For details about my research, please see my personal webpage: https://www.ma.imperial.ac.uk/~pernst/

I am Chair (and Full Professor) in Statistics and Royal Society Wolfson Fellow at Imperial College London's Department of Mathematics.

Research Interests: Applied probability, exact distribution theory, mathematical finance, mathematical statistics, operations research, optimal stopping, queueing systems, statistical inference for stochastic processes, stochastic control, and time series analysis.

Editorial Work: I currently serve as an Associate Editor for the following six journals: Journal of the American Statistical Association (Theory & Methods), Journal of Stochastic Analysis, Mathematics of Operations Research, Statistics & Probability Letters, Stochastics, and The American Statistician. I was previously Guest Editor-in-Chief for "In Memoriam: Larry Shepp," a special issue of Stochastic Processes and their Applications, which appeared in August 2022.

In August 2024, I began a three year term as an elected member of the Institute of Mathematical Statistics (IMS) Council.

Selected Research Honours

2026 Institute of Mathematical Statistics (IMS) Medallion Award & Lecture

2023-2026: British Academy/Wolfson Fellowship

2023 Lebesgue Chair at Henri Lebesgue Center (Roscoff, France)

2022- 2027: Royal Society Wolfson Fellowship

2022-2025: Elected to 2022 COPSS Leadership Academy

2022: Appointed "Chaire Internationale" (visiting international research chair) at Department of Mathematics, Université Libre de Bruxelles

2020: INFORMS Donald P. Gaver, Jr. Early Career Award for Excellence in Operations Research (inaugural winner)

2018: Institute of Mathematical Statistics (IMS) Tweedie New Researcher Award

2018-2021: U.S. Army Research Office (ARO) Young Investigator Award (ARO-YIP-71636-MA). Next-generation quickest detection.