Mathew Penrose

Department of Mathematical Sciences

University of Bath

Email:

m.d.penrose@bath.ac.uk

Department Address:

M D Penrose

Dept. of Mathematical Sciences

University of Bath

Bath

BA2 7AY

ENGLAND

Phone:

(01225 or +44 1225) 386222

Research interests

Geometric probability
Random graphs
Interacting particle systems and percolation
Extreme value theory
Stochastic analysis

Here is a more detailed description of my research activities which I wrote in 2001. In lieu of a description of my more recent activities, here is a link to my 2003 monograph on Random Geometric Graphs .

And here is a list of my recent publications.

If you wish to receive reprints, or if you are interested in collaboration, please feel free to contact me.

I am not sure if it counts as `research' but I am a former associate editor for the Annals of Applied Probability. and a current associate editor for the Advances in Applied Probability.

Teaching

MA50196 Financial Derivatives

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