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. V.I. Pozdnyakov and J.M. Steele, Convexity Bias in Eurodollar Futures Prices: a Dimension-Free HJM Criterion, to appear Methodology and Computing in Applied Probability.

  3. 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, Chapter 14.

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

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

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

  7. 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.

  8. 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.

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

  10. 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.

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

  12. 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.

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

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

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

    Manuscripts:

    Talks: