Personal profile
Research interests
My research is in applied probability. In many real-life situations probability distributions of interest are tricky to handle, but can be well approximated by distributions which are much easier to work with (such as a Gaussian or Poisson distribution). I specialise in establishing approximation results, often with explicit error bounds, which then allow us to better understand statistics of interest arising from complex stochastic systems. I am particularly interested in developing both theoretical results and related applications in
- random graphs and networks,
- Markov processes, and
- actuarial models.
Roles & Responsibilities
I am undergraduate Senior Programme Director in the Department of Actuarial Mathematics and Statistics, where I also lead courses in statistical modelling and data analysis.
From January 2022 to December 2024 I served as Director of the Scottish Mathematical Sciences Training Centre (SMSTC), which offers graduate-level training in mathematics and statistics to students from a consortium of nine Scottish universities.
I have also previously served as programme director of the MSc Financial Mathematics (run jointly with the University of Edinburgh), and as vice chair of the Applied Probability section of the Royal Statistical Society.
Biography
I completed a PhD in Mathematics at the University of Nottingham in 2008. I then spent around 18 months at the University of Zurich and three years at the University of Bristol in postdoctoral research positions. I took up a lectureship at Heriot-Watt in August 2013, where I was promoted to Associate Professor in 2021.
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Collaborations and top research areas from the last five years
Research output
- 24 Article
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The Conway-Maxwell-Poisson distribution: Distributional theory and approximation
Daly, F. A. & Gaunt, R., 2016, In: ALEA: Latin American Journal of Probability and Mathematical Statistics. 13, 2, p. 635–658 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile32 Link opens in a new tab Citations (Scopus)1763 Downloads (Pure) -
A negative binomial approximation in group testing
Yu, L., Daly, F. A. & Johnson, O., Oct 2023, In: Probability in the Engineering and Informational Sciences. 37, 4, p. 973-996 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Link opens in a new tab Citation (Scopus)124 Downloads (Pure) -
Asymptotics for Cliques in Scale-Free Random Graphs
Haig, A., Daly, F. & Shneer, V., Nov 2022, In: Journal of Statistical Physics. 189, 2, 19.Research output: Contribution to journal › Article › peer-review
Open AccessFile51 Downloads (Pure) -
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, F., 3 Jul 2022, In: Scandinavian Actuarial Journal. 2022, 6, p. 471-487 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Link opens in a new tab Citations (Scopus)187 Downloads (Pure) -
Stein's method and stochastic orderings
Daly, F. A., Lefèvre, C. & Utev, S., Jun 2012, In: Advances in Applied Probability. 44, 2, p. 343-372 30 p.Research output: Contribution to journal › Article › peer-review
17 Link opens in a new tab Citations (Scopus)