Chris C. Heyde: Stochastic
Modeling, The Effects of Randomness in Systems, Large Sample Behavior,
Estimation of System Parameters
Garud Iyengar: Stochastic
Optimization, Applied Probability, Mathematical Finance, Information Theory,
Communication Networks.
Predrag Jelenkovic
Ioannis Karatzas: Probability,
Random Processes, Optimization, Mathematical Economics
Steve Kou: Simulation Theory,
Mathematical Statistics, Applied Stochastic Processes, and Mathematical
and Computational Finance
Aurel A. Lazar: Resource Allocation
and Networking Games, Multiple Time Scales and Subexponentiality,Telecommunications
Victor de la Pena: Probability,
Martingales, De-Coupling Methods
Jay Sethuraman
Yongzhao Shao: Probability, Stochastic Optimization, Empirical Processes
and their Applications, Limit Theorems, Statistical Estimation
Lawrence Shepp: Probabilistic,
combinatorial, and statistical analysis of problems in physics and engineering,
Computer tomography, Mathematical finance, Genetics
Karl Sigman: Queueing Theory,
Stability Theory, Point Processes, Risk Theory
Suresh Sundaresan: Fixed
Income Markets, Term Structure Theory, Auctions, Design and Valuation of
Debt Contracts, Derivative Markets and Risk Management
Joseph Traub:Information Based
Complexity, Limits to Scientific Knowledge, Average Case Analysis, Financial
Computations
Garrett van Ryzin: Queueing
Systems and Control, Stochastic Optimization, Logistics and Yield Management
Applications
Henryk Wozniakowski:
Computer Science, Complexity of Continuous Problems, Financial Computations
David D. Yao: Stochastic
Models, Queues and Queueing Networks, Discrete Event Systems, Manufacturing
and Telecommunication Applications
CAP 601 CEPSR
Columbia University
530 West 120th Street
Mail Code: 8906
NY, NY 10027 USA
PHONE: (212) 854-6096
FAX: (212) 854-6989
EMAIL: cap@columbia.edu
This page was last modified on : Oct 23 01:27:08 1997