Andrey Sarantsev

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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.

Starting from July 2018, I am a tenure-track Assistant Professor at the Department of Mathematics and Statistics, University of Nevada, Reno. I got tenured in December 2023. Research interests: Probability Theory, Statistics and Data Analysis, Stochastic Analysis, Stochastic Finance.

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_]

Mail: 1664 N Virginia St, Reno, NV 89557

Office Hours: MTW 10:00-12:00, T 13:00-15:00 or by appointment

Graduate students I currently supervise: Abraham Atsiwo, Jihyun Park (PhD Statistics and Data Science); Hayden Brown (PhD Applied Mathematics); William Kramer (MS Statistics and Data Science)

Former graduate students: Kwame Boamah-Addo (PhD Statistics and Data Science, dropped out), Hayden Brown (MS Applied Mathematics)

Teaching at UNR

Course materials are available upon request.

Teaching Spring Semester 2024

Expected Teaching Fall Semester 2024

STAT 462/662 Stochastic Processes; STAT 758 Time Series

Teaching Archive

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

Financial Data Library
Annual 1871-2024, Robert Shiller       Monthly 1986-2024, Volatility Index
Accessible LaTeX Mathematics   [short]   [detailed]   [PDF]
My Ph.D. thesis: Competing Brownian Particles

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


Clayton Barnes, Yana Belopolskaya, Cameron Bruggeman, Manuel Cabezas, Amir Dembo, Adrian Fischer, Brandon Flores, Robert E. Gaunt, Pierre-Olivier Goffard, Tomoyuki Ichiba, Ioannis Karatzas, Davar Khoshnevisan, Praveen Kolli, Michael Ludkovski, Aditya Maheshwari, Blessing Ofori-Atta, Soumik Pal, Guodong Pang, Andrey Pilipenko, Olga Rumyantseva, Vladas Sidoravicius, Nikolay Strigul, Yury Suhov, Li-Cheng Tsai


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