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@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

Northrop Professor

jyfoo@umn.edu
mathematical biology and applied mathematics

Lawrence Gray

Lawrence Gray

Professor Emeritus

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

Gregory Handy headshot

Gregory Handy

Assistant Professor

ghandy@umn.edu
theoretical neuroscience, applied mathematics, stochastic processes, mathematical biology, dynamical systems, and calcium dynamics

Pei-Ken Hung

Pei-Ken Hung

Assistant Professor

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

Nicolai Krylov

Nicolai Krylov

Professor Emeritus

krylov@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

Yulong Lu headshot

Yulong Lu

Assistant Professor

yulonglu@umn.edu
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

odlyzko@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

Associate Professor

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