Pierre Nyquist's Avatar

Pierre Nyquist

@pierrenyquist

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

423
Followers
159
Following
120
Posts
13.11.2024
Joined
Posts Following

Latest posts by Pierre Nyquist @pierrenyquist

generation of Swedes that can step into the shoes of the old one". Friends, the regular visitors to the Leadbetter home were (primarily) Cramér and later on Kallenberg. Luckily this was before I knew who they were, otherwise imposter syndrome would have kicked into overdrive that very first night.

27.02.2026 20:16 👍 3 🔁 0 💬 0 📌 0

the Leadbetters and when it was time to settle in day 1 Ross walked us downstairs and to a room where there was a Swedish flag. I guess he saw my confusion and proceeded to say something along the lines "Oh this is the room where my Swedish visitors used to stay. It is so nice to now have a new

27.02.2026 20:16 👍 2 🔁 0 💬 1 📌 0

Story time: Regardless of my own research area, and frankly nationality, I have a great affinity for Cramér dating back to my first visit to the US. I was coming as an undergrad to Chapel Hill to visit Ross Leadbetter and Amarjit Budhiraja for six months. First couple of days we were staying with

27.02.2026 20:16 👍 2 🔁 0 💬 1 📌 0

Correction: 3 years, as it clearly says in the book. I blame the local people that said two years during lunch today. Also, Itô especially mentions the joy of spending time with Cramér while here and for some reason this made me happy.

27.02.2026 14:51 👍 2 🔁 0 💬 1 📌 0
Preview
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...

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:

27.02.2026 14:49 👍 8 🔁 1 💬 1 📌 0

Finally getting back to making a paper we "finished" before Christmas submissions-ready. Me this morning: This will only take a day or two. Me 7h later: ok so the notations section is almost done...

23.02.2026 14:08 👍 1 🔁 0 💬 0 📌 0
Preview
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...

💡 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...

17.02.2026 10:04 👍 4 🔁 2 💬 0 📌 0
Cramérsällskapet – Start | Statistikfrämjandet

Happy and proud that Federica received this year's Cramér prize from the Cramér Society (and, I guess, by extension the Swedish Statistics Society). Incredibly well-deserved; extra fitting that the thesis dealt with challenging problems at the intersection of stats & large deviations.

09.02.2026 21:25 👍 0 🔁 0 💬 0 📌 0

You managed to live in Boston and not be converted to liking it even a little bit? Strong!

09.02.2026 01:47 👍 1 🔁 0 💬 1 📌 0

This is highlighting something that I believe is becoming increasingly problematic at technical universities in Sweden, and more generally (Swedish) society as far as education goes.

09.02.2026 01:43 👍 2 🔁 0 💬 0 📌 0

The similarities between writing mathematics and writing novels are piling up.

08.02.2026 14:00 👍 11 🔁 1 💬 0 📌 0

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.

07.02.2026 22:51 👍 0 🔁 0 💬 0 📌 0
Preview
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...

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.

02.02.2026 10:22 👍 6 🔁 0 💬 0 📌 1

intellectual effort were interesting. With the increased use of LLMs to shape courses etc., I found hearing this comforting. Same thing with how everyone that is interviewed highlight and champion their students. Ok, back to caring for the sick people over here.

31.01.2026 21:14 👍 1 🔁 0 💬 0 📌 0

and refreshing to hear from some of the leading researchers in their fields. Sure, they might have arrived at this feeling later on in their careers, when the pressure of publishing and so on is gone, but still. Especially Stephen Boyd's comments on teaching and how it should be an intense

31.01.2026 21:14 👍 1 🔁 0 💬 1 📌 0

spoken at great length on the benefits and joys of teaching, how it is not something to do "on the side" of research etc. This is counter to all the incentives you will typically see at a local level (I am fortunate that it does not really apply to the places I am affiliated with, only some)

31.01.2026 21:14 👍 3 🔁 0 💬 1 📌 0

In particular, it has been wonderful to listen to the different thoughts on teaching and supervision. Of course there is a selection bias—there are of course other equally accomplished scientists that perhaps are not as suited for/will decline a podcast—but invariably so far they have all

31.01.2026 21:14 👍 1 🔁 0 💬 1 📌 0
Preview
inControl The first podcast on control theory. inControl shop: https://incontrolpodcast.myshopify.com/

As 3/5ths of the family has been down with the flu for over a week, I have had a lot of "free" (aka cannot work but also not directly occupied) time and have gone through lots of episodes of the InControl podcast that I had saved "for later". Supreme content for anyone in control/PDE/probability

31.01.2026 21:03 👍 2 🔁 0 💬 1 📌 1

Managed to set up an exam problem that was at the same time (much!) easier than I intended and just horrible to grade.

30.01.2026 21:58 👍 1 🔁 0 💬 0 📌 0

Second time in a row I have submitted something with several hours left until deadline. Feels strange to not have the adrenaline rush of "what if the submission portal does not load".

30.01.2026 10:28 👍 2 🔁 0 💬 0 📌 0

Currently thinking about starting some kind of activity for grad students and postdocs where we discuss these meta-matters—how to read and write papers, different ways to pick topics, how to approach seminars etc.—and something like this could be an interesting case study in that setting. (8/8)

29.01.2026 11:00 👍 3 🔁 0 💬 0 📌 0

process actually helps make the science better. Not in terms of the actual results, but in how we communicate it. Of course this could happen outside of the journal system, but I do not yet have a good, feasible idea for how that is not "send it to a friend/colleague that gives you comments". (7/8)

29.01.2026 11:00 👍 2 🔁 0 💬 1 📌 0

cumbersome derivations (Taylor expansions galore!). This is now the second paper in a row for Federica where the referee comments really highlighted some blindspots for us and allowed us to make the papers significantly better. Overall, I think it is good to highlight these cases, where the (6/8)

29.01.2026 11:00 👍 2 🔁 0 💬 1 📌 0

time, but in that we were building in a lot of implicit assumptions and interpretations. In hindsight it is clear that the paper is now (much!) better, it is aimed more directly at the intended audience, and the main results are easy to find without going through all the necessary but (5/8)

29.01.2026 11:00 👍 2 🔁 0 💬 1 📌 0

took care to formulate what the essence of the paper was to us. This meant new title, re-writing much of the introduction to change the perspective, re-organise the paper to make it clear what the main results were, etc. Of course we had done what we thought was a good job with this the first (4/8)

29.01.2026 11:00 👍 2 🔁 0 💬 1 📌 0
Preview
A large deviation principle for the empirical measures of Metropolis–Hastings chains To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target di…

the reviewers saw it merely as an application of our past work (see below) and the main point was checking a specific condition. After reading through the paper again, it was clear that although that was not how we intended it, that was exactly the way the paper read! We then sat down and (3/8)

29.01.2026 11:00 👍 2 🔁 0 💬 1 📌 0

go at Annals of Applied Probability. I thought it was a 50/50 proposition for AAP, mainly because the reviewers were likely to either like the approach or not, and that would in my mind decide the outcome. When the reviews came back, I was rather surprised by the interpretation of the paper: (2/8)

29.01.2026 11:00 👍 3 🔁 0 💬 1 📌 0
Preview
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...

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)

29.01.2026 11:00 👍 7 🔁 1 💬 1 📌 0

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…

25.12.2025 17:12 👍 2 🔁 0 💬 0 📌 0

Oh it's been something trying to explain all of this to the biology-people that were also on the paper.

20.12.2025 21:20 👍 1 🔁 0 💬 0 📌 0