Here you can find information about current group members including Faculty, current students, postdocs and visitors. Information about the Duke probability group can be found here.
Research Interests: Random matrices, interacting particles, random walks in random environments, coupling properties of elliptic and hypoeliptic diffusions.
Research Interests: Random networks, dynamics on random networks, probabilistic combinatorial optimization, reconstruction of real world networks, percolation, critical phenomenon and phase transitions.
Phase transitions in statistical physics and randomized algorithms.
Research Interests: Random graphs and structures, Stochastic processes, Probabilistic combinatorics, Game theory, Discrete and computational geometry.
Research Interests: Generalized fiducial inference, methodology and theory for SiZer, analytical probability and applications to engineering, finance and biology.
Probability and statistics, stochastic processes, extremal theory, statistical communication theory; engineering, oceanographic, and environmental applications.
Long-range dependence, self-similarity, fractional Brownian motion, Heavy tails, extreme-value theory, stable distributions, Models and inference for multifractals. Reduced-rank inference, Inverse problems, sampling algorithms, High-dimensional time series.
Research Interests: Stochastic Dynamical Systems. Stochastic Control and Stochastic Differential Games. Diffusion Approximations of Stochastic Networks. Large Deviations Theory. Nonlinear Filtering. Stochastic Analysis.
Research Interests: Large Deviations, Importance Sampling, Stochastic Networks
Research Interests: Harmonic Analysis, Probability.
Students in the probability group work in a wide array of fields and are often co-advised with faculty in other groups.
Research Interests: Random Retworks and High-Dimensional Classification
Advisors: Shankar Bhamidi, J.S. Marron
Research Interests: Stochastic Dynamical Systems, Weakly Interacting Particle Networks, Stochastic Control, Diffusion Approximations of Stochastic Networks, Communication Networks
Research Interests: Extreme value theory, threshold models, stochastic dynamics.
Research Interests: Dynamics on random graphs, change point detection, social network analysis
Advisor: Bhamidi, Nobel
Research Interests: Community detection methodology, module detectability in graphs, quantitative trait loci detection
Advisors: Nobel, Bhamidi
Research Interests: Stochastic Numerics, Optimization
Advisors: Budhiraja, Lu