Group members

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

banerjeeSayan Banerjee

Research Interests: Random matrices, interacting particles, random walks in random environments, coupling properties of elliptic and hypoeliptic diffusions.
bhamidiShankar 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.
fraimanNicolas Fraiman

Research Interests: Random graphs and structures, Stochastic processes, Probabilistic combinatorics, Game theory, Discrete and computational geometry.
hannigJan Hannig

Research Interests: Generalized fiducial inference, methodology and theory for SiZer, analytical probability and applications to engineering, finance and biology.
leadbetterRoss Leadbetter

Research Interests:
Probability and statistics, stochastic processes, extremal theory, statistical communication theory; engineering, oceanographic, and environmental applications.
pipirasVladas 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.

abpic2Amarjit Budhiraja

Research Interests: Stochastic Dynamical Systems. Stochastic Control and Stochastic Differential Games. Diffusion Approximations of Stochastic Networks. Large Deviations Theory. Nonlinear Filtering. Stochastic Analysis.

Postdoctoral Fellows

DJDane Johnson

Research Interests: Large Deviations, Importance Sampling, Stochastic Networks
MPMichael Perlmutter

Research Interests: Harmonic Analysis, Probability.

Current Students

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

carmichaelIain Carmichael

Research Interests: Random Retworks and High-Dimensional Classification

Advisors: Shankar Bhamidi, J.S. Marron
chakrabortySuman Chakraborty
friedlanderEric Friedlander

Research Interests: Stochastic Dynamical Systems, Weakly Interacting Particle Networks, Stochastic Control, Diffusion Approximations of Stochastic Networks, Communication Networks

Advisor: Budhiraja
glotzerDylan Glotzer

Research Interests: Extreme value theory, threshold models, stochastic dynamics.

Advisor: Pipiras
jinJimmy Jin

Research Interests: Dynamics on random graphs, change point detection, social network analysis

Advisor: Bhamidi, Nobel
palowitchJohn Palowitch

Research Interests: Community detection methodology, module detectability in graphs, quantitative trait loci detection

Advisors: Nobel, Bhamidi
yyYang Yu

Research Interests: Stochastic Numerics, Optimization
Advisors: Budhiraja, Lu