Probability

Probability and Stochastic process is the study of randomness. It is at once a theoretical and abstract subject and one which is highly applied. Probability is both an increasingly core subject in mathematics and has long been an indispensable tool in applied modeling. Probability has been central in a number of recent Fields Medals. Probability is a required tool in topics ranging from modern population modeling to Bayesian statistics to phase transitions.

Probability at Duke spans from the ergodic theory of stochastic PDEs to waves through random media to random graphs and networks to cancer modeling.

Faculty

Alessandro Arlotto

Associate Professor of Business Adminstration

Robert Calderbank

Charles S. Sydnor Professor of Computer Science

Keywords in this area
error-correcting codes, wireless communications, data storage, detection and estimation, algorithms, data compression, source classification

David B. Dunson

Arts and Sciences Professor of Statistical Science

Other research areas
Probability Signals, Images & Data

Richard Timothy Durrett

James B. Duke Professor of Mathematics

Keywords in this area
probability, stochastic processes, random graphs, dynamics on networks, dynamics of networks

Other research areas
Biological Modeling Probability

Gregory Joseph Herschlag

Visiting Assistant Professor of Mathematics

Keywords in this area
kinetic equations, surface catalysis, molecular dynamics, stochastic boundary conditions

Jianfeng Lu

Associate Professor of Mathematics

Keywords in this area
rare events simulation, computational statistical mechanics, stochastic numerical methods

Mauro Maggioni

Research Professor of Mathematics

Keywords in this area
harmonic analysis, statistical learning, machine learning, signal processing, high-dimensional probability, stochastic dynamical systems, algorithms

Jonathan Christopher Mattingly

Professor of Mathematics

Keywords in this area
Stochastic and Random PDEs, Stochastic Dynamical Systems, Stochastic Analysis, Malliavin Calculus, Markov Chain Mixing, Ergodic Theory, High Dimensional Random Algorithms, Probability on stratified spaces, Out of equilibrium statistical mechanics, Approximating invariant measures

Sayan Mukherjee

Professor of Statistical Science

Keywords in this area
stochastic topology, Bayesian statistics, probability

James H. Nolen

Associate Professor of Mathematics

Keywords in this area
homogenization of partial differential equations, stochastic dynamical systems, random media, asymptotic analysis

Arlie O. Petters

Benjamin Powell Professor of Mathematics in Trinity College of Arts and Sciences

Keywords in this area
stochastic lensing, mathematical finance

Henry Pfister

Associate Professor in the Department of Electrical and Computer Engineering

Cynthia D. Rudin

Associate Professor of Computer Science

Other research areas
Probability Signals, Images & Data
missing portrait

Marc Daniel Ryser

Visiting Assistant Professor in the Department of Mathematics

Keywords in this area
cancer biology, cancer epidemiology, early carcinogenesis, Human papillomavirus, cancer evolution