Postdoctoral Research Assistant in Mathematics & Statistics University of Reading, Department of Mathematics and Statistics

POSTDOCTORAL RESEARCH ASSISTANT

 

Job Reference : SRF20289


Location : Whiteknights Reading UK


Closing Date : 19/10/2017


Live Date : 19/09/2017


Salary : £29,799 to £30,688 per annum


Employment Type : AR-Research


School / Function : School of Mathematical Physical & Computational Sciences


Department : Mathematics & Statistics


Hours Per week : 1.00 FTE


Contract Duration : Fixed-term up to 18 months


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The department of Mathematics & Statistics is seeking to appoint a Postdoctoral Research Assistant.

 

The post holder will work full time alongside Dr Horatio Boedihardjo on the EPSRC project (ref. EP/R008205/1) “Computing and Inverting the signatures of rough paths”. The project objectives are:

 

Computing the expected signatures of Gaussian processes in terms of their covariance functions;
Determine whether the expected signature of Brownian motion up to a domain exit time satisfies certain moment condition;


Prove an isometry relating variational norms of general rough paths to norms of their signatures.

 

The post will involve carrying out research towards the project objectives, the co-authorship of publications and participation in visits to project partners and conferences. A substantial travelling budget is available to support the post-holder in disseminating the results of the research project.

 

A key reference for the project is available on https://arxiv.org/abs/1609.08111. The chapter “The Signature of a Path” in the book “Differential Equations Driven by Rough Paths” by Lyons, Lévy and Caruana would provide the foundational knowledge for the project. The text “Free Lie Algebras” by C. Reutenauer is also highly relevant to the project.

 

The post will be hosted within the Department of Mathematics and Statistics in the University of Reading. The Department provides an excellent environment for research; 86% of the Department’s research was rated as “world leading” or “internationally excellent” in REF 2014. The post holder will be hosted within the Statistical Mechanics, Probability and Stochastic Analysis Research Group, whose members, including Tobias Kuna, Valerio Lucarini and Jochen Broecker, offer a range of expertise relevant to the EPSRC project.

 

You will have:

 

  • Either obtained or near the completion of a Ph.D degree in pure mathematics.
  • Ability to start working by 1 March 2018.
  • Publication record in pure mathematics.
  • Ability to carry out research in mathematics independently and in a team.
  • Enthusiasm and consistency
  • Ability to prove mathematical results rigorously.
  • Experience in presenting in international conferences successfully. 
  • Knowledge, at a university level, in mathematical analysis, abstract algebra and differential equations.


Other desirable skills:

 

  • Knowledge or experience of research in rough path theory, iterated integrals, free Lie algebra, or Chen-Fliess series. 

 

Informal contact details

Contact role:

Principal Investigator

 

Contact name:

Horatio Boedihardjo

 

Contact phone:

0118 378 5019

 

Contact email:

h.s.boedihardjo@reading.ac.uk

 

Alternative informal contact details

Contact role:

Departmental Secretary

 

Contact name:

Ruth Harris

 

Contact phone:

0118 378 8022

 

Contact email:

r.m.harris@reading.ac.uk

 

Closing date 19 October 2017

 

Interviews will be held on the 6 November 2017

 

Start Date: 1 March 2018. Please note that the starting date cannot be postponed

 

The University is committed to having a diverse and inclusive workforce, is a Stonewall Diversity and Global Diversity Champion, and supports the principles of the Race Equality Charter and Athena SWAN. Applications for job-share, part-time and flexible working arrangements are welcomed and will be considered in line with business needs.


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