Areas of Research in Probability & Statistics

Professors Chow, Khasminskii, Korostelev, Liang, Menaldi, Schreiber and Sun

Probability Theory

Research activities in this area include; ergodic theory; random integral equations and random differential equations; theory of martingales; semigroups of operators; spectral theory of nonstationary processes; probability measures on Banach spaces; random fields on locally compact groups; random walks on groups and semigroups; infinitely divisible distributions.

Mathematical Statistics

Research by this group deals with such subjects as discriminatory analysis (pattern recognition analysis); time series analysis; non-parametric and rank order statistics; multivariate analysis; foundations of statistics; multiple decision theory.