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Dux is Latin for leader (from the verb ducere, 'to pull') and could refer to anyone who commanded two or more legions. Though the dux could refer to a Consul, the title of dux usually refers to the Roman Governor of the provinces. As the Governor, the Dux, was both the highest civil official as well as the commander-in-chief of the legions garrisoned within the province. However, during the time of the Dominate, the powers as a dux were split from the role of the governor and were given to a new office called "Dux". The dux was still the highest military office within the province and commanded the legions, but the governor had to authories the use of the dux's powers. But once authorised, the dux could act independently from the governor and handled all military matters. An example would be the Dux per Gallia Belgica which was the Dux of the province of Gallia Belgica.
Also with the Dominate, the provinces were organized into dioceses administered by a Vicarius. Like with the Governors, the Vicarius was assisted by a Dux. This Dux was superior to all of other Duces within the dioceses and when the Vicarius called the legions of the dioceses into action, all of the legions where at the Dux's command. An example would be the Dux per Gallia which was the Dux of the Dioceses of Gaul.
This office was, in turn, subject to the Magister Militum of his respective Praetorian prefecture.
Dux is also the root (via the french duc) of the English word duke and its derivates, the Italian doge, etc. Dux is also a modern 'Anglo-saxon' title given to the top academic student in a graduating class of a school. It is most commonly used in Scotland, Australia and New Zealand. Similar concepts:
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