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: Tue, Wed 1-4pm, Thu 3-4pm

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)

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

Past and Current Teaching

1. Spring 2026 (future): STAT 753 (Stochastic Models and Simulation) and STAT 775 (Quantitative Finance)
2. Fall 2025 (current): STAT 452/652 (Linear Regression) and STAT 461/661 (Probability Theory)
3. Spring 2025: STAT 466/666 (Bayesian Inference) and STAT 706 (qualifying-exam Probability II)
4. Fall 2024: STAT 462/662 (Stochastic Processes) and STAT 758 (Time Series)
5. Spring 2024: STAT 461/661 (Probability Theory) and STAT 753 (Stochastic Models and Simulation)
6. Fall 2023: STAT 462/662 (Stochastic Processes) and MATH 488/688 (Partial Differential Equations)
7. Spring 2023: STAT 461/661 (senior-level Probability) and STAT 706 (qualifying-exam Probability II)
8. Fall 2022: STAT 705 (qualifying-exam Probability I) and STAT 758 (Time Series)
9. Spring 2022: STAT 352 (Statistics and Probability for Engineers) and MATH 285 (Differential Equations)
10. Fall 2021: STAT 705 (qualifying-exam Probability I)
11. Spring 2021: STAT 706 (qualifying-exam Probability II)
12. Fall 2020: STAT 462/662 (Stochastic Processes) and STAT 758 (Time Series)
13. Spring 2020: STAT 706 (qualifying-exam Probability II)
14. Fall 2019: STAT 461/661 (senior-level Probability) and STAT 462/662 (Stochastic Processes)
15. Spring 2019: STAT 461/661 (senior-level Probability)
16. Fall 2018: STAT 461/661 (senior-level Probability)

Coauthors

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