Probability Research Group
Professors
Person  Notes 


J. Theodore Cox studies interacting particle systems which are mathematical models of random processes of large systems of interacting components. Many such models arise in physics, biology and mathematical ecology. 

Philip Griffin studies problems related to Brownian motion and Random Walks. More recently, his interests have included the application of probabilistic methods to mathematical finance. 

Terry McConnell applies the probabilistic tool of martingales to the study of geometry in infinite dimensional spaces, potential theory, analytic functions and Fourier series while investigating the resulting interactions. 
Graduate students
Person  Notes 


Tianyue Wu is a student of Professor Cox. 
Recent Publications
 Cramér's estimate for the reflected process revisited (R. A. Doney, Philip S. Griffin)
 Densities of biased voter models on finite sets converge to Feller's branching diffusion (J. T. Cox)
 The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation (Yuguang Fan, Philip S. Griffin, Ross Maller, Alexander Szimayer, Tiandong Wang)
 Weak atomic convergence of finite voter models toward FlemingViot processes (YuTing Chen, J. Theodore Cox)
 Sample paths of a Lévy process leading to first passage over high levels in finite time (Philip S. Griffin, Dale O. Roberts)
 Evolutionary games on the torus with weak selection (J. T. Cox, Rick Durrett)
 Cutoff for the noisy voter model (J. Theodore Cox, Yuval Peres, Jeffrey E. Steif)
 A complete convergence theorem for voter model perturbations (J. Theodore Cox and Edwin A. Perkins)
 On the convergence of densities of finite voter models to the WrightFisher diffusion (YuTing Chen, Jihyeok Choi, J. Theodore Cox)
 Finite time ruin probabilities for tempered stable insurance risk processes (Philip S. Griffin, Ross A. Maller, Dale Roberts)