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Faculty of Mathematics

 

 

Head of Department
Professor of Stochastic Analysis

Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits

 

Publications

Weak convergence of the localized disturbance flow to the coalescing Brownian flow
J Norris, A Turner
– The Annals of Probability
(2015)
43,
935
Diffusivity of a random walk on random walks
E Boissard, S Cohen, T Espinasse, J Norris
– Random Structures and Algorithms
(2014)
47,
267
Averaging over fast variables in the fluid limit for Markov chains: Application to the supermarket model with memory
MJ Luczak, JR Norris
– The Annals of Applied Probability
(2013)
23,
957
Hastings-Levitov aggregation in the small-particle limit
JR Norris, A Turner
– Communications in Mathematical Physics
(2012)
Averaging over fast variables in the fluid limit for Markov chains: application to the supermarket model with memory
JR Norris
– Annals of Applied Probability
(2012)
Hastings–Levitov Aggregation in the Small-Particle Limit
J Norris, A Turner
– Communications in Mathematical Physics
(2012)
316,
809
Weak convergence of the localized disturbance flow to the coalescing Brownian flow
J Norris, A Turner
– The Annals of Probability
(2011)
43,
935
A stochastic min-driven coalescence process and its hydrodynamical limit
AL Basdevant, P Laurencot, JR Norris, C Rau
– Annales de l Institut Henri Poincaré Probabilités et Statistiques
(2011)
47,
329
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation
PLW Man, JR Norris, IF Bailleul, M Kraft
– SIAM Journal on Scientific Computing
(2010)
32,
635
Homogenization for advection-diffusion in a perforated domain
PH Haynes, VH Hoang, JR Norris, KC Zygalakis
(2010)
378,
397
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Probability
Applied Probability
Mathematical Finance and Operational Research
Statistical Laboratory

Room

D2.04

Telephone

01223 337949