Pierre Nyquist

@pierrenyquist.bsky.social

Assoc. prof. in mathematics at Chalmers/University of Gothenburg. Mainly probability, analysis and computational methods, but I like to visit most areas of mathematics. Elected member Young Academy of Sweden. Mostly here for the science, some for the jokes

Attending a talk on Jensen’s inequality in the setting of von Neumann algebras. Tempted to ask if, like in probability theory, in operator algebra Jensen’s always goes in the wrong direction. Not sure the crowd here will appreciate it.

Back in Århus and TIL that Itô spent about 2 years here in the 60s, between his time at Stanford and Cornell. Somehow I had completely missed this. There is even a Springer book covering lectures he gave here:

Stochastic Processes

The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute durin...

link.springer.com

💡 Sök eller nominera till Forskningsfyren! JULIA RAVANIS mottog utmärkelsen 2025: ”För mig kändes det som ett bevis på att all tid och allt engagemang som jag lagt på populärvetenskapligt berättande var mödan värd; jag kände mig väldigt uppskattad.” 🏆 sverigesungaakademi.se/barn-och-sam...

Julia Ravanis om att få priset Forskningsfyren - Sveriges unga akademi

Julia Ravanis tilldelades den första Forskningsfyren, ett nytt pris för spridande av kunskap ”för sitt nyskapande sätt att sprida kunskap över generationsgränser genom en unik förening av poesi, human...

sverigesungaakademi.se

For over a week I have been trying to remember why I had put "Blocked" (and nothing else) in my calendar for all of Monday. Today it hit me: Sunday is the Super Bowl. Once again, the time difference struggle is real.

I guess now that it is official: excited to have joined the APT editorial board. Journal of Applied Probability is another journal that has always felt like "home" to me, so happy to be able to contribute more to it on the editorial side.

Applied Probability Trust - Editorial Board

Editorial office Peter Taylor, University of Melbourne, Editor in Chief Research interests: Stochastic Networks, Queueing Theory, Matrix-Analytic Methods, Economic Applications, Markov Decision Proces...

appliedprobability.org

As I have seen some complaints (rightfully so) about the peer review system in the last 24hrs, here is an example where the process—note, ignoring all the bad parts about rights, financial stakes etc.—very much made our paper better. The paper was just accepted to Bernoulli after a first (1/8)

Large deviations for Independent Metropolis Hastings and Metropolis-adjusted Langevin algorithm

In this paper, we prove large deviation principles for the empirical measures associated with the Independent Metropolis Hastings (IMH) sampler and the Metropolis-adjusted Langevin Algorithm (MALA). T...

arxiv.org

I know they’re sent out automatically, but how about we make sure journals do not send out review request or reminders during weekends or holidays? I know, I should not be checking my email etc., but c’mon now. You can guess what prompted this…

Reading about school shooting over the years, I have always thought "but I would not happen here". Surreal to now read about a shooting at Brown—my wife and I both walking around the house in Brown sweaters—in one of the buildings that I have spent countless of hours in, right next to Applied Math.

🚨New work alert🚨 With (soon to defend) graduate student Viktor Nilsson we study large deviations for dynamic Schrödinger bridges using the weak convergence/control-theoretic framework. We prove uniform Laplace principles for bridge processes and combine with an LDP for the static problem.

A weak convergence approach to the large deviations of the dynamic Schrödinger problem

In this paper, we consider large deviations for dynamical Schrödinger problems, using the variational approach developed by Dupuis, Ellis, Budhiraja, and others. Recent results on scaled families of S...

arxiv.org