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