September 5, 2012 - With the start of its fall 2012 semester program (Computational Challenges in Probability) comes a new group of ICERM postdocs. We're pleased to welcome two Postdoctoral Institute Fellows and four Postdoctoral Fellows:

Postdoctoral Institute Fellows:

Julio Andrade completed his Ph.D. in Mathematics at the University of Bristol working under the supervision of Jon Keating and Nina Snaith. Dr. Andrade's primary research interests are in number theory, algebraic geometry, mathematical physics (Quantum Chaos and Random Matrix Theory) and questions in analysis motivated by number theory. His research focuses on the theory of the Riemann zeta-function, automorphic forms (with applications to number theory and mathematical physics) and other L-functions, specifically in the mean values of L-functions, Ratios Conjectures, n-level correlations and low-lying zeros of L- functions and their function field analogues. As an Institute Postdoc, Dr. Andrade will be at ICERM through the 2012-2013 academic year.

Aaron Smith completed his Ph.D. in probability at Stanford University under the supervision of Persi Diaconis in June 2012. Most of Dr. Smith's research interests are centered on mixing analysis of Markov chains. His is particularly interested in coupling methods, especially "user-friendly" non-Markovian couplings and approximation of inhomogenous chains. As an Institute Postdoc, Dr. Smith will be at ICERM through the 2012-2013 academic year.

Postdoctoral Fellows:

Daniel Cargill completed his Mathematics Ph.D. in August of 2012 at the New Jersey Institute of Technology under the supervision of Professor Richard O. Moore. Dr. Cargill's research interests are in modeling and analysis of stochastic lightwave systems. This includes developing new analytical and numerical methods for the calculation of rare event paths in soliton optical communication systems, as well as mode-locked lasers. These systems are modeled as stochastic PDEs or ODEs, which allow for the application of various Monte-Carlo methods and analytical theories such as large deviation theory. Dr Cargill will be with ICERM through December 2012.

Arnab Ganguly completed his Ph.D. in Mathematics from the University of Wisconsin-Madison under the supervision of Prof. Thomas G. Kurtz in August 2010. Before coming to ICERM, Dr. Ganguly worked as a postdoctoral researcher in the Automatic Control Laboratory at ETH Zurich. Dr. Ganguly's research interests lie in probability theory, especially in the area of stochastic analysis and its applications. His work includes study of weak convergence, large deviation, stability and numerical simulation of stochastic processes. Applications of probability theory especially interest him; in particular, the application of various mathematical tools for solving problems from biology, control theory and other fields. He has also worked on statistical inference in connection to parameter estimation in systems biology. Dr Ganguly will be with ICERM through December 2012, and will continue his research with Paul Dupuis in the Department of Applied Mathematics at Brown University through June 2013.

Ni Hao completed her Ph.D. in Mathematics in August 2012 at the University of Oxford under the supervision of Terry Lyons Dr. Hao's research interests include stochastic analysis and financial mathematics, Rough Paths Theory and its application, and the expected signature of stochastic processes, e.g. stopped Brownian Motion and the SLE curve. Dr Hao will be with ICERM through December 2012.

Peng Hu completed his Ph.D. in June 2012 at the French research center INRIA, supervised by Professor Pierre Del Moral. Dr. Hu's research interests include the analysis of advanced Monte Carlo particle simulations and their applications to Finance. Dr Hu will be with ICERM through December 2012.