FACULTY RESEARCH

Kandethody M. Ramachandran, Ph.D., Brown University, 1987; Professor, ram@chuma.cas.usf.edu

Research Interests: Stochastic control problems; approximate solutions using weak convergence or Martingale techniques; computational techniques to obtain optimal controls; learning algorithms, which may arise in the context of artificial intelligence, via stochastic approximation techniques; applied problems involving stochastic calculus and distributed parameter systems; Software reliability, Digital communications, Applications of Wavelet analysis in Statistics and Signal Processing.

Selected Publications:  

Optimal and approximately optimal control policies or queues in heavy traffic, (with H.J. Kushner), SIAM J. Opt. and Control 27 (1989), 1293-1318. 

Asymptotic behavior of a hierarchical system of learning automata, (with M.A.L. Thathachar), Information Sciences 35 (1985), 91-110. 

Nearly optimal state feedback controls for delay differential equations with a small parameter, (with G. Yin), J. Math. Anal.Appl. 172 (1993), no. 2, 480-499. 

Stochastic differential games with a small parameter, Stochastics and Stochastics Reports 43 (1993), 73-91. 

Convergence problems for an impulsively and singularly controlled system, Nonlinear Analysis, Theory, Methods & Applications 30 (1997), no.1, 223-232. 

Wavelet Framework for joint Filtering and Compression based on Moments, (with R. Chandramouli and S. Gomatam), submitted to Signal Processing, 1999. 

Stochastic differential games and applications, book chapter, to appear in “Handbook of Stochastic Analysis and Applications,” (D. Kannan and V. Lakshmikantham, eds.), Marcel Dekker, Inc., 2000.

CHRISTOS "CHRIS" P. TSOKOS,, Ph.D., University of Connecticut, 1968; Distinguished Research Professor. profcpt@math.usf.edu

Research Interests: Linear and nonlinear statistical models for health sciences, operations research problems, and economic systems; frequentist and Bayesian reliability analysis and sensitivity modeling; forecasting models for stationary and nonstationary time series analysis; and differential stochastic control systems.

Selected Publications:  

Forecasting models -- Parts I & II, Stochastic Anal. and Applications 3, 247-284, 285-313. 

Methods for estimating time series models for forecasting, Applied Math. and Computation 16, 265-275. 

Random integral equations with applications to life science and engineering [with Padgett], (Academic Press, 1974). 

The theory and applications of reliability with emphasis on Bayesian and nonparametric methods, Vols. I and II (Academic Press, 1978).

George P. Yanev, Ph.D., University of Sofia, 1991; Ph.D., University of South Florida, 2001; Assistant Professor, gyanev at cas.usf.edu

Research Interests: Branching Processes: controlled branching processes, varying environment, extremes, branching trees, statistics of branching processes. Statistical modeling in biology and ecology.

Selected Publications:

Borel-Tanner distribution: empirical Bayes modification of the MLE under LINEX loss, J. Applied Statistical Science, in press. 

A critical branching process with stationary-limiting distribution [with N. Yanev], Stochastic Analysis and Applications 22 (2004), 3:721-738. 

Extremes of geometric variables with applications to branching processes, [with K. Mitov and A. Pakes], Statistics and Probability Letters 65 (2003), 4:379-388. 

Decision-theoretic estimation of the offspring mean in mortal branching processes, [with C.P. Tsokos], Commun. Statistics: Stochastic Models 15 (1999), 5:889-902. 

On the maximum family size in branching processes, [with I. Rahimov], J. Applied Probability 36 (1999), 3:632-643.