Research and other Interests

I am currently in the first year of my doctoral program at UChicago. My research interests include Probability Theory, Theoretical Statistics and Functional Analysis, as well as related disciplines like Machine Learning and Pattern Recognition. My Master's Thesis was on Marcinkiewicz Strong Law of Large Numbers for products of heavy-tailed and long-range dependent linear processes. Before that, I held student research positions in ISI Bangalore and TIFR-CAM. My hobbies include playing the violin, reading superhero stories, and cricket. Please scroll down to learn more about me.

Contact Details

Sounak Paul
Department of Statistics
G.H. Jones Laboratory
5747 South Ellis Avenue
Chicago, IL 60637


University of Chicago

Doctor of Philosophy (PhD) in Statistics Chicago, USA 2019 - Present

Incoming student.

University of Alberta

Master of Science (MSc) in Mathematics Edmonton, Canada 2017 - 2019

Obtained a perfect 4.0 GPA.

Indian Statistical Institute

Bachelor of Mathematics (Honours) Bangalore, India 2014 - 2017

Obtained First Division with Distinction, and secured Second Rank in my batch.

Delhi Public School, Ruby Park

CBSE(Class 10) and AISSCE(Class 12) Kolkata, India 2008 - 2014


Dr. Josephine M. Mitchell Scholarship

University of Alberta 2018

Pundit RD Sharma Memorial Graduate Award

University of Alberta 2017

University of Alberta Master's Recruitment Scholarship

University of Alberta 2017

Awarded to 20-odd masters students in the entire Faculty of Graduate Studies and Research.

Summer Research Program Fellowship

Indian Academy of Sciences Summer 2016

Visiting Student Research Program Fellowship

TIFR Mumbai and TIFR-CAM Bangalore Summer 2016

RMO Awardee

Regional Mathematics Olympiad 2013

I cracked the Regional Mathematics Olympiad, Bengal Zone 2013.

KVPY SX Awardee

Kishore Vaigyanik Protsahan Yojana 2013

I received the prestigious KVPY scholarship awarded by the Department of Science and Technology and the Indian Institute of Science Bangalore.

Infomatrix Computer Project Competition

Bucharest, Romania 2006

I Represented India, and was the youngest participant at this event organised by the Ministry of Education, Research and Youth, and Lumina institutii de invatamant, Bucharest.

Research Projects

Marcinkiewicz Strong Law of Large Numbers for Products of Long Range Dependent and Heavy Tailed Linear Processes

Prof. Michael Kouritzin, University of Alberta May 2018 - Aug 2019

Several big datasets we encounter, especially in network, financial and environmental series, is often not only big but also heavy-tailed and long-range dependent. This combination of big, heavy and long data can often be modeled well by multivariate linear processes but is lethal for most classical statistics. Long memory pretty much rules out any use of strong mixing; heavy tails makes use of moments impossible without techniques like truncation, and the two-sided nature of the processes means we need to worry about the future as well as the past. Recently, Marcinkiewicz strong laws of large numbers (MSLLN) were established for showing consistency and optimal polynomial rates of convergence for this kind of data for parameter estimation, adaptive machine learning, and econometrics. I generalized the MSLLN results of well known autocovariance case to multiple products of Heavy-Tailed and long range dependent data. I have found that a MSLLN for even products of linear processes with symmetric innovations converge at a faster rate than those for odd products.

Extensions of Morphological Operators to Weighted Graphs and applications to Morphological Interpolation

Prof. BS Daya Sagar, ISI Bangalore Summer 2017

This project was conducted in Systems Science and Informatics Unit (SSIU) of ISI, under the KVPY fellowship. I extended notions of dilations, erosions, opening, closing, and other Morphological operators to vertex and edge weighted graphs, and formulated a notion of medians in these graphs via morphological operators. I also formulated a method of interpolation using successive medians, following ideas from supervisor's previous papers, and simulated on various datasets in Python.

Special Topics in Analysis and Partial Differential Equations

Prof. K Sandeep, TIFR-CAM Summer 2016

I worked under Prof. K Sandeep for 2 months. It was primarily an advanced comprehensive reading project in areas related to Partial Differential Equations, where I reviewed basic concepts of Functional Analysis, Operator Theory and Geometric Analysis, then studied Frechet and Gateux derivatives. Then, I conducted a comprehensive study of stability theory and distribution theory, with emphasis on distribution solutions of general PDEs from analytic as well as geometric point of view.

A Proof of Strong Law of Large Numbers for Bernoulli random variables, and Fekete's Lemma

Prof. Yogeshwaran Dhandapani, ISI Bangalore Summer 2015

Talks given

Long Range Dependence and Heavy Tails in Data

Graduate Colloquium, University of Alberta Fall 2018

Seminars attended

Environmental Data Science Bootcamp

University of Chicago September 2019

Graduate Teaching and Learning Program

University of Alberta September 2018

Advanced Instructional School on Representation Theory of Finite Groups

Chennai Mathematical Institute Summer 2017

Teaching Assistant

MATH 101 (Calculus II)

University of Alberta

MATH 209 (Calculus III)

University of Alberta

STAT 265 (Statistics I)

University of Alberta

STAT 266 (Statistics II)

University of Alberta

STAT 309 (Complex Analysis)

University of Alberta


In my due course of study, my formal training of Computer Science has been limited. But working in various academic and non-academic projects has enabled me to acquire the followig skill-set.

  • R
  • Python
  • Latex
  • Matlab

Favotrite Quotes

  • The more you know, the less sure you are.

  • It is impossible to be a mathematician without being a poet in soul.

    Sofia Kovalevskaya
  • Mathematics is the art of giving the same name to different things.

    Henri Poincare
  • Mathematics is for lazy people.

    Peter Hilton
  • The pure mathematician, like the musician, is a free creator of his world of ordered beauty.

    Bertrand Russell