Duke Probability Theory and Applications
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The Duke probability group is a collection of faculty spanning the different divisions of the university who are interested in probability theory and the application of stochastic modeling.

The group runs a weekly seminar which loosely alternates between the theory and applications of probability and stochastic modeling. If you are interested in getting email about stochastic happenings at Duke, please subscribe to our mailing list.

Members:     List alphabetically  by specialties  photos
  • Richard T. Durrett, James B. Duke Distinguished Professor of Mathematics
  • Amilcare Porporato, Adjunct Professor and Adjunct Professor in the Division of Environmental Sciences and Policy, (joint with Civil and Environmental Engineering)

    Amilcare Porporato earned a Master Degree in Civil Engineering (summa cum laude) in 1992 and his Ph.D. in 1996 from Polytechnic of Turin. He was appointed Assistant Professor in the Department of Hydraulics of the Polytechnic of Turin, and he moved to Duke University in 2003, where he is now Full Professor in the Department of Civil and Environmental Engineering with a secondary appointment with the Nicholas School of the Environment.

    In June 1996, Porporato received the Arturo Parisatti International Price, awarded by the Istituto Veneto di Scienze, Lettere e Arti. He was Research Associate at the Texas A&M University (USA) in 1998 and Visiting Scholar at Princeton University (USA), Department of Civil and Environmental Engineering, from 1999 to 2001. In 2008-2009 he was the first Landolt & Cie Visiting Chair in “Innovative Strategies for a sustainable Future” at Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland. He was awarded the 2007 Professor Senol Utku’ award, the 2010 Earl Brown II Outstanding Civil Engineering Faculty Award, and in 2011 he received a Lagrange fellowship from the Polytechnic of Turin, the CRT bank and the ISI (Institute for Scientific Interchange). In 2012 he was elected an AGU fellow.

    His main research interests regard nonlinear and stochastic dynamical systems, hydrometeorology and soil-atmosphere interaction, soil moisture and plant dynamics, soil biogeochemistry, and ecohydrology.

    Porporato has been Editor of Water Resources Research (AGU) (2004-2009), and he is currently editor for Hydrological Processes. He is also member of the editorial board of Advances in Water Resources and the Hydrologic Science Journal. Among other things, he was chairman and convener of the Ecohydrology sessions of the AGU Spring Meeting in 2001 and 2002 and of the EGU in 2004-2006. Porporato has been part of the Italian research groups of Turbulence and Vorticity and of Climate, Soil and Vegetation Interaction, an adviser for real-time forecasting in the Piedmont Region (Italy), and ecohydrology (US National Academy).

    Porporato's didactic experience comprises courses in Environmental Fluid Mechanics, Hydraulics, Hydraulic Constructions, Statistical and Physical Hydrology, Ecohydrology, Nonlinear Dynamics and Stochastic Processes. He has also been the didactic coordinator for the International School "Hydroaid: Water for Development", co-organized by the Polytechnic of Turin and the Italian Ministry of Foreign Affairs.

    Porporato is author of more than 140 peer-reviewed papers, several publications presented at national and international conferences and invited talks. He is also co-author of the book "Ecohydrology of water controlled ecosystems" (Cambridge Univ. Press, 2004) and the edited the book "Dryland Ecohydrology" (Springer, 2005).

  • George E. Tauchen, William Henry Glasson Distinguished Professor Emeritus

    George Tauchen is the William Henry Glasson Professor of Economics and professor of finance at the Fuqua School of Business. He joined the Duke faculty in 1977 after receiving his Ph.D. from the University of Minnesota. He did his undergraduate work at the University of Wisconsin. Professor Tauchen is a fellow of the Econometric Society, the American Statistical Association, the Journal of Econometrics, and the Society for Financial Econometrics (SoFie). He is also the 2003 Duke University Scholar/Teacher of the Year. Professor Tauchen is an internationally known time series econometrician. He has developed several important new techniques for making statistical inference from financial time series data and for testing models of financial markets.  He has given invited lectures at many places around the world, including London, Paris, Beijing, Taipei, Hong Kong, and Sydney. His current research (with Professor Li of Duke) examines the impact of large jump-like moves in stock market returns on the returns of various portfolios and individual securities.  He is a former editor of the Journal of Business and Economic Statistics (JBES) and former associate editor of Econometrica, Econometric Theory, The Journal of the American Statistical Association (JASA), and JBES.   He is currently Co-Editor of the Journal of Financial Econometrics.