Much of the research in probability is driven by applied probability, which focuses on leveraging probability theory to solve complex problems in various scientific and engineering fields.
While these studies are often inspired by real-world challenges, the primary focus for researchers is typically the mathematical foundations underlying these problems.
Our faculty specialize in key areas of applied probability, including stochastic simulation, stochastic control, extreme value theory, and the probabilistic analysis of algorithms, advancing both theoretical understanding and practical applications.
Research Area Faculty
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![Gennady Samorodnitsky]()
Gennady Samorodnitsky
Charles W. Lake, Jr. Professor in Productivity Associate Director, Undergraduate Studies
