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.