Andrey Sarantsev

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: Monday 10:00-12:00, Tuesday 10:00-12:00, 13:00-17:00, or by appointment. Subject to change

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

Current Graduate Students: Smaila Amoanu, Cornelius Benle, Francis Boampong (PhD Statistics and Data Science)

Lecture Notes for Undergraduates: [PDF]

Past and Current Teaching

1. Fall 2026: STAT 461/661 (Probability Theory) MW 13:00-14:15 and STAT 758 (Time Series Analysis) MW 16:00-17:15 both Palmer Engineering (PE) 104
2. Spring 2026: STAT 753 (Stochastic Models and Simulation) and STAT 775 (Special Topics in Statistics and Probability: Quantitative Finance)
3. Fall 2025: STAT 452/652 (Linear Regression) and STAT 461/661 (A First Course in Probability)
4. Spring 2025: STAT 446/646 (Bayesian Inference) and STAT 706 (qualifying-exam Probability II)
5. Fall 2024: STAT 462/662 (Introduction to Stochastic Processes) and STAT 758 (Time Series Analysis)
6. Spring 2024: STAT 461/661 (A First Course in Probability) and STAT 753 (Stochastic Models and Simulation)
7. Fall 2023: STAT 462/662 (Introduction to Stochastic Processes) and MATH 488/688 (Partial Differential Equations)
8. Spring 2023: STAT 461/661 (senior-level Probability) and STAT 706 (qualifying-exam Probability II)
9. Fall 2022: STAT 705 (qualifying-exam Probability I) and STAT 758 (Time Series Analysis)
10. Spring 2022: STAT 352 (Statistics and Probability for Engineers) and MATH 285 (Differential Equations)
11. Fall 2021: STAT 705 (qualifying-exam Probability I)
12. Spring 2021: STAT 706 (qualifying-exam Probability II)
13. Fall 2020: STAT 462/662 (Introduction to Stochastic Processes) and STAT 758 (Time Series Analysis)
14. Spring 2020: STAT 706 (qualifying-exam Probability II)
15. Fall 2019: STAT 461/661 (A First Course in Probability) and STAT 462/662 (Introduction to Stochastic Processes)
16. Spring 2019: STAT 461/661 (A First Course in Probability)
17. Fall 2018: STAT 461/661 (A First Course in Probability)

Coauthors

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