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Gennady Samorodnitsky

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  • Gennady Samorodnitsky
  • Dept: Operations Research and Information Engineering
  • Title: Professor
  • Address: 220 Frank HT Rhodes Hall
  • Phone: 607 255-9141
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Biography

Gennady Samorodnitsky received his B.S. in 1978 from the Moscow Steel and Alloys Institute, USSR, his M.S. and his D. Sc. 1986 from Technion, Israel in 1983. He joined the School of Operations Research and Industrial Engineering in 1988.

Research Interests

His research interests lie both in probability theory and in its various applications. A very important area is that of stochastic modeling, and he is especially interested in "non-standard" models, in particular those exhibiting heavy tails and/or long-range dependence. These models behave very differently from the "usual" models that are typically based on Gaussian or Markov stochastic processes. Both heavy tails and long-range dependence are observed in financial processes, teletraffic processes and many other processes. Since many classical statistical tools break down in the presence of long-range dependence and/or absence of Gaussianity, it is very important to understand how "non-standard" models behave, how one simulates them, how one estimates their parameters, and how one predicts their behavior in the future. He is interested in interaction of toplogy with probability theory; applications are, among others, in medicine and cosmology. A major area of interest is studying and modeling extremes in climate and understanding, in particular, whether, in fact, extremes in climate grow faster than the averages. He is looking closely, in particular, at certain financial and queueing models. Other areas of interest include self-similar (fractal-like) stochastic processes, extrema of stochastic processes, zero-one laws, positive and negative dependence in stochastic processes, stable and other infinitely divisible processes and level crossings of stochastic processes.

Teaching Interests

Professor Samorodnitsky's teaching focuses on courses in probability and stochastic processes. He also teaches some finance courses and some statistics courses.

Selected Publications

Selected Awards and Honors

  • IX Annual All-India Lecturer in Probability and Stochastic Processes (Indian Statistical Institute, Kolkata) 2014
  • First Annual Applied Probability Lecturer by the Applied Probability Trust (Applied Probability Trust) 2009
  • Wolf Foundation Scholarship (Wolf Foundation) 2000
  • Fellowship in the Institute of Mathematical Statistics (Institute of Mathematical Statistics) 2000
  • Chaim Weizmann Fellowship 1986- 1987

Websites

Education

  • BS (Computer Science), Moscow Steel and Alloys Institute, 1978
  • MS (Operations Research), Technion- Israel Institute of Technology, 1983
  • D.Sc. (Statistics), Technion - Israel Institute of Technology, 1986