On Monday, 17 November at 6 p.m., Prof. Dr Ivan Nourdin, professor of mathematics, will give his inaugural lecture on probability theory.

Even if it is the correspondence between Pascal and Fermat, in the 17th century, which is considered by specialists as the origin of the mathematical study of probability, it is only in 1933 that the first rigorous approach to probability was developed by Kolmogorov. He built up probability theory from fundamental axioms in a way similar to Euclid’s treatment of geometry. Compared to geometry, analysis or number theory, probability theory is thus a young area of mathematics. Another specificity is that it has developed over the years by making heavy use of a subtle mixture of pure and applied considerations.

This inaugural lecture, fully accessible to non-experts, will be an occasion to introduce the audience to several fundamental stochastic processes (including Brownian motion, SLE, and others) having in common that, before becoming a deep source of fascinating and beautiful mathematical problems, were introduced in order to solve applied issues.

Prof. Dr Ivan Nourdin (born 1978) studied mathematics at the University of Lorraine and at the École Normale Supérieure de Cachan, France. In 2004, he received the PhD from the University of Lorraine, France. He joined the Université Pierre et Marie Curie (Paris VI) as an assistant professor in 2005 and the University of Lorraine as a full professor in 2010. In 2011, he was awarded the Annual Prize of the "Fondation des Sciences Mathématiques de Paris".

Prof. Nourdin’s research interests include Malliavin calculus, Stein’s method, functional inequalities, free probability, and rough paths theory. He was appointed professor of stochastic modelling at the University of Luxembourg in March 2014, where he is currently building a research group. Ivan Nourdin is author/coauthor of 64 publications in international scientific journals as well as two monographs.

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Inaugural lecture: Probability theory: a subtle mixture of pure and applied mathematics
When? Monday, 17 November at 6 p.m.
Where? University of Luxembourg, Campus Kirchberg, 6, rue Richard Coudenhove-Kalergi, Room C.02

Introduction by Prof. Dr Paul Heuschling, Dean of the Faculty of Science, Technology and Communication.
A reception will take place after the inaugural lecture.