Gennady Samarodnitsky

Gennady Samarodnitsky is a Professor at Cornell University, affiliated with the Department of Mathematics and multiple schools, including the College of Engineering, College of Arts and Sciences, and Cornell Ann S. Bowers College of Computing and Information Science. His research bridges theoretical probability and applied stochastic modeling.

• Contact: gs18@cornell.edu

Research Focus: Samarodnitsky specializes in probability theory and its applications, emphasizing non-standard stochastic models with heavy tails and long-range dependence. These models are critical for understanding complex systems in finance, teletraffic, and climate extremes, where classical Gaussian or Markov approaches fail. His work addresses simulation, parameter estimation, and prediction in such models.

Scientific Awards:

• Charles W. Lake, Jr. Chair in Productivity