Nina Holden

Hi! I'm a Junior Fellow at ETH-ITS in Zürich. My mentor is Wendelin Werner. I finished my PhD at MIT in 2018 under the supervision of Scott Sheffield.

I do research in probability theory, and these are some topics I've been working on recently: conformally invariant probability, Schramm-Loewner evolutions, Liouville quantum gravity, graph limits, allocations and matchings, trace reconstruction.

My e-mail address is, and here's my CV.


2013-2018: Ph.D. in Mathematics, Massachusetts Institute of Technology, United States

2009-2010: Master in Applied Mathematics, University of Oslo, Norway

2006-2007: Visiting Student in Mathematics, Oxford University, United Kingdom

2005-2008: Bachelor in Mathematics and Computational Science, University of Oslo, Norway

Papers and preprints

Lower bounds for trace reconstruction with Russ Lyons (2018)

Percolation on triangulations: a bijective path to Liouville quantum gravity with Olivier Bernardi and Xin Sun (2018)

Negative moments for Gaussian multiplicative chaos on fractal sets with Christophe Garban, Avelio Sepulveda, and Xin Sun (2018)

Natural parametrization of percolation interface and pivotal points with Xinyi Li and Xin Sun (2018)

Minkowski content of Brownian cut points with Xinyi Li, Greg Lawler, and Xin Sun (2018)

Scaling limits of the Schelling model with Scott Sheffield (2018)

Subpolynomial trace reconstruction for random strings and arbitrary deletion probability with Robin Pemantle and Yuval Peres (2018)

A mating-of-trees approach to graph distances in random planar maps with Ewain Gwynne and Xin Sun (2017)

Trace reconstruction with varying deletion probabilities with Lisa Hartung and Yuval Peres (2017)

Gravitational allocation for uniform points on the sphere with Yuval Peres and Alex Zhai (2017)

SLE as a mating of trees in Euclidean geometry with Xin Sun (2016)

How round are the complementary components of planar Brownian motion? with Serban Nacu, Yuval Peres, and Thomas S. Salisbury (2016)

A distance exponent for Liouville quantum gravity with Ewain Gwynne and Xin Sun (2016)

Dimension transformation formula for conformal maps into the complement of an SLE curve with Ewain Gwynne and Jason Miller (2016)

Joint scaling limit of a bipolar-oriented triangulation and its dual in the peanosphere sense with Ewain Gwynne and Xin Sun (2016)

Sparse exchangeable graphs and their limits via graphon processes with Christian Borgs, Jennifer T. Chayes, and Henry Cohn (2016)

An almost sure KPZ relation for SLE and Brownian motion with Ewain Gwynne and Jason Miller (2015)

Brownian motion correlation in the peanosphere for kappa>8 with Ewain Gwynne, Jason Miller, and Xin Sun (2015)

Portfolio optimization in a jump-diffusion market with durability and local substitution: A penalty approximation of a singular control problem, Master thesis, University of Oslo (2010)


2018: Microsoft Research, Summer Intern, Redmond, United States

2017: Microsoft Research, Summer Intern, Redmond, United States

2015: Microsoft Research, Summer Intern, Cambridge, United States

2010-2013: Statkraft, Energy Market Analyst and Trainee, Norway, Germany, Belgium and Brazil

2007-2010: University of Oslo, Teaching Assistant, Oslo, Norway (part-time)

2009: Sintef, Summer Intern, Oslo, Norway

2008: CERN, Technical Student, Geneva, Switzerland

2007: Simula Research Laboratory, Summer Intern, Oslo, Norway

2006: Norwegian Defense Research Establishment, Summer Intern, Horten, Norway

In preparation

Liouville dynamical percolation with Christophe Garban, Avelio Sepulveda, and Xin Sun

Joint scaling limit of site percolation on random triangulations in the metric and peanosphere sense, with Ewain Gwynne and Xin Sun