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Department of Mathematics    

Cornell Research Training Group in Probability
and its Applications  2003--2015

The Cornell campus

                   

Cornell has a long history of excellence in Probability Theory that started with  the arrival of Mark Kac in 1939 followed by
William Feller, Gilbert Hunt, Frank Spitzer and Kiyoshi Ito.

William Feller Gilbert Hunt
Frank Spitzer
Kiyoshi Ito
         Mark Kac         William Feller         Gilbert Hunt
     Frank Spitzer
       Kiyoshi Ito
                                                                                                                                                                                              
Harry Kesten, Len Gross and Eugene Dynkin are Professor Emeritus.



Rick Durrett


In 2003, under the leadership of Richard Durrett, Cornell received a five year grant from the Infrastructure Program of the Division of Mathematical Sciences at the National Science Foundation in support of research training activities in probability:



Graduate and Postgraduate Training in Probability Theory and its Applications  DMS-0306194  (2003-2008)  
PI: Richard Durrett;   CO-PI: Gregory Lawler, Philip Protter, Sidney Resnick, Laurent Saloff-Coste, Gennady Samorodnitsky.

In 2008, the Cornell Probability Group received funding under the Research Training Group (RTG) Program of the Division of Mathematical Sciences at the National Science Foundation:

EMSW21-RTG Interdisciplinary Training in the Application of Probability DMS-0739164 (2008-2015)
(5 year grant extended to 6 years (postponed support), currently on a one year no-cost extension)
PI: Richard Durrett (2008-2010) Laurent Saloff-Coste (2010-2015),
CO-PI: Philip Protter, Sidney Resnick, Laurent Saloff-Coste, Gennady Samorodnitsky.

This page reports on the main activities funded by these research training grants which include support for graduate students and postdoctoral associates, scientific workshops and the Cornell Probability Summer School.




The Cornell Probability Summer School (CPSS)

Ising

This image illustrates the analysis of the Ising dynamics developed in the work of Eyal Lubetsky and Allan Sly and presented by Eyal Lubetsky during the tenth Cornell Probability Summer School. 

Thanks to outstanding lecturers and enthusiastic participants, the ten editions of the Cornell Probability Summer School have been a great success. We would like to thank everyone for their participation. In addition to the thirty one main lecturers listed below, over sixty other lecturers enhanced the programs of the Summer Schools by their presence and their presentations of additional topics.
A total of over seven hundred participants enrolled in the Summer Schools with many attending more than one edition. The first four CPSS were supported by DMS-0306194 and the last six by DMS-0739164.

  1. First CPSS July 10-23 2005.  Lecturers: Rick Durrett, Russ Lyons, Jean-Francois Legal.
  2. Second CPSS June 26-July 7 2006.  Lecturers: Warren Ewens, Bob Griffiths, Simon Tavare.
  3. Third CPSS June 17-30 2007. Lecturers: Richard Bass, Maury Bramson, Michel Ledoux. 
  4. Fourth CPSS June 23-July 2 2008. Lecturers: Claudia Neuhauser, Sylvie Meleard, Simon Levin and Ted Cox
  5. Fifth CPSS July 6-17 2009. Lecturers: Ander Holroyd, Robin Pemantle, Yuval Peres.
  6. Sixth CPSS July 18-31 2010. Lecturers: Martin Barlow, Bruce Driver, Alexander Grigor’yan. 6th CPSS page
  7. Seventh CPSS July 11-22 2011. Lecturers:  Marek Biskup, Geoff Grimmett, Greg Lawler. 7th CPSS page 
  8. Eighth CPSS July 16-30 2012. Lecturers: David Aldous, Remco van der Hofstad, Sourav Chatterjee. 8th CPSS page 
  9. Ninth CPSS July 14-27 2013. Lecturers: Alexei Borodin, Antal Jarai, Elchanan Mossel.  9th CPSS page
  10. Tenth CPSS July 14-25 2014.  Lecturers: Gerard Ben Arous, Eyal Lubetzky, Jeremy Quastel. 10th CPSS page

  11. Participants to thte sixth CPSS




Workshops and Conferences       DMS-0306194 (04-08) and DMS-0739164 (2008-2015)              Sandpile               

Each year, the Cornell Probability Training Group organized or supported two workshops or conferences.

Most of the workshops were held from Saturday to Tuesday morning. Each involved 8 to 10 lectures and a number of invited participants including advanced graduate students and postdoctoral associates.

2004

Mathematical Finance Theory (Phil Protter)

Finite Markov Chains and Random Algorithms (Jim Fill and L. Saloff-Coste)

2004-2005

The Seminar on Stochastic processes (R. Durrett, G. Lawler)

Heavy Tails and Long Range Dependence (Gena Samorodnitsky)

2005-2006

Stochastic Models in Cell Biology (Tom Kurtz and Lea Popovic)

SLE and Loop Measures (Greg Lawler)

2006-2007

Stochastic Partial Differential Equations (Jonathan Mattingly)

Random Matrices (Alice Guionnet)

2007-2008

Discrete Harmonic Analysis and Applications (Jan Arpe and Elchanan Mossel)

Cornell Liquidity Conference (Phil Protter)

2008-2009

Women in Probability (Lea Popovic and Amber Puha)

Percolation and related Topics (Chuck Newman and Vladas Sidoravicius)

2009-2010

New Mathematical Challenges from Molecular Biology and Genetics (At Banff, R. Durrett and Ed Perkins)

Stochastic Analysis and Mathematical Physics in Honor of Len Gross (Bruce Driver and Masha Gordina)

2011

Random Walks, Polymers, and Other Stochastic Models in Random Environments (Jon Peterson and Firas Rassoul-Agha)

2012

Conference in Honor of Harry Kesten 80th birthday (Geoff Grimmett, Vladas Sidoravivicius)

Long-Range Dependence, Self-Similarity and Heavy Tails (At Research Triangle Park, Richard Davis, Walter Eillinger)

2013

Worshop on Abelian Sandpiles (Lionel Levine) more

Workshop for Women in Probability (at Duke University, Tai Melcher and Amber Puha)



The grant Graduate and Postgraduate Training in Probability Theory and its Applications  DMS-0306194  (2003-2008) did not include citizenship restrictions. The following graduate students and  postdoctoral associates  received support form the grant.

Postdoctoral associates (typically, two year terms)

Graduate Students

(* indicate the students received some academic semester funding from the grant. Some students received entering class fellowships. More advanced students were supported for one semester, in some case two semesters, during their graduate studies)

2004

2005

2006

2007

2008

Students supported by the grant who graduated later:



The grant Graduate and Postgraduate Training in Probability Theory and its Applications  DMS-0739164  (2003-2008) restricts participant support to US citizens and permanent residents. The following graduate students and  postdoctoral associates  received support form the grant.

Postdoctoral associates (typically, two year terms)

Graduate Students

(* indicate the students received some academic semester funding from the grant. Some students received entering class fellowships. More advanced students were supported for one semester, in some case two semesters, during their graduate studies)

2009

2010

2011

2012

2013

2014

Other Graduate Students supported by the Grant

Dennis Oransky Graduated with a Master in Statistics in 2011. Data Scientist at BeyondCore.

The following student received an entering student first year fellowships:

Evan Randles (Saloff-Coste) Now supported by an NSF graduate fellowship.

Mark Cerenzia (Saloff-Coste) Transferred to Princeton after two years.

Stephen Rizzo Graduate student in Operations Research and Information Engineering  (Master, 2013  Analytic Researcher at Press Ganey Associates)

Stephen Pallone Graduate student in Operations Research and Information Engineering

Hannah Cairns (Levine) Graduate student in Mathematics (entering student 2013)

Yuwen Wang Graduate student in Mathematics (entering student 2014)

Elliot Cartee Graduate student in Mathematics (entering student 2014)