Ph.D. (2002), Department of Mathematics and Statistics, Boston University D.E.A. (1997), Laboratoire de Probabilites et Modeles Aleatoires, University of Paris 6, France B.Sc. (1996), Department of Mathematics and Informatics, Vilnius University, Lithuania
2012 - present: Professor, Department of Statistics and OR, UNC-Chapel Hill 2010 - present: Director, Mathematical Decision Sciences, UNC-Chapel Hill 2007 - 2012: Associate Professor, Department of Statistics and OR, UNC-Chapel Hill 2002 - 2007: Assistant Professor, Department of Statistics and OR, UNC-Chapel Hill 2008 - 2010: Ciencia 2007 Researcher, Center of Mathematics and Its Applications, Instituto Superior Tecnico, Portugal
Scaling phenomena:
Other problems in Probability and Statistics:
Stor 155: Introduction to Statistics, Spring 2014. Stor 634: Measure Theory and Integration, Fall 2013. Stor 831: Advanced Probability: Weak Convergence, Empirical Processes, Fall 2013. Ideas for undergraduate probability course
DataFest 2013: Poster
Gustavo Didier (graduated in 2007) Changryong Baek (graduated in 2010) Ritwik Chaudhuri (started in Fall 2010) Stefanos Kechagias (started in Fall 2011)
Books:
Selected publications:
Probability Theory and Related Fields 118 (2000) 251-291. The Annals of Probability 30 (2002) 898-932. Applied and Computational Harmonic Analysis 19(1) (2005) 49-60. Journal of Fourier Analysis and Applications 14
(2008) 203-234. IEEE Transactions on Information Theory 55 (2009) 3825-3846.Extremes 12 (2009) 361-400. Signal Processing 91 (2011) 1741-1758.Bernoulli 17 (2011) 1-33.Journal of Business and Economic Statistics
29 (2011) 295-306. Bernoulli 17 (2011) 1285-1326.Journal of Time Series Analysis 33 (2012) 131–151.Fractals.
All published or accepted research papers Conference on long-range dependence, self-similarity and heavy tails, April 2012 Meeting on multifractal analysis: from theory to applications and back, February 2014 Editorial work: Advances in Statistics, Journal of Probability and Statistics
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