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Jevgenijs Ivanovs awarded the 2020 Erlang Prize

On Nov 11 2020, Jevgenijs Ivanovs was awarded the 2020 INFORMS Applied Probability Society Erlang Prize

2020.11.12 | Lars Madsen

Jevgenijs Ivanovs (private photo)

INFORMS is the main international society for Operations Research and Management Science, with a scope ranging from industrial applications to theoretical mathematics. The Erlang Prize is given biennially by the subdivision called the Applied Probability Society as a "recognition of outstanding contributions to applied probability made by an early career researcher". The name of the prize is in honour of the work of A.K. Erlang. In the period 1909–20, when employed at the Copenhagen Telephone Company, Erlang developed some fundamental ideas in applied probability that still remain relevant.

Jevgenijs originates from Latvia and received his PhD from University of Amsterdam and Eindhoven University of Technology in 2011. He quickly established himself as a leader in the area of Markov additive processes and their applications. After 4 years as PostDoc in Lausanne, he joined Aarhus University in 2016 and holds the prestigious Sapere Aude grant. In recent years, he has considerably widened his fields of research, in particular to the areas of Lévy processes, high frequency models, and extreme value theory.

Jevgenijs's research combines elegance and penetration power in a remarkable way. The committee for the 2020 Erlang Prize gives the following motivation:

"This award recognizes Jevgenijs Ivanovs's fundamental contributions to the theory of stochastic processes, and in particular, of Markov additive processes and Lévy processes. These processes are prevalent in queuing models, financial models, and insurance risk. Ivanovs's work is characterized by powerful technical skill, sophisticated reasoning, and great attention to exposition. He is a prolific researcher whose contributions are both deep and creative, and as such he has established himself as one of the leading applied probabilists of his generation".

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