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The Technion |
Professor, Industrial Engineering & Management, Technion
Education:
Research Interests:
1: The study and application of stochastic processes which, in one
form or another, have a strong spatial component (random fields).
In particular, I have been interested in the geometrical properties
of various structures generated by these processes.
2: Extremal theory of Gaussian processes and fields, including
asymptotic distributions of extrema of general processes and precise
approximations for specific cases.
3: "Superprocesses", which are continuum models
for infinitely
many particles undergoing both diffusion and branching. Apart from theoretical
research, I have developed computational techniques for the
visualisation of these processes as an aid to discovering more of their
geometrical properties.
4: Random processes on manifolds.
Books
The Geometry of Random Fields, (1981), Wiley, London.
An Introduction to Continuity, Extrema, and Related Topics
for General Gaussian Processes, (1990), IMS Lecture Notes-Monograph
Series.
IMS Lecture Notes-Monograph Series.
Stochastic Modelling in Physical Oceanography,
Birkhaüser, Boston, (1996)
joint editorship with P. Muller and B. Rozovskii.
A Users
Guide to Heavy Tails: Statistical Techniques for Analysing Heavy
Tailed Distributions and Processes,
Birkhaüser, Boston, (1998),
joint editorship with R. Feldman and M. Taqqu.
Movies, etc
Superprocesses - The Movie. A 15 minute video of superprocess
visualisations, 1994. (Also available as an interactive computer game.)
SUPER, an interactive C/GL
graphics package for the visualisation of superprocesses in dimensions one
through five.
(Documentation, including information on how to obtain, run, and,
if necessary,
compile the programs, is available at my
Technion homepage.)
Journal articles and preprints
For a full list of publications,
downloadable recent papers, and more information
(including links to pictures of grandsons) go to my
Technion homepage.
June, 2001
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