Dr. Hugo Panzo

Dr. Panzo completed his PhD in Mathematics at the University of Connecticut Storrs. He will do postdoctoral research in the Department of Electrical Engineering at the Technion.

His main research interest involves conditioning stochastic processes and computing related scaling limits. The problem of conditioning a Markov process on events of probability zero or events with asymptotically diminishing probability has a long and fruitful history. Basic examples of conditioned processes such as Brownian bridge, the normalized Brownian excursion, and the Brownian meander have found their way into a variety of applied models in widely ranging fields such as physics, finance, and biology. His postdoc research focuses on a related concept, that of penalization, which in some sense is more general than conditioning. His goal is to prove for scaled penalization a general result of scope.

Dr. Panzo is known as an extremely thorough researcher, an excellent pure probabilist with a very deep knowledge of Brownian motion who is able to carry out explicit and long computations. His results are expected to be important in analysis and probability. As a graduate student at the University of Connecticut, he assisted with federally funded Research Experiences for Undergraduates (REU) programs and has collaborated on several papers with undergraduate coauthors.