# Probability & Statistics

Following the work of Kolmogorov and Wiener, probability theory after WW II concentrated on its connections with PDEs and harmonic analysis with great success. It deserves credit for some of the most delicate results in modern harmonic analysis; it provides the foundation on which signal processing and filtering theory are built in engineering; and it played a critical role in the mathematical attempts to rationalize quantum field theory. Combinatorial branches of probability theory were overshadowed during that period but are now returning to the fore. Probability theory lies at the crossroads of many fields within pure and applied mathematics, as well as areas outside the boundaries of the mathematics department. Statistics is a mathematical field with many important scientific and engineering applications.

## Faculty

Alexei Borodin
*Integrable Probability*

Elchanan Mossel
*Probability, Algorithms and Inference *

Philippe Rigollet
*Statistics, Machine Learning*

Scott Sheffield
*Probability and Mathematical Physics*

Nike Sun
*Probability, statistical physics*

## Instructors & Postdocs

Souvik Dhara
*Percolation, Random graphs, Phase transition, Large deviation, Graph limits*

Promit Ghosal
*Probability, Mathematical Physics, Statistics*

Jimmy He
*Probability, Algebraic Combinatorics*

Peter Kempthorne
*Statistics, Financial Mathematics*

Dan Mikulincer
*Probability, High-Dimensional Geometry, Functional Inequalities*

Yair Shenfeld
*Probability, Convex Geometry*

Yilin Wang
*Probability theory, complex analysis and mathematical physics*

Ilias Zadik
*Mathematics Of Machine Learning, Information Theory, Statistics, Probability Theory*

## Graduate Students*

Sinho Chewi
*optimal transport, optimization, sampling, statistics*

Sergei Korotkikh
*algebraic combinatorics, integrable probability *

George Stepaniants
*Statistical Learning of PDEs, Continuous Neural Networks*

Roger Van Peski
*Integrable probability, algebraic combinatorics, random matrix theory*

*Only a partial list of graduate students