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)