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Department of Probability and Statistics at the Institute of Mathematics and Informatics
Overview of the Department n Founded by Nickola Obreshkov in 1954 n Strong foundation in Probability Theory, Stochastic processes and Mathematical Statistics n Now we have – – n 4 Professors (D. Sci. ) , 6 Senior Research Associates (Dr), 5 Research Associates (4 Dr), 3 Ph. D. students Head of the Department: Nickolay Yanev
Main Activities n n n Scientific Research in the area of Probability and Statistics Application and consulting in the area of Probability and Statistics Teaching at all university levels Organizing Regular International Conferences in Probability and Statistics Research Seminars on Probability and Statistics
Department members Research Area Maroussia Bojkova Georgi Boshnakov Ralitza Gueorguieva Vladimir Kaishev Nickolay Kolev Rossen Krachunov Ljuben Mutafchiev Elisaveta Pancheva Blagovest Shishkov Valery Stefanov Eugenia Stoimenova Vesela Stoimenova Nikolai Trendafilov Branching processes Time series analysis and forecasting, Data analysis, Statistical computing Mixed effects models for analysis of longitudinal and clustered data Actuarial mathematics Applied probability Actuarial mathematics Probabilistic methods in asymptotic enumeration of combinatorial structures Extreme value theory, Financial mathematics Applied probability, Bioinformatics, Computational biology, Markov processes Nonparametric statistics, Algebraic methods in statistics Branching processes, Robust statistics Multivariate statistics, Data analysis George Yanev Branching processes Nickolay Yanev (Head) Branching processes, Age-dependent immigration, Diffusion, Limit theorems, Renewal theory, Markov processes, Cell proliferation
Broad Areas of Research n n n n Branching processes, Renewal and regenerative processes Random processes, Extreme value theory Random graphs Probability measures and metrics, Limit theorems Statistical inference, Nonparametric statistics Biostatistics, Stochastic models in biology and medicine Time series analysis Financial mathematics, Actuarial mathematics
Publishing We have published 18 books (6 abroad) and more than 400 papers in the best international journals like: n. J. American Statistical Association n. Stochastic Analysis and Applications n. Annals of Probability n. J. of Statistical Planning and Inference n. Theory of Probability and Appl. n. Stochastic Models n. J. Applied Probability n. Journal Applied Statistical Science n. Advances in Applied Probability n. Mathematical Methods in Statistics n. Statistics & Probability Letters n. Mathematical Biosciences n. Statistics n. Lecture Notes in Statistics n. Ann. Institute of Statist. Mathematics nand others
Publishing (2004 – 2008)
Conferences Starting from 1974 the Department has organized n n n 13 International Summer Schools and Conferences on Probability and Statistics. 7 seminars on Statistical Data Analysis European Meeting of Statisticians, 1978 (Chair B. Penkov). First World Congress on Branching Processes, 1993 (Chair N. Yanev). International Seminar on Stability, 2004 (Chair E. Pancheva).
International Summer Conference on Probability and Statistics Next: XIV ISCPS 2010, Sozopol
Research Seminars Two scientific seminars are carried out at the Institute, in which experts of the field from other institutions of science and studies participate as well. n n National Seminar on Probability and Statistics (N. Yanev) Seminar in Risk Management (E. Pancheva)
Expertise and Consulting The members of the Department take part in – – National and International Scientific Committees Journal Editorial Boards Expert Committees Reviewing books and journal papers, etc.
International Projects (2004 -2008) Name Stochastic Models in Biology, ECONET’ 2006 Principal Investigator Funding Cristine Jacob, N. Yanev, 5 participants INRA, France N. Yanev, 7 participants from the department Academy bilateral agreement, Romania N. Yanev, 7 participants from the department Academy bilateral agreement, Russia Study of Smart Antenna Arrays for the Wireless Communication Networks B. Shishkov, 2 participants from the department Bulgarian-French Programme for joint scientific researches - PAI "RILA" 2005. Random Combinatorial Structures: Asymptotic Enumeration Results and Limit Theorems L. Mutafchiev, 1 participant from the department Academy bilateral agreement, Israel Stochastic models of multiplication and summation Probability Theory and Mathematical Statistics, Random Processes. Applications in Biology, Finance, IT and Industrial Technologies.
Teaching The scientific research of the members of the Department is always combined with education of Ph. D students, Master students and Bachelor students at Bulgarian Universities and Universities abroad. The members of the Department are defended 3 theses for Doctor of Mathematical Sciences degree and 27 Ph. D theses. On the other hand, the members of the Department were supervisors of 23 Ph. D theses and more than 110 Master Diploma Works.
Ph. D Students Supervising Ph. D. students in mathematics with specialization 01. 10 Theory of Probability and Mathematical Statistics
Master Program in Applied Statistics In winter 2008 the Institute of Mathematics and Informatics started a joint master program at New Bulgarian University n. Program of study: • Core curriculum of 15 courses • Written core exams • Projects, practice • Master thesis n. Duration: 4 semesters n. Leadership Statistics of the Department of Probability and
Scientific Exchange n Many of the department members carried research at foreign scientific centers: – Moscow University, n Many leading foreign mathematicians visited the department over years: B. Gnedenko L. Bolshev Y. Sinai A. Shirjaev V. Zolotorev Yu. Linnik K. Urbanik I. Vince D. Kendall J. Neyman E. Scott I. R. Savage, C. R. Rao among others.
Additional Information Visit http: //www. math. bas. bg/~statlab/