Andrey Sarantsev

Message to prospective MS/PhD students in Mathematics and Statistics

Thank you for your interest in applying to the Department of Mathematics and Statistics, University of Nevada, Reno. We do need strong and qualified graduate students. Financial support will most likely include Teaching Assistantship, tuition waiver (free tuition), and health insurance. Currently, I do not have any grants, scholarships, or other forms of financial support for you. Therefore, I cannot give Research Assistantships to students.

I am an Associate Professor (with tenure, starting from July 2024) at the Department of Mathematics and Statistics, University of Nevada, Reno. I worked as a tenure-track Assistant Professor here starting from July 2018. Research interests: Statistical Theory, Time Series Analysis, Stochastic Processes, Stochastic Analysis, Quantitative Finance, Financial Econometrics.

From Autumn 2015 to Summer 2018, I was a Visiting Assistant Professor at the Department of Statistics and Applied Probability, University of California, Santa Barbara. My postdoctoral mentor was Jean-Pierre Fouque, who partially supported me with his NSF grant DMS 1409434. I got my Ph.D. in June 2015 from the Department of Mathematics, University of Washington, Seattle, under the supervision of Soumik Pal.

Office: Davidson Mathematics & Science Center 234

E-mail: asarantsev[_a_ _t_]unr.edu

Mail: 1664 N Virginia St, Reno, NV 89557

Office Hours: MWF 10-11am, MWF 1-3pm (except F 2-3pm)

Past Graduate Students: Abraham Atsiwo, Jihyun Park (PhD Statistics and Data Science); Hayden Brown (MS and PhD Applied Mathematics)

Current Graduate Students: William Kramer (MS Statistics and Data Science)

Teaching at UNR

Expected Teaching Spring Semester 2025

Teaching Archive

1. Fall 2024: STAT 462/662 (Stochastic Processes) and STAT 758 (Time Series)
2. Spring 2024: STAT 461/661 (Probability Theory) and STAT 753 (Stochastic Models and Simulation)
3. Fall 2023: STAT 462/662 (Stochastic Processes) and MATH 488/688 (Partial Differential Equations)
4. Spring 2023: STAT 461/661 (senior-level Probability) and STAT 706 (qualifying-exam Probability II)
5. Fall 2022: STAT 705 (qualifying-exam Probability I) and STAT 758 (Time Series)
6. Spring 2022: STAT 352 (Statistics and Probability for Engineers) and MATH 285 (Differential Equations)
7. Fall 2021: STAT 705 (qualifying-exam Probability I)
8. Spring 2021: STAT 706 (qualifying-exam Probability II)
9. Fall 2020: STAT 462/662 (Stochastic Processes) and STAT 758 (Time Series)
10. Spring 2020: STAT 706 (qualifying-exam Probability II)
11. Fall 2019: STAT 461/661 (senior-level Probability) and STAT 462/662 (Stochastic Processes)
12. Spring 2019: STAT 461/661 (senior-level Probability)
13. Fall 2018: STAT 461/661 (senior-level Probability)

Lecture Notes on Probability Theory and Stochastic Processes for Undergraduates: [PDF]   Accessible HTML: [part 1]   [part 2]   [part 3]  

Coauthors

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