Applied Probability & Statistics


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 (Univ. Paris VI); 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.


  • Wlodek Bryc: Classical and non-commutative probability, large deviations
  • Joanna Mitro: Probability and Stochastic Processes
  • Magda Peligrad: (Fellow of the Institute of Mathematical Statistics, Distinguished Taft Professor), Limit theorems for stochastic processes with a view towards applications
  • Robert Buckingham: random matrices and stochastic processes
  • Yizao Wang: Extreme value theory; central limit theorems; stochastic algorithms
  • Ju-Yi Yen: probability theory, stochastic processes, and mathematical finance
  • Joseph Najnudel: probability theory, random matrix theory, stochastic processes