RESEARCH: Probability

The research of the faculty covers a broad area of probability theory and its applications.



Faculty
  • Alexander, Kenneth:  Probability models in statistical mechanics:  lattice models (Ising model, Potts model, percolation, etc.), Gibbs distributions, phase transitions, disordered models.
    Arratia, Richard: Probability, especially as related to combinatorics and number theory, coupling, and approximation.
  • Bartroff, Jay: Mathematical statistics, sequential analysis, and applications.
  • Baxendale, Peter: Stochastic dynamical systems; equilibrium, stability and bifurcation for solutions of stochastic differential equations; applications to stochastic neuronal models.
  • Fulman, Jason: Markov chains, probability on algebraic structures, random matrix theory, Stein's method.
  • Goldstein, Larry: Distributional approximation and Stein's method,sampling schemes in epidemiology, statistical efficiency, optimal stopping.
  • Lototsky, Sergey: Stochastic partial differential equations, optimal nonlinear filtering of diffusion processes, statistical inference for continuous-time processes.
  • Ma, Jin: Stochastic analysis, stochastic differential equations, stochastic control theory, mathematical finance and insurance.
  • Mikulevicius,Remigijus: Stochastic differential equations, stochastic analysis.
  • Piterbarg, Leonid: Applied stochastic analysis, statistical models in physical oceanography.
  • Schumitzky, Alan: Stochastic control theory, estimation theory and applications.Population pharmacokinetics theory and applications. Bayesian analysis of nonlinear mixture models.
  • Tartakovsky, Alexander: Sequential analysis; optimal stopping; limit distributions of stopping times; convergence rates in the strong law of large numbers.
  • Tavare, Simon (Department of Biological Sciences): Statistics, computational biology, stochastic computation.
  • Waterman, Michael (Department of Biological Sciences): Computational biology, probability, statistics.
  • Zhang, Jianfeng: Stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.
 

Post Docs and Visitors
  • Yin, Hong (Financial mathematics and fluid mechanics)
  • Polunchenko, Alexey (Sequential analysis)
 
Current graduate students:
  • Chen, Jianfu (J. Ma)
  • DeSalvo, Stephen (R. Arratia)
  • Du, Jie (J. Zhang)
  • Kaligotla, Sivaditya (S. Lototsky)
  • Lin, Wei (L. Goldstein)
  • Liu, Wei (S. Lototsky)
  • Lin, Ning (S. Lototsky)
  • Nibert, Joel (P. Baxendale)
  • Pham, Triet (J. Zhang)
  • Sokolov, Greg (A. Tartakovsky) 
  • Song, Jinlin (J. Bartroff)
  • Subhankar Ghosh (L. Goldstein)
  •  Wang, Huanhuan (J. Ma)
  • Wang, Xin (J. Ma)
  • Wang, Xinyang (J. Ma)
  •  Xu, Li (K. Alexander) 
  • Yildirim, Gokhan (K. Alexander)
  • Yun, Youngyun (J. Ma)
  • Zhang, Changyong (R. Mikulevicius)
Recent PHD’s:
  • Cialenco, Igor (S. Lototsky)
  • Li, Xiumfang (S. Lototsky)
  • Liu. Haoyuan (R. Mikulevicius)
  • Mayberry, John (P. Baxendale)
  • Pehlivan, Lerna (J. Fulman)
  • Piterbarg, Yulia (A. Schumitzky with G. Rosen) 
  • Polunchenko, Alexey  (A. Tartakovsky)
  • Ross, Nathan (J. Fulman)
  • Song, Qian (S. Lototsky)
  • Stemmann, Karsten (S. Lotosky)                                                                                          
  • Tatarinova, Tatiana (A. Schumitzky)
  • Villalobos, Jose (J. Zhang) 
  • Wang, Xiaoning (A. Schumitzky with D. D’Argenio, BME) 
  • Zeng, Yu (P. Baxendale) 
  • Zhou, Yuegang (J. Zhang)