Staff profile

Qualifications

• MSc, Kiev University, PhD, Kiev University.

Teaching areas

• Probability, Statistics and Their Applications (STA2MD, STA3SI, STA3AP, STA4ATA).

Supervision

• Sushil Deo Raj. On rate of convergence of wavelet expansions of stochastic processes.
• Don Vicendese. Modelling seasonality & trends in repeat admissions for asthma and examining the association of indoor allergens with repeat admissions for childhood asthma. (co-supervisor)
• Matthew Vicendese. Limit theorems for long range dependent random fields.
• Melanie Makaronis. Wavelet expansions of the wiener process.
• Megh Shah. Option models with long range dependence.
• Huw Cannon. Error bounds in sampling reconstruction.

Professional involvement

• Member of Editorial Board of "The Open Signal Processing Journal".
• Member of Editorial Board of  "Journal of Classical Analysis".
• Member of Editorial Board of Journal "In the World of Mathematics".
• Reviewer for "Mathematical Reviews".
• Member of the Australian Mathematical Society
• Member of the American Mathematical Society.
• Member of the Kyiv Mathematical Society.
• Member of the Research Group in Mathematical Inequalities and Applications.

Research interests

• Theory and statistics of random fields. Spectral and correlation theory of random processes and fields.
• Sampling in Fourier and signal analysis.
• Stochastic in finance, insurance, and wireless communications.

Recent publications

• Uniform convergence of wavelet expansions of Gaussian random processes. Stochastic Analysis and Applications. Vol.29, No. 2. (2011), 169-184. (with Yu. Kozachenko and O. Polosmak)
• Average Sampling Restoration of Harmonizable Processes. Communications in Statistics: Theory and Methods. Vol.40. (2011), 3587-3598. (with T. Pogany)
• Universal truncation error upper bounds in irregular sampling restoration. Applicable Analysis. Vol.90, No. 3-4. (2011), 595-608. (with T. Pogany)
• Independent component analysis for functional MRI. In J. M. Dunn, et al. Understanding the abnormal brain activity in epilepsy as a potential predictor of the onset of an epileptic seizure.  ANZIAM Journal. Vol.52, (2011), M94-M98.
• Convergence rate of wavelet expansions of Gaussian random processes. To appear in Communications in Statistics: Theory and Methods. (with Yu. Kozachenko and O. Polosmak)
• Limit theorems for weighted functionals of cyclical long-memory random fields. Submitted.
• Towards a computational approach to Tauberian and Abelian theorems. Submitted. (with N. Leonenko)
• Acceptance testing procedure equivalence. Submitted. (with B. Abbasi, R. Crawford and K. A. Haskard)
• Asymptotic behaviour of functionals of cyclical long-range dependent random fields. Submitted. (with B. Klykavka and M. Vicendese)
• Distribution of Arrival Delay  & Azimuth-Elevation Arrival Angle of "Bad Urban" Uplink Multipaths Off Scatterers Distributed Cylindrically Above the Mobile. Submitted (with K. T. Wong and S. A. Qasmi)