Probability Theory at MSU

Faculty at the Department of Mathematics

• March Boedihardjo
• Di Liu
• Konstantin Matetski
• Jeffrey Schenker
• Dapeng Zhan

Faculty at the Department of Statistics and Probability

• Shlomo Levental
• Lyudmila Sakhanenko
• Yimin Xiao

The research on Probability Theory is conducted at MSU in two departments: the Department of Mathematics and the Department of Statistics and Probability. The research interests of the members of the probability group at MSU are broad and include:

• High-dimensional probability
• Stochastics processes and random fields
• Stochastic PDEs
• Statistical Physics of interacting particle systems
• Schramm-Loewner Evolution and critical phenomena in 2D
• Kardar-Parisi-Zhang universality
• Disordered quantum systems
• Mathematical Biology
• Stochastic models in Finance

The group runs a probability seminar and a seminar in high-dimensional probability and statistics.