Dr Owen Jones

Homepage of Owen Jones


Semester 2

Research Interests

Stochastic modelling, in particular in forest hydrology
Construction and estimation of self-similar and fractal processes
Stochastic optimisation

Selected Publications



  • Decrouez, G., Hambly, B. and Jones, O.D., The Hausdorff spectrum of a class of multifractal processes. Stochastic Processes and their Applications, 2015. Preprint version
  • Owen D Jones, Petter Nyman and Gary J Sheridan. Modelling the effects of fire and rainfall regimes on extreme erosion events in forested landscapes. Stochastic Environmental Research and Risk Assessment, 2014.
  • David Rolls and Owen D Jones, An improved test for continuous local martingales. Communications in Statistics – Theory and Methods, 2014.
  • F. Eng, H-S. Gan, O. Jones, The Role of Communication in Emergency Evacuations: An Analysis of a Ring Network with a Static Disruption. Proceedings of the 17th International IEEE Conference on Intelligent Transportation Systems, Qingdao, China, October 8–11 2014.
  • A.W. Kowalewski, O.D. Jones, K. Ramamohanarao. Volatility homogenisation kernel for forecasting. Proceedings of the International work-conference on Time Series (ITISE), Grenada, Spain June 25–27 2014, pp. 291–302.
  • A.W. Kowalewski, O.D. Jones, K. Ramamohanarao. Volatility homogenisation decomposition for forecasting. Proceedings of IEEE Computational Intelligence for Financial Engineering and Economics, London, U.K., March 27–28 2014, pp. 182–189.
  • S. Appalasamy, H.S. Gan, O.D. Jones, N.H. Moin, C.S. Tan. Transmission loss modelling and analysis with multiple linear regression. MODSIM 2013.  
  • Geoffrey Decrouez, Pierre-Olivier Amblard, Owen Jones. Estimation of the multifractal spectrum using the crossing tree. Gretsi 2013.
  • Gary J. Sheridan, Philip J. Noske, Patrick N.J. Lane, Owen D. Jones and Christopher B. Sherwin. A simple two parameter model for scaling hillslope surface runoff. Earth Surface Processes and Landforms, 2013.
  • Jones, O.D., Sheridan, G.J. and Lane P.J. Using queuing theory to describe steady-state runoff-runon phenomena and connectivity under spatially variable conditions. Water Resources Research, 2013.
  • Decrouez, G. and Jones, O.D., A class of multifractal processes constructed using an embedded branching process. The Annals of Applied Probability, Vol. 22, No. 6, pp. 2357–2387, 2012. DOI Full text
  • O.D. Jones, P. Nyman and G.J. Sheridan, A stochastic coverage model for erosion events caused by the intersection of burnt forest and convective thunderstorms Proceedings MODSIM2011, pp. 2338-2344, 2011. Full text
  • Jones, O.D. and Rolls, D.A., A characterisation of, and hypothesis test for, continuous local martingales. Electronic Comm. Prob. 16, pp. 638-651, 2011. Full text
  • Biggins, J.D., Hambly, B.M. and Jones, O.D., Multifractal spectra for random self-similar measures via branching processes. Adv. Appl. Prob., 43, pp. 1-39, 2011. Preprint version
  • Jones, O.D., Sheridan, G.J. and Lane, P.N.J., A stochastic runoff model incorporating spatial variability. Proceedings 18th World IMACS Congress/MODSIM09, pp. 1865-1871, 2009. Full text
  • Decrouez, G., Amblard, P-O., Brossier, J-M and Jones, O.D., Galton-Watson iterated function systems.
    J. Phys. A: Math. Theor., 42, pp. 095101-095117, 2009. DOI Preprint version
  • Davey, A.J.H., Doncaster, C.P. and Jones, O.D., Distinguishing between interference and exploitation competition for shelter in a mobile fish population.
    Environmental Modelling and Assessment, 14, pp. 555-562, 2009. DOI Preprint version and data
  • Zaeem Burq and Owen Jones, Simulation of Brownian motion at first passage times.
    Mathematics and Computers in Simulation, 77, pp. 64-71, 2008. DOI Preprint version.
  • Andre Costa, Owen Jones and Dirk Kroese. Convergence Properties of the Cross-Entropy Method for Discrete Optimization.
    Operations Research Letters, 35, pp. 573-580, 2007. DOI Preprint version.
  • Owen Jones, Modelling Electricity Power Cuts in the UK.
    ANZIAM J., 47 (EMAC2005), pp. C585-C602, 2007. Full text.
  • Johnnie Johnson, Owen Jones and Leilei Tang, Exploring decision makers' use of price information in a speculative market.
    Management Science, vol. 52, pp. 897-907, 2006. Abstract.
  • Russell Cheng and Owen Jones, Analysis of distributions in factorial experiments.
    Statistica Sinica, 14, pp 1085--1103, 2004. Abstract.
  • Owen Jones, Large deviations for supercritical multi-type branching processes.
    J. Appl. Probab, 41, pp 703--720, 2004. Abstract.
  • Owen Jones, Fast, efficient on-line simulation of self-similar processes.
    In Thinking in Patterns: Fractals and Related Phenomena in Nature, M.M. Novak Ed., pp 165-176, World Scientific 2004. Abstract and corrected version.
  • Owen Jones and Yuan Shen, Estimating the Hurst index of a self-similar process via the crossing tree.
    Signal Processing Letters, 11, pp 416--419, 2004. Abstract.
  • Ben Hambly and Owen Jones, Thick and thin points for random recursive fractals.
    Adv. Appl. Prob., 35(2003), 251-277. Abstract.
  • Ben Hambly and Owen Jones, Asymptotically one-dimensional diffusion on the Sierpinski gasket and multi-type branching processes with varying environment.
    J. Theoret. Prob., 15(2002), 285-322. Abstract.
  • Owen Jones, Ted White and Bronwen Butler, Estimating crystal growth rates using computed tomography.
    Inverse Problems, 16(2000), 1477-1485. Abstract.
  • Owen Jones, On the convergence of multi-type branching processes with varying environments.
    Ann. Appl. Prob., 7(1997), 772-801. Full text (postscript) and errata (postscript).
  • Owen Jones, Transition probabilities for the simple random walk on the Sierpinski graph.
    Stoc. Proc. Appl., 61(1996), 45-69. Abstract.


Individuals are free to use this code for the purpose academic research, provided it is properly acknowledged. For any other use, permission must first be arranged with the author(s).

Simulating Brownian motion at first passage times

Matlab and R code for simulating Brownian motion as it first crosses points in delta*Z. A description of the algorithm is given in the paper "Simulation of Brownian motion at first-passage times".

Estimation of the Hurst index

Matlab code for estimating the Hurst index H of a self-similar process. Details of the algorithm are available in the paper "Estimating the Hurst index of a self-similar process via the crossing tree".

Embedded Branching Process (EBP) self-similar processes

Matlab code for simulating EBP self-similar processes. Details of the algorithm are available in the paper "Fast, efficient on-line simulation of self-similar processes".

Multifractal-EBP processes

Matlab code for simulating Multifractal-EBP (MEBP) processes. MEBP processes are a generalisation of EBP processes, which incorporate a multifractal time-change defined using a cascade process on the crossing tree.
  • MEBP.m an easy to use front end
  • MEBPsim.m a more flexible front end (saves a process state which allows later simulation of additional points)
  • MEBPincr.m used by MEBPsim
  • MEBPexpd.m used by MEBPsim
  • MEBPinit.m used to generate initial state

Other Information

Some links to (work related) places I'm fond of: