Probability is one of the research groups within our Department of Mathematical Sciences. The group is actively involved in research in many areas of probability and its applications.
Why is Probability important?
Uncertainty and randomness are ubiquitous in nature and in society. Probability theory is the mathematical framework for understanding situations where the outcome is unpredictable, or about which we have incomplete information.
Probability has rich interactions with both theoretical and applied branches of mathematics. For example, it provides the theoretical underpinnings for many disciplines in statistics and computer science such as machine learning and artificial intelligence
Probability is at the core of industrial, economic, and information science questions concerning decision-making, risk assessment, or pricing of products.
Hence, probability theory is an integral part of understanding the world and our interactions with it.
Probability at Durham
Our probability group pursues research across many aspects of probability and its applications.
The group works on complex stochastic systems, in which interactions among multiple random components of large systems can lead to striking transitions in large-scale behaviour.
The most famous models here are inspired by statistical mechanics, but a wealth of applications exist in biology, chemistry, social networks, and others.
The group studies stochastic processes, in which systems evolve randomly over time, and spatial process, that describe random configurations of objects.
Ideas of scale, symmetry, and self-similarity identify particularly universal models which natural laws are inevitably driven to replicate in a startling variety of contexts.
The group works on applications to topics of interest in operations research, engineering, and risk analysis. They are also concerned with modelling and quantifying severe uncertainty, which arises in applications when there is insufficient data relative to model complexity.
