Key Words
- Strong Innovative and Analytic abilities
- Excellent Communication Skills
- PhD in mathematics: Probability
Education
- PhD, mathematics (1996). Dissertation: "Brownian
Motion on Simple Fractal spaces".
- MSc, mathematics (1991). Thesis: "Simple Fractal
spaces".
- BSc, mathematics (1988). Other subjects: Physics,
programming, statistics, astronomy.
All degrees from the University of Oslo, Norway.
Computing Skills
Languages: Simula, BASIC, Maple.
Operating systems: Macintosh - familiar with most major Mac
software. UNIX, Win95.
Work Positions
Computas AS Senior IT engineer 01.10.98-present
University of Edinburgh UK EPSRC Post-doc 01.09.96-31.08.98
University of Oslo University Scholarship 16.10.95-31.12.95
University of Oslo NAVF Scholarship 01.07.92-31.06.95
University of Oslo University Scholarship 01.09.91-31.12.91
Presentation
Invited lecturer: BI, a financial college outside Oslo: Two 2-hour lectures covering stochastic analysis in Darrell Duffie: "Dynamic Asset Pricing Theory".
Teaching Assistant: University of Oslo, Autumn 1988 - Spring 1992
and Autumn 1995.
Scientific presentations: A series of presentations / lecture series
on my own and others' work in the field of analysis/diffusion on fractals
at both
- my home universities: University of Oslo (Norway), University of
British Columbia (Vancouver, Canada), University of Edinburgh
(Scotland);
- international conferences:
"Fractomorphisms,
convergence of fractals and convergence of processes". Lecture
held at the International Conference in Probability in Vancouver,
August 1997, and later at the North British Probability seminar series
November 7th 1997. The talks were based on the paper
"Fractomorphisms, Convergence of Fractals and Convergence of
Processes" above. At this presentation, I covered new ideas from
my thesis on how Brownian motions changes as the underlying (fractal)
space changes.
"Brownian motion on Simple fractal spaces", lecture at the
conference "Fractal Geometry and Stochastics", in
Finsterbergen, Germany, 12-18 June 1994. A presentation of the
fundamental ideas behind what happens with the physical properties of a
fractal under `continuous' changes. I was one of the few who managed to
keep Mandelbrot awake.
"Brownian motion on Simple fractal spaces", lecture at the
international conference on Non-Standard Analysis in Blaubeuren,
Germany, July 1992. First presentation of my Ph.D. work, covering the
subject of diffusions on fractals where `cells' have unequal scaling,
and the use of the method of non-standard analysis to prove that such
diffusions exist.
Scientific publications:
-
"Fractomorphisms, Convergence of Fractals and Convergence of
Processes". Submitted to Annals of Applied Probability. This paper
moves the study of Brownian motion on fractals a closer to applications
by proving that some leeway is permissible when modelling physical
mediums as fractals: Small errors in the choice of give only small
errors in physical properties.
- "The discrete Einstein relation". In "Circuits,
Systems and Signal Processing", Vol. 16, No 5, 1997, Pp.
547-557. Introduces a topological notion of graph, and proves a
fundamental relation for random walks on graphs connecting commute
time, `mass' and `resistance' in a simple relation known as "the
Einstein relation". The study of random walks on graphs also has
applications to the design of algorithms.
- "Brownian Motion on Simple Fractal Spaces". Stochastics
and Stochastics Reports, Vol. 55, pp. 21-45. In this paper the
existence of a type of diffusion known as "Brownian motion"
was proved for a class of fractals which is composed of parts similar
to the whole but where the parts may be differently scaled.
Short description of my work
The emphasis has been on diffusions on fractals, and in particular on the
question of how diffusions change under changes of the fractal. The
motivation for this are concerns of what happens if we model physical
mediums as fractals: Will a small deviance in the medium modelled give
approximately correct or totally wrong results? The conclusion in the
papers above is that if we have a proper measure of difference between
fractals, "similar" fractals will also have "similar"
physical characteristics. Other concerns have been to widen the class of
fractals on which physical processes are studied so as to come closer to
applicability of the theory. For more detail, see
my work section
Keywords: Probability, stochastic processes, fractal geometry.
Memberships
- Institute of Mathematical Statistics
- Edinburgh Mathematical Society
- Norwegian Mathematical Society
International experience
Post-doc at the Dept. of
Mathematics, University of Edinburgh, 9/96-8/98. Invited to work on an
extension of the Ph.D. thesis.
Visiting the Dept. of Mathematics, University of British Columbia,
2/94-12/94 while working on Ph.D. thesis. The main benefit of the stay was
the high international standard of their probability group.
References
- Leif Bjørn Skorpen, Volda college, Norway - LeifBjorn.Skorpen@hivolda.no - Phone 7007 5359
- T.
Lindstrøm, Dept. of Math., University of Oslo, Norway - lindstro@math.uio.no
- B.M. Hambly, Dept.
of Math., University of Edinburgh, UK - bmh@maths.ed.ac.uk
- H. Holden, Dept. of
Math., NTNU, Norway - holden@math.ntnu.no
- See also the scanned reference section