Subject: Publications

Vladimir Pozdnyakov

Department of Statistics, University of Connecticut

    Edited Volumes:

  1. Scan Statistics: Methods and Applications, J. Glaz, V. Pozdnyakov, and S. Wallenstein, eds., Birkhauser, Boston, 2009.

    Articles:

  2. C. Hu, V.I. Pozdnyakov, and J. Yan, On Occupation Time for On-off processes with Multiple Off-states, Modern Stochastics: Theory and Applications, to appear.

  3. C. Hu, M. Elbroch, T. Meyer, V.I. Pozdnyakov, and J. Yan, Moving-Resting Process with Measurement Error in Animal Movement Modeling, Methods in Ecology and Evolution , 12(2021), 2221-2233.

  4. V.I. Pozdnyakov, M. Elbroch, C. Hu, T. Meyer, and J. Yan, On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States, Methodology and Computing in Applied Probability, 22(2020), 1275-1291.

  5. C. Hu, V.I. Pozdnyakov, and J. Yan, Density and Distribution Evaluation for Convolution of Independent Gamma Variables, Computational Statistics, 35 (2020), 327-342.

  6. V.I. Pozdnyakov, M. Elbroch, A. Labarga, T. Meyer, and J. Yan, Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation, Methodology and Computing in Applied Probability, 21 (2019), 907-920.

  7. V.I. Pozdnyakov and J.M. Steele, Martingale Methods, Handbook of Scan Statistics, J. Glaz and M. Koutras, eds., Springer, (2017), online publication.

  8. V.I. Pozdnyakov and J.M. Steele, Buses, Bullies and Bijections, Mathematics Magazine, 89 (2016), 167-176. [1][2][3]

  9. Z. Chi, V.I. Pozdnyakov, and J. Yan, On Expected Occupation Time of Brownian bridge, Statistics and Probability Letters, 97 (2015), 83-87.

  10. J. Yan, Y. Chen, K. Lawrence-Apfel, I.M. Ortega, V.I. Pozdnyakov, S. Williams, and T. Meyer, A Moving-Resting Process with an Embedded Brownian Motion for Animal Movements, Population Ecology, 56 (2014), 401-415.

  11. V.I. Pozdnyakov, T. Meyer, Y. Wang, and J. Yan, On Modeling Animal Movements Using Brownian Motion with Measurement Error, Ecology, 95 (2014), 247-253.

  12. K. Bharath, V.I. Pozdnyakov, and D. Dey, Asymptotics of the Empirical Cross-over Function, Annals of the Institute of Statistical Mathematics, 66 (2014), 369-382.

  13. T. Meyer and V.I. Pozdnyakov, Checking GNSS-determined positions with EDM-observed distances, Survey Review, 45 (2013), 275-280.

  14. V.I. Pozdnyakov and J.M. Steele, A Systematic Martingale Construction with Applications to Permutation Inequalities, Journal of Mathematical Analysis and Applications, 407 (2013), 130-140.

  15. K. Bharath, V.I. Pozdnyakov, and D. Dey, Asymptotics of a Clustering Criterion for Smooth Distributions, Electronic Journal of Statistics, 7 (2013), 1078-1093.

  16. B. Raman and V.I. Pozdnyakov, On Gaussian HJM Framework for Eurodollar Futures, Applied Stochastic Models in Business and Industry, 27 (2011), 384-401.

  17. Y. Fama and V.I. Pozdnyakov, A Test For Self-exciting Clustering Mechanism, Statistics and Probability Letters, 81 (2011), 1541-1546.

  18. V.I. Pozdnyakov and J.M. Steele, Bugs on a Budget: Distributed Sensing with Cost for Reporting and Non-Reporting, Probability in the Engineering and Informational Sciences, 24 (2010), 525-534.

  19. M. Guerriero, V.I. Pozdnyakov, J. Glaz , and P. Willett, A Repeated Significance Test with Applications to Sequential Detection in Sensor Networks, IEEE Transactions on Signal Processing, 58 (2010), 3426-3435.

  20. V.I. Pozdnyakov and J.M. Steele, Convexity Bias in Eurodollar Futures Prices: a Dimension-Free HJM Criterion, Methodology and Computing in Applied Probability, 11 (2009), 551-560.

  21. V.I. Pozdnyakov and J.M. Steele, Martingale Methods for Patterns and Scan Statistics, Scan Statistics: Methods and Applications, J. Glaz, V. Pozdnyakov, and S. Wallenstein, eds., Birkhauser, Boston, 2009, 289-318.

  22. V.I. Pozdnyakov, On Occurrence of Patterns in Markov Chains: Method of Gambling Teams, Statistics and Probability Letters, 78 (2008), 2762-2767.

  23. V.I. Pozdnyakov, On Occurrence of Subpattern and Method of Gambling Teams, Annals of the Institute of Statistical Mathematics, 60 (2008), 193-203.

  24. V.I. Pozdnyakov, A Note on Occurrence of Gapped Patterns in I.I.D. Sequences, Discrete Applied Mathematics, 156 (2008), 93-102.

  25. V.I. Pozdnyakov and J. Glaz , A Nonparametric Repeated Significance Test with Adaptive Target Sample Size, Journal of Statistical Planning and Inference, 137 (2007), 869-878.

  26. J. Glaz , M. Kulldorff, V.I. Pozdnyakov, and J.M. Steele, Gambling Teams and Waiting Times for Patterns in Two-state Markov Chains, Journal of Applied Probability, 43 (2006), 127-140.

  27. V.I. Pozdnyakov and M. Kulldorff, Waiting Times for Patterns and a Method Of Gambling Teams, American Mathematical Monthly, 113 (2006), 134-143.

  28. V.I. Pozdnyakov, J. Glaz , M. Kulldorff, and J.M. Steele, A Martingale Approach to Scan Statistics, Annals of the Institute of Statistical Mathematics, 57 (2005), 21-37.

  29. J. Glaz and V.I. Pozdnyakov, A Repeated Significance Test for Distributions with Heavy Tails, Sequential Analysis, 24 (2005), 77-98. [4]

  30. V.I. Pozdnyakov, On the Functional CLT for Partial Sums of Truncated Bounded from below Random Variables, Statistics and Probability Letters, 70 (2004), 137-144.

  31. V.I. Pozdnyakov and J.M. Steele, On the Martingale Framework for Futures Prices, Stochastic Processes and Their Applications, 109 (2004), 69-77.

  32. V.I. Pozdnyakov, A Note on Functional CLT for Truncated Sums, Statistics and Probability Letters, 61 (2003), 277-286.

  33. V.I. Pozdnyakov and J.M. Steele, Convexity Bias in the Pricing of Eurodollar Swaps, Methodology and Computing in Applied Probability, 4 (2002), 181-193.

  34. V.A. Egorov and V.I. Pozdnyakov, Functional Law of the Iterated Logarithm for Truncated Sums (Russian), Zap. Nauchn. Sem. S.-Peterburg. Otdel. Mat. Inst. Steklov. (POMI), 244 (1997), 126-142;
    translation in Journal of Mathematical Sciences, 99 (2000), no. 2, 1094-1104.

  35. V.A. Egorov and V.I. Pozdnyakov, On the Functional Law of the Iterated Logarithm for Trimmed Sums (Russian), Zap. Nauchn. Sem. S.-Peterburg. Otdel. Mat. Inst. Steklov. (POMI), 244 (1997), 119-125;
    translation in Journal of Mathematical Sciences, 99 (2000), no. 2, 1089-1093.

  36. V.A. Egorov and V.I. Pozdnyakov, Strong Limit Theorems on Truncated Sums (Russian), Vestnik S.-Peterburg. Univ. Mat. Mekh. Astronom., 1995, vyp. 3, 28-31;
    translation in Vestnik St. Petersburg Univ. Math., 28 (1995), no. 3, 23-26.

  37. V.A. Egorov and V.I. Pozdnyakov, On the Law of Iterated Logarithm for Trimmed Sums (Russian), Vestnik S.-Peterburg. Univ. Mat. Mekh. Astronom., 1994, vyp. 4, 34-38;
    translation in Vestnik St. Petersburg Univ. Math., 27 (1994), no. 4, 28-32.

  38. V.I. Pozdnyakov, On the Strong Law of Large Numbers for Trimmed Sums (Russian), Vestnik S.-Peterburg. Univ. Mat. Mekh. Astronom., 1994, vyp. 2, 20-25;
    translation in Vestnik St. Petersburg Univ. Math., 27 (1994), no. 2, 16-20.

    Software:

  39. J. Yan and V.I. Pozdnyakov and C. Hu, R Package smam: Statistical Modeling of Animal Movements.

  40. C. Hu, V.I. Pozdnyakov, and J. Yan, R Package coga: Convolution of Gamma Distributions.

    Miscellaneous:

  41. C. Hu, M. Elbroch, , T. Meyer, V.I. Pozdnyakov, and J. Yan, Methods Blog, (2022), Revealing the hidden lives of cryptic mountain lions using GPS data and a Moving-Resting Motion model.

    Manuscripts:

  42. J. Glaz and V.I. Pozdnyakov, Repeated Significance Tests for Distributions with Heavy Tails, Proceedings of the XIth International Symposium on Applied Stochastic Models and Data Analysis, J. Janssen and P. Lenca (eds.), (2005), 838-845.

  43. V.I. Pozdnyakov and J.M. Steele, A Bound on LIBOR Futures Prices for HJM Yield Curve Models , Technical Report 02-04, Department of Statistics, University of Connecticut, (2002).

    44. Talks:

    [1] Copyright [2016] Mathematical Association of America. All Rights Reserved

    [2] 2017 Carl B. Allendoerfer Award

    [3] 2020 Chauvenet Prize

    [4] 2006 Abraham Wald Prize in Sequential Analysis