Stochastic Analysis at Georgia Tech

Probability and Statistics can be found at various locations on campus, especially in the School of Mathematics and the separate School of Industrial and Systems Engineering. It is an active and diverse group with connections to many other fields. Many of the faculty in stochastic analysis are interdisciplinary.

Faculty in Stochastics

Leonid A. Bunimovich, Regents' Professor, Director of SAAC
bunimovh@math.gatech.edu
(404)-894-4748, Skiles 118C
Moscow Univ., PhD 1974, Acad. of Sci. UkSSR, Dr. Sci., 1986
Ergodic Theory
Mathematical Physics
Dynamical Systems

Eric A. Carlen, Professor
carlen@math.gatech.edu
(404)-894-8380, Skiles 211B
Princeton University, Ph.D., 1984
Probability
Analysis
Mathematical Physics

Theodore P. Hill, Professor Emeritus
hill@math.gatech.edu
(404)-894-4408, Skiles 136
University of California-Berkeley, Ph.D., 1977
Probability and Measure Theory
Optimal Stopping
Fair-Division Problems

Christian Houdré, Professor [CAP, SAAC]
houdre@math.gatech.edu
(404)-894-4398, Skiles 217A
McGill University, Ph.D., 1988
Probability and Statistics

Robert P. Kertz, Professor
kertz@math.gatech.edu
(404)-894-4311, Skiles 133B
Northwestern University, Ph.D., 1972
Probability
Martingale Theory
Statistics

Michael Lacey, Professor, Undergraduate Coordinator
lacey@math.gatech.edu
(404)-894-9237, Skiles 208A
University of Illinois, Ph. D., 1987
Probability
Harmonic Analysis
Ergodic Theory
Dynamical Systems

Heinrich Matzinger, Assistant Professor
matzinge@math.gatech.edu
(404)-894-2346, Skiles 160
Scenery reconstruction

Liang Peng, Assistant Professor
peng@math.gatech.edu
(404)-894-9240, Skiles 122
Erasmus University, Ph.D., 1998
Statistics

Dana Randall, Assistant Professor [Adjunct]
randall@math.gatech.edu
(404)-894-1833, Skiles 258 & CoC/894-3156
University of California-Berkeley, Ph.D., 1994
Rapidly Mixing Markov Chains
Combinatorics
Randomized Algorithims
Computational Physics

Prasad Tetali, Associate Professor [Joint with CoC] [On Leave]
tetali@math.gatech.edu
(404)-894-9238, Skiles 126
Courant Institute, Ph.D., 1991
Applied Probability
Combinatorics
Graph Theory
Algorithms and Complexity Theory

Yung L. Tong, Professor Emeritus
tong@math.gatech.edu
(404)-894-4210, Skiles 133
University of Minnesota, Ph.D., 1967
Statistics
Reliability Theory See also the web pages for faculty in

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