander M G, Harris, Simon C, Kyprianou, Andreas E and Wang, Minmin (2022) SIAM-ASA Journal on Uncertainty Quantification, 10 (2). ISSN 2166-2525

Georgiou, Nicos and Scalas, Enrico (2022) Fractional Calculus and Applied Analysis, 25 (1). pp. 229-243. ISSN 1311-0454

Little, Alex, Mezzadri, Francesco and Simm, Nick (2022) Electronic Journal of Probability, 27. a5 1-32. ISSN 1083-6489

2021

Kadankova, Tetyana, Leonenko, Nikolai and Scalas, Enrico (2021) Communications in Statistics: Theory and Methods. ISSN 0361-0926

Eom, Cheoljun, Kaizoji, Taisei, Livan, Giacomo and Scalas, Enrico (2021) North American Journal of Economics and Finance, 56. a101358 1-17. ISSN 1062-9408

Cunden, Fabio Della, Dahlqvist, Antoine and O'Connell, Neil (2021) Annales De L'institut Henri Poincaré D. ISSN 2308-5827

Di Nardo, Elvira, Polito, Federico and Scalas, Enrico (2021) Fractional Calculus and Applied Analysis, 24 (1). pp. 112-136. ISSN 1311-0454

Au, Benson, Cébron, Guillaume, Dahlqvist, Antoine, Gabriel, Franck and Male, Camille (2021) Annals of Probability, 49 (1). pp. 157-179. ISSN 0091-1798

2020

Dahlqvist, Antoine and Norris, James R (2020) Communication in Mathematical Physics, 377. pp. 1163-1226. ISSN 1432-0916

Deaño, Alfredo and Simm, Nick (2020) International Mathematics Research Notices. ISSN 1073-7928

2019

Eom, Cheoljun, Kaizoji, Taisei and Scalas, Enrico (2019) Physica A Statistical Mechanics and its Applications, 526. p. 121055. ISSN 0378-4371

Ciech, Federico and Georgiou, Nicos (2019) Journal of Statistical Physics. ISSN 0022-4715

Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico and Cincotti, Silvano (2019) Physica A: Statistical Mechanics and its Applications, 521. pp. 173-196. ISSN 0378-4371

Bjoernsson, Hjortur, Hafstein, Sigurdur, Giesl, Peter, Scalas, Enrico and Gudmundsson, Skuli (2019) Discrete and Continuous Dynamical Systems - Series B, 24 (8). pp. 4247-4269. ISSN 1531-3492

Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan (2019) Journal of Applied Probability, 56 (1). pp. 246-264. ISSN 0021-9002

Marckert, Jean-François and Wang, Minmin (2019) Random Structures and Algorithms, 54 (2). pp. 340-370. ISSN 1042-9832

Deelan Cunden, Fabio, Mezzadri, Francesco, O'Connell, Neil and Simm, Nick (2019) Communications in Mathematical Physics. ISSN 0010-3616

2018

Georgiou, Nicos, Khoshnevisan, Davar, Kim, Kunwoo and Ramos, Alex (2018) Electronic Journal of Probability, 23 (83). pp. 1-31. ISSN 1083-6489

Georgiou, Nicos and Ortmann, Janosch (2018) Mathematical Physics, Analysis and Geometry, 21 (22). pp. 1-29. ISSN 1385-0172

Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246

Lambert, Gaultier, Ostrovsky, Dmitry and Simm, Nick (2018) Communications in Mathematical Physics, 360 (1). pp. 1-54. ISSN 0010-3616

Eom, Cheoljun, Kaizoji, Taisei, Park, Jong Won and Scalas, Enrico (2018) Future Research Korean Journal of Futures and Options, 26 (1). pp. 1-25. ISSN 1229-988x

Collins, Benoît, Dahlqvist, Antoine and Kemp, Todd (2018) Probability Theory and Related Fields, 170 (1-2). pp. 49-93. ISSN 0178-8051

Chen, J M, Hawkes, A G, Scalas, E and Trinh, M (2018) Quantitative Finance, 18 (2). pp. 225-235. ISSN 1469-7688

2017

Scalas, Enrico (2017) European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028

During, Bertram, Georgiou, Nicos and Scalas, Enrico (2017) In: Akura, Yuji and Kirman, Alan (eds.) Economic Foundations of Social Complexity Science. Springer Singapore, Singapore, pp. 95-117. ISBN 9789811057045

Broutin, Nicolas and Wang, Minmin (2017) Electronic Journal of Probability, 22 (80). pp. 1-23. ISSN 1083-6489

Cébron, Guillaume, Dahlqvist, Antoine and Gabriel, Franck (2017) Journal of Geometry and Physics, 119. 34 - 53. ISSN 0393-0440

Bierkens, Joris and Duncan, Andrew (2017) Advances in Applied Probability, 49 (03). pp. 791-825. ISSN 0001-8678

Simm, Nick (2017) Electronic Communications in Probability, 22. a41 1-11. ISSN 1083-589X

Deano, Alfredo and Simm, Nicholas (2017) Journal of Approximation Theory, 220. pp. 44-59. ISSN 0021-9045

Tsourtis, Anastasios, Harmandaris, Vagelis and Tsagkarogiannis, Dimitrios (2017) Entropy, 19 (8). ISSN 1099-4300

Broutin, Nicolas and Wang, Minmin (2017) Bernoulli, 23 (4A). pp. 2380-2433. ISSN 1350-7265

Duquesne, Thomas and Wang, Minmin (2017) Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53 (2). pp. 539-593. ISSN 0246-0203

Kasprzak, Mikołaj J, Duncan, Andrew B and Vollmer, Sebastian J (2017) Electronic Communications in Probability, 22 (3). pp. 1-8. ISSN 1083-589X

Birmpa, P, Dirr, N and Tsagkarogiannis, D (2017) Journal of Statistical Physics, 166 (5). pp. 1163-1192. ISSN 0022-4715

Simm, N J (2017) Random Matrices: Theory and Applications, 6. ISSN 2010-3263

2016

Scalas, Enrico (2016) European Physical Journal - Special Topics, 225. pp. 3293-3298. ISSN 1951-6355

Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2016) Series on complexity, nonlinearity and chaos, 5 . World Scientific, Singapore. ISBN 9789813140035

Dahlqvist, Antoine (2016) Communications in Mathematical Physics, 348 (2). pp. 395-444. ISSN 0010-3616

Deelan Cunden, Fabio, Mezzadri, Francesco, Simm, Nick and Vivo, Pierpaolo (2016) Journal of Mathematical Physics, 57 (11901). pp. 1-16. ISSN 0022-2488

Wang, Minmin (2016) Latin American Journal of Probability and Mathematical Statistics, 13 (2). pp. 1039-1067. ISSN 1980-0436

Duncan, A B, Kalliadasis, S, Pavliotis, G A and Pradas, M (2016) Physical Review E, 94 (3). 032107. ISSN 2470-0045

Duncan, Andrew, Erban, Radek and Zygalakis, Konstantinos (2016) Journal of Computational Physics, 326. pp. 398-419. ISSN 0021-9991

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Probability Theory and Related Fields, 169 (1-2). pp. 223-255. ISSN 0178-8051

Fyodorov, Y V and Simm, N J (2016) Nonlinearity, 29. pp. 2837-2855. ISSN 0951-7715

Georgiou, Nicos, Rassoul-Agha, Firas and Seppäläinen, Timo (2016) Probability Theory and Related Fields, 169 (1-2). pp. 177-222. ISSN 0178-8051

Jansen, Sabine (2016) Electronic Journal of Probability, 21. p. 47. ISSN 1083-6489

Den Hollander, F and Jansen, S (2016) Markov Processes and Related Fields, 22 (3). pp. 409-422. ISSN 1024-2953

Fyodorov, Y V, Khoruzhenko, B A and Simm, N J (2016) Annals of Probability, 44 (4). pp. 2980-3031. ISSN 0091-1798

Wang, Minmin (2016) Electronic Communications in Probability, 20 (88). pp. 1-15. ISSN 1083-589X

Cunden, Fabio Deelan, Mezzadri, Francesco, Simm, Nick and Vivo, Pierpaolo (2016) Journal of Physics A: Mathematical and Theoretical, 49 (18). ISSN 1751-8113

Duncan, A B, Lelièvre, T and Pavliotis, G A (2016) Journal of Statistical Physics, 163 (3). pp. 457-491. ISSN 0022-4715

2015

Duncan, Andrew B (2015) Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 13 (4). pp. 1478-1506. ISSN 1540-3459

Jansen, S (2015) Journal of Statistical Physics, 161 (5). pp. 1299-1323. ISSN 0022-4715

Duncan, Andrew, Liao, Shuohao, Vejchodský, Tomáš, Erban, Radek and Grima, Ramon (2015) Physical Review E, 91 (4). 042111. ISSN 1539-3755

Jansen, Sabine, König, Wolfgang and Metzger, Bernd (2015) Annals of Applied Probability, 25 (2). pp. 930-973. ISSN 1050-5164

Mehta, Dhagash, Hauenstein, Jonathan D, Niemerg, Matthew, Simm, Nicholas J and Stariolo, Daniel A (2015) Physical Review E (PRE), 91. ISSN 1539-3755

Duncan, A M, Elliott, C M, Pavliotis, G A and Stuart, A M (2015) Journal of Nonlinear Science, 25 (2). pp. 389-449. ISSN 0938-8974

2014

Ercolani, Nicholas, Jansen, Sabine and Ueltschi, Daniel (2014) Electronic Journal of Probability, 19. p. 82. ISSN 1083-6489

Jansen, Sabine and Kurt, Noemi (2014) Probability Surveys, 11. pp. 59-120. ISSN 1549-5787

Jansen, S and Jung, P (2014) Communications in Mathematical Physics, 331 (3). pp. 1133-1154. ISSN 0010-3616

Jansen, Sabine, Tate, Stephen J, Tsagkarogiannis, Dimitrios and Ueltschi, Daniel (2014) Communications in Mathematical Physics, 330 (2). pp. 801-817. ISSN 0010-3616

2013

Mezzadri, F and Simm, N J (2013) Communications in Mathematical Physics, 324 (2). pp. 465-513. ISSN 0010-3616

2012

Ponta, Linda, Scalas, Enrico, Raberto, Marco and Cincotti, Silvano (2012) IEEE Journal of Selected Topics in Signal Processing, 6 (4). pp. 381-387. ISSN 1932-4553

Livan, Giacomo, Inoue, Jun-ichi and Scalas, Enrico (2012) Journal of Statistical Mechanics: Theory and Experiment, 2012. P07025. ISSN 1742-5468

Scalas, Enrico and Viles, Noèlia (2012) Fractional Calculus and Applied Analysis, 15 (2). pp. 314-331. ISSN 1311-0454

Mezzadri, F and Simm, N (2012) Journal of Mathematical Physics, 53 (5). 053504-1-053504-42. ISSN 0022-2488

2011

Brydges, David C, Dahlqvist, Antoine and Slade, Gordon (2011) Workshop on Probabilistic Techniques in Statistical Mechanics Celebrating the 65th Birthday of Erwin Bolthausen, Berlin, Germany, October 14–16, 2010. Published in: Deuschel, Jean-Dominique, Gentz, Barbara, König, Wolfgang, von Renesse, Max, Scheutzow, Michael and Schmock, Uwe, (eds.) Probability in Complex Physical Systems. 11 275-287. Springer Berlin Heidelberg, Berlin. ISSN 2190-5614 ISBN 9783642238109