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Prof. Gonzalo Panizo

Área: Probability
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Summary

Doctor in Probability at IMPA, Brasil (2001) Master in Mathematical Physics at MRI Utrecht, The Netherlands (1995) Baccalaureate in Physics at PUCP, Perú (1992)

Research interests:

Random Media, Interacting Particle Systems, Random Walks, Interface between physics and probability.

Doctoral students:

Giancarlos Oviedo, Gustavo Paucar

Master students:

Daniel Camarena (thesis January 2021)

Past interests:

Stochastic modeling in nuclear physics, economics and finance, financial risk.

Publications

  • Oviedo, G., Panizo, G., & Ramírez, A. F. (2022). Second order cubic corrections of large deviations for perturbed random walks. Electronic Journal of Probability, 27, 1–45.
  • Camarena, D., Panizo, G., & Ramírez, A. F. (2021). An overview of the balanced excited random walk. In M. E. Vares, R. Fernández, L. R. Fontes, & C. M. Newman (Eds.), In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius (pp. 207–217). Cham: Springer International Publishing.
  • Panizo, G., & Paucar, G. (2018). El movimiento browniano con reflexión como un problema de martingala. REVCIUNI, 21.
  • Bustamante, M.G., Cruz, F.W., Vuille, M., Apaéstegui, J., Strikis, N., Panizo, G., … Edwards, R.L. (2016). Holocene changes in monsoon precipitation in the andes of ne peru based on δ18o speleothem records. Quaternary Science Reviews, 146, 274-287. URL: https://www.sciencedirect.com/science/article/pii/S0277379116301603, doi:https://doi.org/10.1016/j.quascirev.2016.05.023
  • Claudio Landim, Gonzalo Panizo, H.T Y. (2002). Spectral gap and logarithmic sobolev inequality for unbounded conservative spin systems. Annales de l'institut Henri Poincare (B) Probability and Statistics, 38(5), 739-777.