Paul Dupuis
Office Hours: Thursdays 11 - 12pm
and by appointment
Biography
Ph.D., Brown University, 1985
My main interests are in applications of probability and in the control of deterministic and stochastic processes. Tools that I use are large deviation theory, which explains how rare events occur in random processes, numerical methods such as Markov chain approximations and Monte Carlo simulation, and partial differential equations.
Affiliations
American Mathematical Society
Society of Industrial and Applied Mathematics
Institute for Mathematical Statistics
Links
Awards
NSF Mathematical Sciences Postdoctoral Fellow, 1985-1988
Elected to the 2010 Class of Fellows of the Society for Industrial and Applied Mathematics (SIAM)
Elected IBM Professor of Applied Mathematics, July 2012
Elected Fellow of the Institute for Mathematical Statistics, 2011
Elected AMS Fellow, November 2014