Biography
My research interests fall under the general heading applied probability and stochastic processes. Put simply, I like to study the probabilistic structure and properties of processes that statisticians and others want to observe and analyze. For example, nonlinear time series models are being applied to many observed times series, using statistical methods that assume some type of stability – my work looked at how one can verify such stability for specific models. More recently, I and colleagues from computer science are investigating properties of dynamic random networks with an interest in optimizing some of those properties. I am also interested in questions of real analysis that are related to or devolve from statistical problems. This has included looking at the distributions of heavy-tailed random variables, which is relevant for risk theory and extreme values of data, and at the relationship between discontinuous functions and their Fourier transforms, which was of interest for function estimation.