Tom Alberts
California Institute of Technology
Department of Mathematics
I am currently the Scott Russell Johnson Senior Postdoctoral Fellow in the Department of Mathematics at Caltech. My research is generally focused on probability theory, with an emphasis on problems from the Schramm-Loewner Evolution and statistical mechanics.
Prior to being at Caltech, I was an NSERC Postdoctoral Fellow in the Department of Mathematics at the University of Toronto. I completed my graduate studies at the Courant Institute of Mathematical Sciences at New York University. My thesis advisor was Scott Sheffield.
Contact Information
lastname (at) caltech (dot) edu
Office Location
Sloan 258
Phone: 626-395-4339
Mailing Address
Tom Alberts
Department of Mathematics, Caltech
1200 East California Blvd
Pasadena, CA 91125
Research
My main focus of research is in probability theory, and within that I mostly study two-dimensional conformally invariant systems. The basic model of these are the Schramm-Loewner Evolution and its variants. I also have interests in statistical mechanics, random walks in random environments, and interacting particle systems.
Publications
The Near-Critical Scaling Window for Directed Polymers on Disordered Trees.
Alberts T. & Ortgiese M., arXiv:1205.0737v1 [math.PR].The Intermediate Disorder Regime for Directed Polymers in Dimension 1+1.
Alberts T. & Khanin K. & Quastel J., arXiv:1202.4398v1 [math.PR].The Continuum Directed Random Polymer.
Alberts T. & Khanin K. & Quastel J., arXiv:1202.4403v1 [math.PR].The Intermediate Disorder Regime for Directed Polymers in Dimension 1+1.
Alberts T. & Khanin K. & Quastel J., Physical Review Letters, 105, 090603. (2010). Online Journal.Bridge Decomposition of Restriction Measures.
Alberts T. & Duminil-Copin H., Journal of Statistical Physics, 140, 3, 467-493. (2010). Online Journal.The Covariant Measure of SLE on the Boundary.
Alberts T. & Sheffield S., To appear in Probability Theory and Related Fields. (2009). Online Journal.Hausdorff Dimension of the SLE Curve Intersected with the Real Line.
Alberts T. & Sheffield S., Electronic Journal of Probability, 40, 1166-1188. (2008). Online JournalIntersection Probabilities for a Chordal SLE Path and a Semicircle..
Alberts T. & Kozdron M., Electronic Communications in Probability. 13, 448-460. (2008). Online JournalA Locally Adaptive Transformation Method of Boundary Correction in Kernel Density Estimation.
Karunamuni R.J. & Alberts T., Journal of Statistical Planning and Inference 136, 2936-2960. (2006). Online JournalA Generalized Reflection Method of Boundary Correction in Kernel Density Estimation.
Karunamuni R.J. & Alberts T., Canadian Journal of Statistics, 33, 497-509. (2005). Online Journal.On Boundary Correction in Kernel Density Estimation.
Karunamuni R.J. & Alberts T., Statistical Methodology, 2, 191-212. (2005). Online JournalA Semiparametric Method of Boundary Correction for Kernel Density Estimation.
Alberts T. & Karunamuni R.J., Statistics and Probability Letters, 61, 287-298. (2003). Online Journal
Slide Presentations
Teaching
Caltech
University of Toronto
- Introduction to Stochastic Processes, Spring 2011
- Partial Differential Equations, Fall 2010
- Introduction to Mathematical Finance, Fall 2009
- Introduction to Stochastic Processes, Spring 2009
New York University
- Financial Econometrics and Statistical Arbitrage, Fall 2007
- Interest Rate and Credit Models, Summer 2007
- Interest Rate and Credit Models, Spring 2007
- Financial Econometrics and Statistical Arbitrage, Fall 2006
- Calculus II, Summer 2006
- Risk Management, Spring 2006
- Computing in Finance, Fall 2005
- Calculus I, Summer 2005
- Stochastic Calculus, Spring 2005
- Computing in Finance, Fall 2004
- Business Calculus, Summer 2004
- Business Calculus, Spring 2004