Rate My Professor Gregory Markowsky

Dr. Gregory Markowsky is a Senior Lecturer in the School of Mathematics, Faculty of Science, at Monash University. He obtained his Ph.D. in Mathematics from the CUNY Graduate Center in 2005, advised by Jay Rosen, with a dissertation titled 'The derivative of intersection local time of Brownian motion and stable processes in the plane.' He was awarded the NSF Graduate Fellowship during 2002-2006. Earlier, he earned an M.S. in Mathematics from the University of Washington in 2001, where he received the Outstanding Graduate Student Award, and a B.A. in Mathematics from the University of Maine in 1998. His career includes a postdoctoral position at POSTECH in Pohang, South Korea, from 2009 to 2011, focusing on stochastic processes and graph theory, and a Research Associate role at Wolfram Research in Cambridge, MA, from 2007 to 2009, contributing to Mathematica and WolframAlpha programming.

Markowsky's research specializations encompass complex analysis, stochastic processes—particularly planar Brownian motion and its properties such as Green's functions and stopping times—graph theory, combinatorics, probability, and statistics. He has produced over 60 research outputs, including key publications such as 'On the planar Brownian Green's function for stopping times' (Journal of Mathematical Analysis and Applications, 2017), 'A remark on the probabilistic solution of the Dirichlet problem for simply connected domains in the plane' (Journal of Mathematical Analysis and Applications, 2018), 'Remarks on Gross’ technique for obtaining a conformal Skorohod embedding of planar Brownian motion' (Electronic Communications in Probability, 2020), and more recent works like 'Banknote Life in India: A Survival Analysis Approach' (Journal of Quantitative Economics, 2024) and 'On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes' (Stochastic Processes and their Applications, 2025). Markowsky has secured significant funding, including the ARC DECRA grant DE140101201 for planar Brownian motion and complex analysis ($366,404) and ARC Discovery Project DP140100559 on finite Markov chains ($300,000 as co-chief investigator). He teaches advanced courses such as Complex Analysis and Integral Transforms (MTH3020), Time Series and Random Processes (MTH3230), and supervises honours and postgraduate students. Additionally, he contributes to the academic community through refereeing for journals like Stochastic Processes and their Applications and European Journal of Combinatorics, reviewing ARC grant proposals, and serving as a reviewer for Mathematical Reviews.