In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a sequence of random variables in a probability space, where the index of the sequence often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance.
William "Vilim" Feller, born Vilibald Srećko Feller, was a Croatian–American mathematician specializing in probability theory.
Paul Richard Halmos was a Hungarian-born American mathematician and statistician who made fundamental advances in the areas of mathematical logic, probability theory, statistics, operator theory, ergodic theory, and functional analysis. He was also recognized as a great mathematical expositor. He has been described as one of The Martians.
Eugene Borisovich Dynkin was a Soviet and American mathematician. He made contributions to the fields of probability and algebra, especially semisimple Lie groups, Lie algebras, and Markov processes. The Dynkin diagram, the Dynkin system, and Dynkin's lemma are named after him.
Joseph Leo Doob was an American mathematician, specializing in analysis and probability theory.
Anatoliy Volodymyrovych Skorokhod was a Ukrainian mathematician.
Daniel Wyler Stroock is an American mathematician, a probabilist. He is regarded and revered as one of the fundamental contributors to Malliavin calculus with Shigeo Kusuoka and the theory of diffusion processes with S. R. Srinivasa Varadhan with an orientation towards the refinement and further development of Itô’s stochastic calculus.
Henryk Iwaniec is a Polish-American mathematician, and since 1987 a professor at Rutgers University. He is a member of the American Academy of Arts and Sciences and Polish Academy of Sciences. He has made important contributions to analytic and algebraic number theory as well as harmonic analysis. He is the recipient of Cole Prize (2002), Steele Prize (2011), and Shaw Prize (2015).
Sathamangalam Ranga Iyengar Srinivasa Varadhan, is an Indian American mathematician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. He is regarded as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Itô’s stochastic calculus. In the year 2007, he became the first Asian to win the Abel Prize.
Michel Pierre Talagrand is a French mathematician. Docteur ès sciences since 1977, he has been, since 1985, Directeur de Recherches at CNRS and a member of the Functional Analysis Team of the Institut de Mathématique of Paris. Talagrand was elected as correspondent of the Académie des sciences of Paris in March 1997, and then as a full member in November 2004, in the Mathematics section.
Peter Gavin Hall was an Australian researcher in probability theory and mathematical statistics. The American Statistical Association described him as one of the most influential and prolific theoretical statisticians in the history of the field. The School of Mathematics and Statistics Building at The University of Melbourne was renamed the Peter Hall building in his honour on 9 December 2016.
Kalyanapuram Rangachari Parthasarathy was an Indian statistician who was professor emeritus at the Indian Statistical Institute and a pioneer of quantum stochastic calculus. Parthasarathy was the recipient of the Shanti Swarup Bhatnagar Prize for Science and Technology in Mathematical Science in 1977 and the TWAS Prize in 1996.
Geoffrey Richard GrimmettOLY is an English mathematician known for his work on the mathematics of random systems arising in probability theory and statistical mechanics, especially percolation theory and the contact process. He is the Professor of Mathematical Statistics in the Statistical Laboratory, University of Cambridge, and was the Master of Downing College, Cambridge, from 2013 to 2018.
Robert Leamon Bryant is an American mathematician. He works at Duke University and specializes in differential geometry.
Murray Rosenblatt was a statistician specializing in time series analysis who was a professor of mathematics at the University of California, San Diego. He received his Ph.D. at Cornell University. He was also a recipient of a Guggenheim Fellowship, in 1965, and was a member of the National Academy of Sciences. He wrote about 140 research articles, 4 books, and co-edited 6 books.
Ulf Grenander was a Swedish statistician and professor of applied mathematics at Brown University.
Henry P. McKean, Jr. is an American mathematician at the Courant Institute in New York University. He works in various areas of analysis. He obtained his PhD in 1955 from Princeton University under William Feller.
Mark Iosifovich Freidlin is a Russian-American probability theorist who works as a Distinguished University Professor of Mathematics at the University of Maryland, College Park. He is one of the namesakes of the Freidlin–Wentzell theory, which is an important part of the large deviations theory. Freidlin and Wentzell are the authors of the first monograph on the large deviations theory for stochastic processes (1979). The Freidlin-Wentzell theory describes, in particular, the long-time effects caused by random perturbations. The latest edition of the book was published by Springer in 2012. It contains not just the results on large deviations but also new results on other asymptotic problems, in particular, on the averaging principle for stochastic perturbations. Other works of Mark Freidlin concern perturbations of Hamiltonian systems, wave front propagation in reaction-diffusion equations, non-linear perturbations of partial differential equations. stochasticity in deterministic dynamical systems.
Maury Daniel Bramson is an American mathematician, specializing in probability theory and mathematical statistics.
Charles "Chuck" Joel Stone was an American statistician and mathematician.
