Larry A. Shepp

Larry A. Shepp
  • Professor of Statistics

Contact Information

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    the Wharton Department of Statistics

Research Interests: automatic pattern recognition, connectedness of random graphs, genetics: the problem of closed loop control of diabetes, mathematics of finance, probabilistic models for phase transitions, probabilistic, combinatorial, and statistical analysis of models for problems arising in physics, engineering, and communications: computed tomography


Professor Larry Shepp passed away on April 23, 2013, at the age of 76.

For those interested in honoring Larry’s life and acquaintance, his family requests that, in lieu of flowers, a donation be made in Larry’s name to the Juvenile Diabetes Research Foundation at


PhD, Mathematics, Princeton University, 1961
MA, Mathematics, Princeton University, 1960
BS Appl Math, Polytechnic Institute of Brooklyn, 1958

Academic Positions Held

University of Pennsylvania: 2010-2013, Rutger’s University: 1997-2010 (named Board of Governor’s Professor, 2004), Columbia University: 1973-1997, Stanford University: 1978-1992

Other Positions

Distinguished Member of Technical Staff Bell Laboratories, 1962-96
Member of Scientific Board Resonex Inc, 1983-84
Member of Scientific Board American Science and Engineering Inc, 1974-75
Mathematician in Radiology Service Columbia Presbyterian Hospital, 1974-96
Co-Editor: International Journal of Imaging Systems and Technology

Visiting Positions

Extended leaves in: Moscow, USSR (1965), Stanford University (1968-1992), Mittag-Leffler Institute, Sweden (1973), MIT (1975), Simon Bolivar University Venezuela (1982), Australia (U. New South Wales, 1986, ANU, 1997)


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Past Courses


    An introduction to Stochastic Processes. The primary focus is on Markov Chains, Martingales and Gaussian Processes. We will discuss many interesting applications from physics to economics. Topics may include: simulations of path functions, game theory and linear programming, stochastic optimization, Brownian Motion and Black-Scholes. This course may be taken concurrently with the prerequisite with instructor permission.


    This seminar will be taken by doctoral candidates after the completion of most of their coursework. Topics vary from year to year and are chosen from advance probability, statistical inference, robust methods, and decision theory with principal emphasis on applications.



    Written permission of instructor and the department course coordinator required to enroll.

Awards and Honors

  • (Posthumous) Co-recipient of the 2014 IEEE Marie Sklodowska-Curie Award, 2014
  • Honorary Doctorate, New York Polytechnic University, 2004
  • Board of Governor’s Professor, Rutgers University, 2004
  • Member, Academy of Arts and Science (AAS), 1993
  • Member, Institute of Medicine (IOM), 1992
  • Member, National Academy of Science (NAS), 1989
  • IEEE Distinguished Scientist Award, 1979
  • Paul Levy Prize, 1966
  • Winner William Lowell Putnam Intercollegiate Mathematics competition, 1958


Latest Research

Philip A. Ernst, Larry Shepp, Abraham J. Wyner (2017), Yule’s “Nonsense Correlation” Solved!, The Annals of Statistics, 45 (4), pp. 1789-1809.
All Research