Probability focuses fundamentally on the modelling of random phenomena, i.e. those subject to uncertainty. Its use in planning and in statistical inference is well known. It has turned out to be of great importance in areas such as Electric Engineering, Information Theory (Signal Detection, Control) and Physics (Classical and Quantum Statistical Mechanics). Furthermore, probabilistic models, concepts and methods are widely used nowadays in Chemistry, the Social Sciences and Economic Sciences.
The current lines of research at IMPA are:
- Hydrodynamical Behavior of particle systems
- Small Random Disturbances of Deterministic Systems
- Great Deviation Theories
- Markovian Systems with Infinite Interacting Components
One important objective is to obtain rigorous mathematical models favoring the understanding of delicate issues connected to Statistical Mechanics, such as hydrodynamical limit. Connections with statistical problems of image reconstruction are also examined.