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

[email protected]
potential theory, Markov processes

Sergey Bobkov

Sergey Bobkov

Professor

[email protected]
geometric and functional isoperimetric inequalities, concentration of measure and isoperimetry

Maury Bramson

Maury Bramson

Professor Emeritus

[email protected]
probability theory

Jeffrey Calder

Jeffrey Calder 

Associate Professor

[email protected]
partial differential equations, numerical analysis, applied probability, machine learning, image processing and computer vision

Wei-Kuo Chen

Wei-Kuo Chen

Associate Professor

[email protected]
probability theory, mathematical physics

Jasmine Foo

Jasmine Foo

Northrop Professor

[email protected]
mathematical biology and applied mathematics

Lawrence Gray

Lawrence Gray

Professor Emeritus

[email protected]
probability theory, Markov processes, interacting particle systems

Gregory Handy headshot

Gregory Handy

Assistant Professor

[email protected]
theoretical neuroscience, applied mathematics, stochastic processes, mathematical biology, dynamical systems, and calcium dynamics

Nicolai Krylov

Nicolai Krylov

Professor Emeritus

[email protected]
partial differential equations, probability

William Leeb

William Leeb

Associate Professor

[email protected]
applied mathematics, computational harmonic analysis, signal and image processing, data analysis

Yulong Lu headshot

Yulong Lu

Assistant Professor

[email protected]
Mathematical foundations of machine learning and data sciences, applied probability and stochastic dynamics, applied analysis and PDEs, Bayesian and computational statistics, inverse problems and uncertainty quantification

Andrew Odlyzko

Andrew Odlyzko

Professor

[email protected]
computational complexity, cryptography, number theory, combinatorics, coding theory, analysis, probability theory, ecommerce, and economics of data networks

Arnab Sen

Arnab Sen

Associate Professor

[email protected]
random graphs, random matrices, mathematical physics, discrete harmonic analysis

Mike Weimerskirch

Mike Weimerskirch

Associate Professor

[email protected]
combinatorial game theory, probability theory and the ranking of NCAA football teams, math education