Project Grant 2246838

Brown University received a three-year $365,000 Project Grant from the National Science Foundation Division of Mathematical Sciences under the Mathematical and Physical Sciences federal grant program (CFDA 47.049).

The grant will fund research into rare events and fluctuations in high-dimensional stochastic systems. Brown University researchers will study three classes of stochastic systems: large collections of interacting diffusions; high-dimensional measures such as random matrix ensembles; and fluctuations in random matrix eigenvectors. Analytical, geometric, and probabilistic methods will be used to characterize deviations from typical behavior and quantify rare event probabilities. The research aims to advance understanding of fundamental probability and apply to fields including statistical physics, asymptotic convex geometry, and statistics. The grant also supports mentoring of junior researchers and outreach efforts to broaden participation in mathematics. The award period is from August 1, 2023 to July 31, 2026.