Research interests of our probability group include: Linear processes; Central Limit Theorem; Maximal inequalities; Invariance principles; spectra of large random matrices: free convolutions; non-commutative probability; orthogonal polynomials; almost sure limit theorem for nonlinear functionals of dependent variables; random walks on random trees and their fractal dimension; covariance kernel and its applications.
The group has highly active collaborations with probabilists both in the United States and Europe including: Marek Bozejko (Wroclaw University, Poland); Rick Bradley (IU Bloomington); Florence Merlevède (Université Paris-Est Marne-la-Vallée); Jacek Wesolowski (Warsaw Univ. of Techn., Poland); Sergey Utev (Univ. Nottingham). The group's research has recently been supported by grants from the National Science Foundation and the National Security Agency.
- Bryc, Wlodek: Classical and non-commutative probability, large deviations
- Buckingham, Robert: random matrices and stochastic processes
- Guo, Xiaoqin: random motions in random media, stochastic homogenization
- Peligrad, Magda: (Fellow of the Institute of Mathematical Statistics, Distinguished Taft Professor), Limit theorems for stochastic processes with a view towards applications
- Wang, Yizao: limit theorems, heavy tails and long-range dependence
- Yen, Ju-Yi: stochastic processes, and mathematical finance