Probability and Stochastic Processes

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More about probability and stochastic processes

Applied and computational probability in the department is present in the areas of:

  • Data science
  • Machine learning
  • Mathematical biology
  • Number theory

Seminars

  • Weekly probability seminar
  • Seminar series in data science and mathematical biology

Faculty

John Baxter

John Baxter

Professor Emeritus

baxter@math.umn.edu
potential theory, Markov processes

Sergey Bobkov

Sergey Bobkov

Professor

bobko001@umn.edu
geometric and functional isoperimetric inequalities, concentration of measure and isoperimetry

Maury Bramson

Maury Bramson

Professor

bramson@umn.edu
probability theory

Jeffrey Calder

Jeffrey Calder 

Associate Professor

jwcalder@umn.edu
partial differential equations, numerical analysis, applied probability, machine learning, image processing and computer vision

Wei-Kuo Chen

Wei-Kuo Chen

Associate Professor

wkchen@umn.edu
probability theory, mathematical physics

Jasmine Foo

Jasmine Foo

Professor

jyfoo@umn.edu
mathematical biology and applied mathematics

Lawrence Gray

Lawrence Gray

Professor Emeritus

gray@math.umn.edu
probability theory, Markov processes, interacting particle systems

Pei-Ken Hung

Pei-Ken Hung

Assistant Professor

pkhung@umn.edu
geometric analysis, general relativity, integrable probability

Nicolai Krylov

Nicolai Krylov

Samuel G. Ordway Professor

krylov@math.umn.edu
partial differential equations, probability

William Leeb

William Leeb

Assistant Professor

wleeb@umn.edu
applied mathematics, computational harmonic analysis, signal and image processing, data analysis

Andrew Odlyzko

Andrew Odlyzko

Professor

odlyzko@math.umn.edu
computational complexity, cryptography, number theory, combinatorics, coding theory, analysis, probability theory, ecommerce, and economics of data networks

Arnab Sen

Arnab Sen

Associate Professor

arnab@umn.edu
random graphs, random matrices, mathematical physics, discrete harmonic analysis

Mike Weimerskirch

Mike Weimerskirch

Contract Associate Professor

weim0024@math.umn.edu
combinatorial game theory, probability theory and the ranking of NCAA football teams, math education