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.

Faculty

	Sayan Banerjee Research Interests: Random matrices, interacting particles, random walks in random environments, coupling properties of elliptic and hypoeliptic diffusions.
	Shankar Bhamidi 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.
	Mariana Olvera-Cravioto Research Interests: Complex networks, Analysis of information ranking algorithms, stochastic recursions constructed on weighted branching processes, queuing networks, efficient simulation.
	Nicolas Fraiman Research Interests: Random graphs and structures, Stochastic processes, Probabilistic combinatorics, Game theory, Discrete and computational geometry.
	Jan Hannig Research Interests: Generalized fiducial inference, methodology and theory for SiZer, analytical probability and applications to engineering, finance and biology.
	Vladas Pipiras Research Interests: 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.
	Amarjit Budhiraja Research Interests: Stochastic Dynamical Systems. Stochastic Control and Stochastic Differential Games. Diffusion Approximations of Stochastic Networks. Large Deviations Theory. Nonlinear Filtering. Stochastic Analysis.
	Andrew Nobel Research Interests: Statistical Genomics, Analysis of Networks, Machine Learning, Data Mining, Inference from Dynamical Systems

Postdoctoral Fellows

	Dane Johnson Research Interests: Large Deviations, Importance Sampling, Stochastic Networks
	Michael Perlmutter Research Interests: Harmonic Analysis, Probability.

 Current Students

 

Recent Alumni

Students in the probability group work in a wide array of fields and are often co-advised with faculty in other groups.

	Iain Carmichael Research Interests: Random Retworks and High-Dimensional Classification Advisors: Shankar Bhamidi, J.S. Marron
	Suman Chakraborty Current position: Postdoc at University of Michigan, Ann Arbor.
	Eric Friedlander Research Interests: Stochastic Dynamical Systems, Weakly Interacting Particle Networks, Stochastic Control, Diffusion Approximations of Stochastic Networks, Communication Networks Advisor: Budhiraja Advisor: Postdoc at UChicago.
	Dylan Glotzer Research Interests: Extreme value theory, threshold models, stochastic dynamics. Advisor: Pipiras
	Jimmy Jin Research Interests: Dynamics on random graphs, change point detection, social network analysis Advisor: Bhamidi, Nobel Current Position: Data Scientist at Stripe.
	John Palowitch Research Interests: Community detection methodology, module detectability in graphs, quantitative trait loci detection Advisors: Nobel, Bhamidi Current Position: Data Scientist at Google.
	Yang Yu Research Interests: Stochastic Numerics, Optimization Advisors: Budhiraja, Lu