{"id":1072,"date":"2023-06-25T19:26:21","date_gmt":"2023-06-26T02:26:21","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=1072"},"modified":"2023-06-25T19:26:22","modified_gmt":"2023-06-26T02:26:22","slug":"mathematics-probability","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/mathematics-probability\/","title":{"rendered":"Probability Group @ USC"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
\n\n \n \n
\n\n \n

The research of the faculty covers a broad area of probability theory, mathematical statistics, and their applications.<\/p>\n

FACULTY<\/h3>\n
    \n
  1. Alexander, Kenneth<\/a>: Probability models in statistical mechanics: lattice models (Ising model, Potts model, percolation, etc.), phase transitions, disordered models.<\/li>\n
  2. Arratia, Richard<\/a>: Probability, especially as related to combinatorics and number theory, coupling, and approximation.<\/li>\n
  3. Baxendale, Peter<\/a> [emeritus]: Stochastic dynamical systems; equilibrium, stability and bifurcation for solutions of stochastic differential equations; applications to stochastic neuronal models.<\/li>\n
  4. Dimitrov, Evgeni: Integrable probability.<\/li>\n
  5. Fulman, Jason<\/a>: Markov chains, probability on algebraic structures, random matrix theory, Stein’s method.<\/li>\n
  6. Goldstein, Larry<\/a>: Distributional approximation and Stein’s method, high dimensional statistics, concentration inequalities, sampling schemes in epidemiology, statistical efficiency, optimal stopping.<\/li>\n
  7. Lototsky, Sergey<\/a>: Stochastic partial differential equations, optimal nonlinear filtering of diffusion processes, statistical inference for continuous-time processes.<\/li>\n
  8. Lv, Jinchi<\/a> (Marshall School of Business): statistics, machine learning, data science, business applications, and artificial intelligence and blockchain.<\/li>\n
  9. Ma, Jin<\/a>: Stochastic analysis, stochastic differential equations, stochastic control theory, mathematical finance and insurance.<\/li>\n
  10. Mikulevicius, Remigijus (Remi)<\/a>: Stochastic differential equations, stochastic analysis.<\/li>\n
  11. Minsker, Stanislav (Stas)<\/a>: Statistical learning theory, non-parametric statistics, concentration inequalities, mathematical finance.<\/li>\n
  12. Sun, Fengzhu<\/a> (Department of Quantitative and Computational Biology): Quantitative and computational biology, probability, statistics.<\/li>\n
  13. Waterman, Michael<\/a> [emeritus] (Department of Quantitative and Computational Biology): Molecular and computational biology, probability, statistics.<\/li>\n
  14. Zhang, Jianfeng<\/a>: Stochastic analysis, backward stochastic differential equations, stochastic numerics, and mathematical finance.<\/li>\n<\/ol>\n

    POST DOCS AND VISITORS<\/h3>\n