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Probability theory - MMA IST 2017/2018

The material of the course can be obtained here:

Lecture notes:                 Slides of lectures:                   Lists of exercises:     

The slides of the presentations of the students are available here:

 

Markov Chains; Central Limit Theorems;  Large Deviations;  Poisson Point Processes;  Ruin theory;   

  

Probability theory - MMA IST 2016/2017

Check the webpage https://fenix.tecnico.ulisboa.pt/disciplinas/TP25179/2016-2017/1-semestre for more information. 

Post doc supervision


 

 

Otávio Menezes Sep 2017-Aug 2019; Leonardo de Carlo Sep 2017-Mar 2021 (with interruptions); Chiara Franceschini Jan 2019-Jul 2021; Alessandra Occelli Oct 2019-Jan 2022.

  

 

Ricardo Misturini 2014/2015 at PUC-Rio Brazil ---------->

 

 

 

                                <---------- Marielle Simon 2014/2015 at PUC-Rio Brazil.

 

 

 

 

 

Diogo Bessam 2014/2015 at PUC-Rio Brazil ---------->  ?

 

 

 

 

 

                                <---------- Adriana Neumann 2013/2014 at CMAT Portugal.

 

 

 

 

 

 

Tertuliano Franco 2012/2013 at CMAT Portugal ---------->


 

 

 

 

                               

                                                <---------- Paulo Pinto 2012 at CMAT Portugal.
 

PhD supervision

Fev 2018 - Jan 2022 Pedro Cardoso.

Research project on the scaling limits of exclusion processes with long jumps.

 

Sep 2017 - Aug 2021 Rodrigo Marinho (In co-supervision with Milton Jara IMPA).

Research project on the scaling limits of the exclusion process with a slow site and derivation of non-equilibrium fluctuations for an interacting particle system ruled by the Navier Stokes equation.

 

Sep 2017 - Aug 2021 Stefano Scotta.

Research project on the scaling limits of the exclusion process with long jumps: fluctuations and Large Deviations.

Fev 2017 - May 2021 Renato de Paula (In co-supervision with Adriana Neumann - UFRGS Brazil).

Research project on the scaling limits of the porous media model in contact with reservoirs.

Sep 2015 - Aug 2019 Benjamim Anwasia (In co-supervision with Ana Jacinta Soares - University of Minho).

Research project on the hydrodynamic limits of the Boltzmann equation for reactive mixtures.

Defended PhD thesis:

Sep 2015 - Jan 2020 Ragaa Ahmed at IST Lisbon. 

(In co-supervision with Cédric Bernardin - University of Nice).

Thesis defended on the 31st January 2020 at IST with the title:  

"Anomalous diffusion of Hamiltonian systems perturbed by a conserving noise".

Jan 2015 - Jan 2018 Byron Jiménez-Ovideo

(In co-supervision with Cédric Bernardin - University of Nice).

Thesis defended on 26th January 2018 at the University of Nice with the title:

"Exclusion process with long jumps in contact with reservoirs". 

Master supervision

 

2019 Leonor Barata at IST

Title of Thesis: 

Neutral population-genetics evolution for Wright-Fisher and Moran models 

Thesis defense: 12th December 2019 (Mark 18/20).

 

2016 - 2018 Gabriel Nahum at IST

Title of Thesis: 

Asymptotic Behaviour of Exclusion Processes With Non-linear Boundary Dynamics

Thesis defense: 7th December 2018. (Mark 18/20)

 

2016 - 2018 Lutete Lenda at the University of Minho.

Title of Thesis: Bonus-Malus System at the insurance activity.

Thesis defense: October 2018?

In co-supervision with Irene Brito (University of Minho, Portugal).

2015 - 2017 Rodrigo Marinho at Pontifical Catholic University of Rio de Janeiro.

Title of Thesis: Mixing Times and cutoffs for different ways to shuffle cards and the simple exclusion process.

Thesis defense: 7th July 2017.

 

In co-supervision with Simon Griffiths (PUC-Rio, Brazil).

 

2015 - 2017 Rodrigo Barreto Alves at Pontifical Catholic University of Rio de Janeiro.

Title of Thesis: Central Limit Theorem for Martingales.

Thesis defense: 27th April 2017.

In co-supervision with Simon Griffiths (PUC-Rio, Brazil).

 

 

2015 - 2017 Hugo Oliveira at Pontifical Catholic University of Rio de Janeiro.

Title of Thesis: A model for a finite market with discrete time.

Thesis defense: 22th February 2017.

In co-supervision with Boyan Sirakov (PUC-Rio, Brazil).

2015 - 2017 Renato Paula at Pontifical Catholic University of Rio de Janeiro.

Title of Thesis: The porous media model in contact with reservoirs.

Thesis defense: 24th January 2017.

In co-supervision with Simon Griffiths (PUC-Rio, Brazil).

 

2013 - 2014 Ighor Rimes at UERJ (Rio de Janeiro).

Title of Thesis: "Uma Simulação Computacional do Passeio Aleatorio Simples". 

Co-supervised with Regina Lanzillotti (UERJ- Rio de Janeiro, Brazil).

 

2013 - 2014 Pedro Ramos at the University of Minho.

Title of Thesis: "Princípios de cálculo de prémios e medidas de risco em modelos actuariais".

Thesis defense: 12th December 2014. Mark: 17/20.
Co-supervised with Irene Brito (CMAT).


2013- 2014 Byron Oviedo at Pontifical Catholic University of Rio de Janeiro.

Title of Thesis: "O processo de exclusão simples simétrico em contato com reservatórios".

Thesis defense: 14th November 2014 at PUC-Rio. Approved with honor.
 

2012 - 2013 Celine Queirós at the University of Minho.

Title of Thesis: "Distribuição para os riscos em modelos atuariais".

Thesis defense: 17th December 2013, Azurém. Mark: 16/20. 
Co-supervised with Irene Brito (CMAT).

 

2011 - 2013 Susana Ribeiro at the University of Minho.

Title of Thesis: "Modelação estocástica nas ciências actuariais".

Thesis defense: 8th February 2013, Campus de Azurém. Mark: 17/20.

 

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