Vladas Pipiras
Dept. of Statistics & OR, UNCCH
Hanes Hall, CB#3260
Chapel Hill, NC 27599
Phone: 919 8432430
Fax: 919 9620391
Email: pipiras at email dot unc dot edu


Education
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
Appointments
2012  present: Professor, Department of Statistics and OR, UNCChapel Hill
2010  present: Director, Mathematical Decision Sciences, UNCChapel Hill
2007  2012: Associate Professor, Department of Statistics and OR, UNCChapel Hill
2002  2007: Assistant Professor, Department of Statistics and OR, UNCChapel Hill
2008  2010: Ciencia 2007 Researcher, Center of Mathematics and Its Applications, Instituto Superior Tecnico, Portugal
Research Interests
Scaling phenomena:
Longrange dependence, selfsimilarity, fractional Brownian motion
Heavy tails, extremevalue theory, stable distributions
Models and inference for multifractals
Other problems in Probability and Statistics:
Reducedrank inference
Inverse problems, sampling algorithms
Highdimensional time series
Teaching
Stor 435:
Introduction to Probability Theory, Spring 2016.
Stor 635:
Probability, Spring 2016.
Courses taught in the past
Ideas for undergraduate probability course
DataFest 2013: Poster
DataFest 2014: Poster
PhD Students
Gustavo Didier (2007)
Changryong Baek (2010)
Ritwik Chaudhuri (2014)
Stefanos Kechagias (2015)
Dylan Glotzer (current)
Research
Books:
"A Basic Course in Measure and Probability: Theory for Applications"
(with S. Cambanis and M. R. Leadbetter). Cambridge University Press, 2014. Contents
"LongRange Dependence and SelfSimilarity" (with M. S. Taqqu).
Cambridge University Press, Forthcoming in 2016. Contents (as of January, 2016). Introductory chapter
Selected publications:
"Integration questions related to fractional Brownian motion" (with M. S. Taqqu).
Probability Theory and Related Fields 118 (2000) 251291.
"The structure of selfsimilar stable mixed moving averages" (with M. S. Taqqu).
The Annals of Probability 30 (2002) 898932.
"Waveletbased simulation of fractional Brownian motion revisited".
Applied and Computational Harmonic Analysis 19(1) (2005) 4960.
"Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations
and their convergence" (with G. Didier). Journal of Fourier Analysis and Applications 14
(2008) 203234.
"Multifractal random walks as fractional Wiener integrals" (with P. Abry, P. Chainais and L. Coutin).
IEEE Transactions on Information Theory 55 (2009) 38253846.
"Second order properties of distribution tails and estimation of tail exponents in
random difference equations" (with C. Baek, H. Wendt and P. Abry).
Extremes 12 (2009) 361400.
"Synthesis of multivariate stationary series
with prescribed marginal distributions and covariance using circulant matrix embedding"
(with H. Helgason and P. Abry). Signal Processing 91 (2011) 17411758.
"Integral representations and properties of operator fractional Brownian motions" (with G. Didier).
Bernoulli 17 (2011) 133.
"Local and global rank tests for multivariate varyingcoefficient models"
(with S. Donald and N. Fortuna). Journal of Business and Economic Statistics
29 (2011) 295306.
"Probabilistic sampling of finite renewal processes" (with N. Antunes). Bernoulli 17 (2011) 12851326.
"Statistical tests for a single change in mean against longrange dependence" (with C. Baek).
Journal of Time Series Analysis 33 (2012) 131–151.
"Longrange dependence of the twodimensional Ising model at critical temperature" (with M. S. Taqqu). Chapter 18 (42 pages) in Benoit Mandelbrot: A Life in Many Dimensions, World Scientific Publishing Company (2014), edited by M. Frame and N. Cohen.
All published or accepted research papers
Working papers
Recent talks and posters
Some Matlab code
Conference on longrange dependence, selfsimilarity and heavy tails, April 2012
Meeting on multifractal analysis: from theory to applications and back, February 2014
Current editorial work: REVSTAT
Other
Full CV
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Last modified: January 2016
