Associate Professor Emeritus of Statistics

Ph.D. in Mathematics, University of California, Berkeley, 1976

Website

Research Interests

• Probability theory and stochastic processes, emphasizing Gaussian processes and processes with independent increments - with potential applications in finance and other areas.

Selected Publications

• Representations, decompositions, and sample function continuity of random fields with independent increments, (with R. J. Adler, R. H. Scissors, and R. Wtlson), Stoch. Proc. Appl., 15, 3-30, 1983.
• Gaussian measures in Bp (with N. C. Jain), Ann Probab., 11,46-57, 1983.
• Stable distributions (with W. Stout), Encyclopedia of Statistical Sciences, 3, 617-620,1988. Wiley-Interscience.
• The problem of embedding vector-valued martingales in a Gaussian process, (with W. Philipp), Theor. Veroyatnostey, 35, 384-387, 1990.
• Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales, (with W. Philipp), Probab, Th. Rel. Fields, 88, 381-404, 1991.
• Conditional versions of the Strassen-Dudley theorem, (with W. Philipp), Proceedings of the Eighth Conference on Probability in Banach Spaces, 1991.  Birkhauser, Boston, 116-127, 1992.
• Small values of Gaussian processes and functional laws of the iterated logarithm, (with H. Rootzen), Probab. Th. Rel. Fields, 101, 173-192, 1995.
• Statistics:  The Craft of Data Collection, Description and Inference, with W. Stout, B. Bailey, J. Fryxell, R. Gould, X. He, and L. Roussos, 2001.
• Statistics: Concepts and Methods, 2nd Edition. (with W. F. Stout and E. J. Harner) Mobius (2005).
• Life Stats: Collecting, Analyzing, and Interpreting Data (with W. F. Stout and E. J. Harner) Mobius (2006).