The mathematician Simon Campese won the Rolf Tarrach Award 2016 for his doctoral thesis on probability. During the award ceremony, which was held at the Chambre of Commerce on 12 July, Erna Hennicot-Schoepges, President of the association “Amis de l’Université du Luxembourg”, presented the prize amounting to 10,000 euros.

Born to German and Italian parents, Simon Campese grew up and studied mathematics in Germany. After his master degree at TU Dortmund University, Simon joined the Mathematics Research Unit (RMATH) at the University of Luxembourg in 2010 as PhD student under the supervision of Professor Giovanni Peccati.

A very international PhD student

Entitled Optimal rates, Fourth Moment Theorems and non-linear functionals of Brownian local times, his thesis focused on limit theorems. “Roughly speaking, limit theorems allow to model highly complex random phenomena observed in the real world, such as a stock prices,” explains Simon Campese. “A limit theorem ensures that the model is close to reality and the approximation error is small. Verifying that such a limit theorem is valid can be quite complicated. In my dissertation, a general and flexible modelling framework is developed, in which this verification can be carried out in a very efficient way.”

Simon Campese really enjoyed his stay as PhD student at the University of Luxembourg: “The working conditions were perfect: spacious and well equipped offices, modern IT equipment, regular visits of external experts, easy access to all important journals and ample funding for travel. Not to speak of my advisor, who was always available for discussion and a constant source of inspiration”.

The doctoral thesis as career springboard

The publication of his thesis in 2014 was very successful, and sparked several collaborations with research groups from Denmark, France, Germany, Italy and USA. Following a postdoctoral position with Professor Domenico Marinucci at the University of Rome Tor Vergata, Simon returned to the University of Luxembourg to work with Professor Ivan Nourdin. Today he is really proud: “It is a great honour for me to receive this award, I see it as a motivating factor to continue my research activities and I am very happy to be in Luxembourg again,” he said.

By presenting this award every year since 2012, the association Amis de l'Université du Luxembourg aims to promote scientific excellence and innovative work.

Photo caption: from left, Rolf Tarrach, Simon Campese and Erna Hennicot-Schoepges; Simon Campese, © Michel Brumat / Amis de l'Université du Luxembourg 2016