The french version of this page.

I am actually in post-doc in NYU Shanghai (New York University of Shanghai).

From September 2015 to August 2016, I was research and teaching assistant in Mathematics at Mines Nancy (French engineering school) and in the probability and statistics team of IECL, mathematics department of University of Lorraine.

From 2012 to 2015, I was PhD student at LaBRI, computer science laboratory of University of Bordeaux. I defended my thesis on "Probabilistic cellular automata iterated ad libitum and iterated processes ad libitum" on 19 November 2015 under the supervision of Jean-François Marckert at LaBRI. The thesis is available here and the slides (in French) here.

I was student at ENS from 2008 to 2012. I obtained my Master 2 in Probability and Statistic at the University Paris 11 in 2011.

My detailed curriculum vitae can be found here.

Research activities

My main research domains are

  • probabilistic cellular automata and their applications, in particular to statistical physics models (8-vertex model and other integrable model of statistical physics), and
  • iteration ad libitum of stochastic processes.

Keywords of research domains :

  • probabilitic cellular automata, Markovian invariant distributions, Markov chains, traingular PCA, 8-vertex model, correlation function,
  • iterated Brownian motion, iterated stable processes, finite dimensional laws, iterated function systems.

I am also interested by any question or problem related to probability, discrete mathematics or statistical physics domains.


The detailed list of my publications.


Since August 2017, I am giving recitations of "Calculus" to NYU Shanghai students.

In 2016-2017: I gave recitation of "Calculus" and "Dynamics" to NYU Shanghai students.

In 2015-2016: I gave tutorial and lecture of "Mathematics Refresher Course" for M1 foreigner students at Mines Nancy. I gave tutorial in "Statistics", "Numerical analysis" and "Probability" for L3 and M1 student at Mines Nancy.

In 2014-2015: I gave tutorial in "Probabilities" for L1 and L2 students in MIASHS (Mathematics and Computer sciences applied to Social and Human Sciences) and in "Statistical Inference" for L2 MIASHS students at the University of Bordeaux.

In 2013-2014: I gave lecture and tutorial in "Mathematics" and tutorial in "Probability and Statistics" for L1 students at the IUT HSE (Hygiene, Safety and Environment) of Bordeaux.

The detailed of my teaching can be found in my curriculum vitae.

To contact me

By mail: jerome.casse(at)nyu.edu.

By letter: 
Jérôme Casse 
NYU Shanghai
1555 Century Avenue
Pudong, Shanghai, China 200112

By phone: +86 021 205 96146 or +33 (0)6 42 85 63 62.

In person: office 1133 of NYU Shanghai.