|Salary:||£45,593 to £53,630 per annum, plus benefits|
|Placed On:||15th September 2023|
|Closes:||15th October 2023|
The position is funded by Professor Philip Ernst’s Royal Society Wolfson Fellowship “New frontiers in statistical inference for stochastic processes”. It will involve statistical inference for stochastic processes using Wiener chaos theory.
Duties and Responsibilities
You will work closely with Prof Ernst on topics related stochastic analysis and statistical inference for stochastic processes, with a particular emphasis on Wiener chaos analysis and Malliavin calculus.
The proposed research aims at the development of new mathematical tools in statistical inference for stochastic processes. The research centers on developing statistical tests of independence for pairs of paths of Gaussian processes. We will concentrate on the archetypical examples of both stationary and highly non-stationary processes: the Ornstein-Uhlenbeck (OU) process, the Wiener and fractional Brownian motion processes, and their discretely observed versions and analogues.
You will be active member of the stochastic analysis seminar, will participate in informal seminars on research-level topics, and will be an enthusiastic and committed full time postdoctoral researcher in the team.
The essential requirements for this post are as follows:
The positions are full time and fixed term for 12 months (with possible extension).
The expected start date is 01 January 2024 and the latest start date that can be considered is 01 September 2024.
*Candidates who have not yet been officially awarded their PhD will be appointed as Research Assistant within the salary range, £38,194- £41,388 per annum.
In addition to completing the online application, candidates should attach:
For any specific queries regarding the post please contact Professor Philip Ernst, (email@example.com).
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