CORNELL faculty with interests in PROBABILITY

Mathematics Department

Eugene Dynkin Superprocesses, partial differential equations, Markov processes, Lie groups
Leonard Gross Analysis over infinite dimensional spaces motivated by problems of mathematical physics
Harry Kesten (Professor Emeritus) Statistical mechanics, percolation, interacting particle systems.
Laurent Saloff-Coste Brownian motion on algebraic and geometric structures, convergence rates of finite Markov chains

Rick Durrett has left Cornell and is now at Duke University

Greg Lawler has left Cornell and is now at U. of Chicago

Operations Research and Industrial Engineering

Philip Protter Financial engineering, stochastic calculus, stochastic differential equations
Sidney Resnick Probability applied to data network modeling and finance, heavy tailed analysis, extreme value methods
Gennady Samorodnitsky Long range dependence, heavy tails, stable processes and their applications
Shane Henderson Theory and application of stochastic simulation, interface with optimization
Mark Lewis Applied Probability, Network Design and Analysis, Supply Chain Management
Stefan Weber Applied Probability, Financial Engineering

Xin Guo has temporarily left Cornell and is now at U.C. Berkeley

Other Departments

Carlos Bustamante, Biological Statistics and Computational Biology Computational methods for the analysis of genomic data
Terrence Fine, Electrical and Computer Engineering Foundations of probability, particularly sets of measures
Mircea Grigoriu, Civil and Environmental Engineering Structural dynamics, random vibration, system reliability, stochastic and fracture mechanics
Robert Jarrow, Johnson Graduate School of Business Mathematical finance, credit derivatives, risk management
Marty Wells, Industrial and Labor Relations A wide variety of topics in applied and theoretical statistics from legal studies to microarrays.