About
Probability theory is the study of uncertainty and randomness. The research activities of the members of the Probability laboratory cover a wide spectrum of probability, from fundamental aspects to modeling applications in fields such as physics, biology, finance, actuarial science, and machine learning. Our research often intersects with other mathematical domains, including analysis, combinatorics, geometry, and linear algebra, fostering innovative fields of study and complex models.
The CRM Probability Laboratory is composed of around 12 permanent members, all professors from various CRM’s partner universities. They work on a wide range of modern probability research topics, including
- Stochastic processes: Studying theoretical and applied aspects of processes such as Markov chains, Lévy processes, piecewise deterministic Markov processes.
- Interacting particle systems: Investigating the dynamics of systems composed of particles that interact with each other probabilistically.
- Random graphs and random walks: Analyzing the properties and behaviors of graphs generated by random processes.
- Random matrices: Studying their properties, and their applications in mathematical physics and machine learning.
- Stochastic analysis: Exploring mathematical models with random fluctuations, such as stochastic differential equations and stochastic partial differential equations.
The lab hosts several postdoctoral fellows, and its members supervise students at all levels: interns, master’s, and doctoral. A weekly seminar takes place from early September to the end of April, and scientific events are organized every year.
