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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

Differential equation approximations for Markov chains
RWR Darling, JR Norris
– Probability Surveys
(2008)
5,
37
Coagulation and fragmentation models
J Bertoin, J Norris, W Wagner
– Oberwolfach Reports
(2007)
4,
2727
The Linear Process Deferment Algorithm: A new technique for solving population balance equations
RIA Patterson, J Singh, M Balthasar, M Kraft, JR Norris
– SIAM Journal on Scientific Computing
(2006)
28,
303
Notes on Brownian coagulation
JR Norris
– Markov Processes and Related Fields
(2006)
12,
407–412
The linear process deferment algorithm: a new technique for solving population balance equations
RIA Patterson, J Singh, M Balthasar, M Kraft, JR Norris
– SIAM Journal on Scientific Computing
(2006)
28,
303
Large deviations for the Yang-Mills measure on a compact surface
T Levy, JR Norris
– Communications in Mathematical Physics
(2005)
261,
405
Large Deviations for the Yang-Mills Measure on a Compact Surface
T Lévy, JR Norris
– Communications in Mathematical Physics
(2005)
261,
405–450
Strong approximation for the supermarket model
MJ Luczak, J Norris
– The Annals of Applied Probability
(2005)
15,
2038
Structure of large random hypergraphs
RWR Darling, JR Norris
– The Annals of Applied Probability
(2005)
15,
125
Structure of large random hypergraphs
RWR Darling, JR Norris
– Annals of Applied Probability
(2005)
15,
125–152
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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