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New Executive Members in the Bernoulli Society


President: Victor Pérez-Abreu

President Elect: Edward Charles Waymire

Treasurer: José Manuel Corcuera

Council Member: Probal Chaudhuri

Council Member: Zenghu Li

Council Member: Peter Spreij

Chair of the Committee for Conferences on Stochastic Processes: Marta Sanz-Solé

Editor Bernoulli: Richard Davis


President: Victor Pérez-Abreu

Victor Pérez-Abreu is a researcher in the Probability and Statistics Department at the Research Center for Mathematics, CIMAT, in Guanajuato, Mexico. He received a Bachelor’s degree in Physics and Mathematics from the National Polytechnic Institute in Mexico City and his Master’s degree in mathematics at the same school. He also has a Ph.D. in Mathematical Statistics from the University of North Carolina at Chapel Hill. He joined CIMAT in 1986 where he was appointed as the General Director from 1997 to 2003 and Chair of its Probability and Statistics Department during several periods. While at CIMAT, he has organized more than 25 national and international meetings in probability, statistics and their applications at the research and the educational levels. He has been a member of several committees of BS, IMS and ISI, President of the Latin-American Chapter of BS and local organizing committee Chair of the 2000 World Congress in Mathematical Statistics and Probability in Guanajuato.
His research interests include multiple Wiener-Itô integrals and chaos expansions, stochastic processes on infinite dimensional spaces, goodness of fit tests and environmental statistics.

More recently his interests have been in Lévy processes and infinitely divisible aspects of random matrices and distributions on cones as well as infinite divisibility in classical and free probability, and their connections to other branches of mathematics.

President Elect: Edward Charles Waymire

Edward Charles Waymire holds a joint appointment as Professor in the Department of Mathematics and in the Department of Statistics at Oregon State University. He has a 1976 Ph.D. degree in Mathematics from the University of Arizona. Waymire recently completed a three year term as editor in chief of the Annals of Applied Probability, and currently serves as an Associate Editor for Probability Surveys and the Proceedings of the American Mathematical Society. He is a past editor of the journal Bernoulli. Waymire has served on numerous committees of professional societies, including chair of the Bernoulli Society's Committee on Probability and Statistics in the Physical Sciences (CPS^2) and Committee on Conferences in Stochastic Processes (CCSP). He is co-author with Rabi Bhattacharya of Stochastic Processes with Applications, Wiley (1990) and reprinted in the Classics in Applied Mathematics Series by SIAM, 2009, and A Basic Course in Probability Theory, Springer (2007). His most recent research interests concern skew Brownian motion and/or multiplicative cascades in connection with broad classes of applications involving dispersion, flow and disorder in heterogeneous environments.

Treasurer: José Manuel Corcuera

Barcelona, where he currently teaches Statistics and Quantitative Finance in the Faculty of Mathematics. He was born in San Sebastián (Spain), and studied physics at the University of the Basque Country. Then he moved to Barcelona where he studied Mathematics as well. He did his Ph.D. in the Department of Statistics of the University of Barcelona in 1995. He has written more than 30 papers on different issues, e.g. Information Geometry, Prediction and Asymptotics, Mathematical Finance, Inference for Stochastic Processes. He has given more than 40 talks around the world. His last works “Multipower variation for Brownian Semistationary Processes” (in collaboration with Ole E. Barndorff-Nielsen and Mark Podolskij), “Dynamic complex hedging in additive Markets” (with Joao Guerra) and “Malliavin Calculus and Statistical Inference” (with Arturo Kohatsu-Higa) is a good sample of his research interests.

Web Page: www.mat.ub.es/~corcuera/

Council Member: Probal Chaudhuri

Probal Chaudhuri was born in 1963 in Calcutta, India. He obtained his B-Stat and M-Stat degrees from Indian Statistical Institute in the years 1983 and 1985 respectively. After that, he went to the University of California at Berkeley and worked under the supervision of Prof. Charles J. Stone to earn his Ph.D. degree in statistics in the year 1988. He returned to India in the December of 1990 to join the Theoretical Statistics and Mathematics Unit of Indian Statistical Institute, Calcutta, as a lecturer. He is working there since then and is currently a professor there.
He has a diverse research interest and made contributions in several areas of theoretical and applied statistics. He has authored and co-authored more than sixty research articles that have been published mostly in statistics, computer science and biology journals.
He has served as an editor of Sankhya: the Indian Journal of Statistics in the past. He is currently an associate editor of the Journal of the American Statistical Association, Statistica Sinica and Advances in Statistical Analysis, a Journal of the German Statistical Society.

He is a recipient of many prestigious national awards including the C.R.Rao National Award in Statistics and the Shanti Swarup Bhatnagar Award in Mathematical Sciences both awarded by the Government of India. He is a fellow of all three science academies of India and also a fellow of the IMS.

Council Member: Zenghu Li

Zenghu Li received his Ph.D. in 1994 from Beijing Normal University. He is now a Chang Jiang Scholar Chair Professor in Beijing Normal University, a Vice President of the Chinese Society of Probability and Statistics (2006-2010), a member of the Editorial Committee of “Acta Mathematica Sinica” (since 2009) and an Associate Editor of “Statistics and Probability Letters” (since 2009). He was a plenary speaker at the “31st Conference on Stochastic Processes and their Applications” (Paris, France, 2006, July, 17-21). His research area covers measure-valued processes (superprocesses), branching processes and infinite particle systems.

Council Member: Peter Spreij

Peter Spreij was born in Amsterdam in 1956. He studied mathematics at the Vrije Universiteit (VU) in Amsterdam, after which he held short term lectureships at VU and Twente University. He conducted his Ph.D. research at the Center for Mathematics and Computer Science in Amsterdam under the supervision of Jan van Schuppen on stochastic systems theory. He obtained the doctoral degree in 1987 at Twente University. In the same year, he joined the Econometrics department at VU and moved to the Korteweg-de Vries Institute for Mathematics at the Universiteit van Amsterdam (UvA) in 1999, which is also his current affiliation. His research interests are mainly in stochastic systems, statistics for stochastic processes, financial mathematics and linear algebra. He is on the council of the Bernoulli Society since 2007.

Chair of the Committee for Conferences on Stochastic Processes: Marta Sanz-Solé

Marta Sanz-Solé is Professor at the Faculty of Mathematics, University of Barcelona, and the leader of the research group on stochastic analysis at this University. She has published many research papers on random fields, large deviations, anticipating calculus, Malliavin calculus, stochastic partial differential equations and a book on Malliavin calculus with applications to SPDEs. In 1998, she received the Narcis Monturiol Award of Scientific and Technological Excellence, granted by the autonomous government of Catalonia.
She was elected Dean of the Faculty of Mathematics for the period 1993-1996 and appointed Vice President of the Division of Sciences for the period 2000-2003 at the University of Barcelona.
She has been an elected member of the Executive Committee of the European Mathematical Society for the period 1997-2004, Secretary of Organization of the Third European Congress of Mathematics (3ecm, Barcelona 2000), and Chair of the Local Program Committee of the International Congress of Mathematicians ICM 2006.

She likes to be involved in many different aspects of mathematical activity, going from those of purely scientific and academic character and scientific policy, to those related with social and projection structures for the mathematical community.

Editor Bernoulli: Richard Davis

Richard Davis is the Howard Levene Professor of Statistics at Columbia University. He received his Ph.D. degree in Mathematics from the University of California at San Diego in 1979, where he studied under the direction of Professor Murray Rosenblatt. Davis is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and is an elected member of the International Statistical Institute. He is co-author (with Peter Brockwell) of the bestselling books, "Time Series: Theory and Methods", "Introduction to Time Series and Forecasting", and the time series analysis computer software package, "ITSM2000"; and co-editor (with Torben Andersen, Jens-Peter Kreiss, and Thomas Mikosch) of the "Handbook in Financial Time Series." In 1998, he won (with collaborator W.T.M Dunsmuir) the Koopmans Prize for Econometric Theory. His research interests include time series, applied probability, extreme value theory, and spatial statistics.

Currently, he is chair-elect of the Business and Economic Statistics Section of the American Statistical Association, serves as an associate editor for Bernoulli, Statistical Science, Stochastic Processes and Their Applications, and Extremes, and is co-organizer (with James Stock of Harvard and Ruey Tsay of Chicago) of the annual time series workshops sponsored by the National Bureau of Economic Research and the National Science Foundation. He has advised or co-advised over 25 Ph.D. students and has received 30 years of continuous research funding from the National Science Foundation.