Department of Probability and Statistics at the Institute of Mathematics and Informatics Department of Probability and Statistics at the Institute of Mathematics and Informatics

Overview of the Department n Founded by Nickola Obreshkov in 1954 n Strong foundation in Probability Theory, Stochastic processes and Mathematical Statistics n Now we have –4 Professors (D.Sci.), –6 Senior Research Associates (Dr), –5 Research Associates (4 Dr), –3 Ph.D. students n Head of the Department: Nickolay Yanev

Department members

Main Activities n n Scientific Research in the area of Probability and Statistics n n Application and consulting in the area of Probability and Statistics n n Teaching at all university levels n n Organizing Regular International Conferences in Probability and Statistics n n Research Seminars on Probability and Statistics

Department members Research Area Maroussia Bojkova Branching processes Georgi Boshnakov Time series analysis and forecasting, Data analysis, Statistical computing Ralitza Gueorguieva Ralitza Gueorguieva Mixed effects models for analysis of longitudinal and clustered data Vladimir Kaishev Actuarial mathematics Nickolay Kolev Applied probability Rossen Krachunov Actuarial mathematics Ljuben Mutafchiev Probabilistic methods in asymptotic enumeration of combinatorial structures Elisaveta Pancheva Elisaveta Pancheva Extreme value theory, Financial mathematics Blagovest Shishkov Valery Stefanov Valery Stefanov Applied probability, Bioinformatics, Computational biology, Markov processes Eugenia Stoimenova Eugenia Stoimenova Nonparametric statistics, Algebraic methods in statistics Vesela Stoimenova Vesela Stoimenova Branching processes, Robust statistics Nikolai Trendafilov Multivariate statistics, Data analysis Multivariate statistics, Data analysis George Yanev Branching processes Nickolay Yanev (Head) Branching processes, Age-dependent immigration, Diffusion, Limit theorems, Renewal theory, Markov processes, Cell proliferation

Broad Areas of Research n Branching processes, Renewal and regenerative processes n Random processes, Extreme value theory n Random graphs n Probability measures and metrics, Limit theorems n Statistical inference, Nonparametric statistics n Biostatistics, Stochastic models in biology and medicine n Time series analysis n Financial mathematics, Actuarial mathematics

Publishing We have published 18 books (6 abroad) and more than 400 papers in the best international journals like: n J. American Statistical Association n Annals of Probability n Theory of Probability and Appl. n J. Applied Probability n Advances in Applied Probability n Statistics & Probability Letters n Statistics n Ann. Institute of Statist. Mathematics n Stochastic Analysis and Applications n J. of Statistical Planning and Inference n Stochastic Models n Journal Applied Statistical Science n Mathematical Methods in Statistics n Mathematical Biosciences n Lecture Notes in Statistics n and others

Publishing (2004 – 2008)

Starting from 1974 the Department has organized n 13 International Summer Schools and Conferences on Probability and Statistics. n 7 seminars on Statistical Data Analysis n European Meeting of Statisticians, 1978 (Chair B. Penkov). n First World Congress on Branching Processes, 1993 (Chair N. Yanev). n International Seminar on Stability, 2004 (Chair E. Pancheva). Conferences

International Summer Conference on Probability and Statistics Next: XIV ISCPS 2010, Sozopol

Research Seminars Two scientific seminars are carried out at the Institute, in which experts of the field from other institutions of science and studies participate as well. n n National Seminar on Probability and Statistics (N.Yanev) n (E.Pancheva) n Seminar in Risk Management (E.Pancheva)

Expertise and Consulting The members of the Department take part in The members of the Department take part in –National and International Scientific Committees –Journal Editorial Boards –Expert Committees –Reviewing books and journal papers, etc.

International Projects ( ) Name Principal InvestigatorFunding Stochastic Models in Biology, ECONET’2006 Cristine Jacob, N. Yanev, 5 participants INRA, France Stochastic models of multiplication and summation N. Yanev, 7 participants from the department Academy bilateral agreement, Romania Probability Theory and Mathematical Statistics, Random Processes. Applications in Biology, Finance, IT and Industrial Technologies. N. Yanev, 7 participants from the department Academy bilateral agreement, Russia Study of Smart Antenna Arrays for the Wireless Communication Networks B.Shishkov, 2 participants from the department Bulgarian-French Programme for joint scientific researches - PAI "RILA" Random Combinatorial Structures: Asymptotic Enumeration Results and Limit Theorems L. Mutafchiev, 1 participant from the department Academy bilateral agreement, Israel

Teaching The scientific research of the members of the Department is always combined with education of PhD students, Master students and Bachelor students at Bulgarian Universities and Universities abroad. The members of the Department are defended 3 theses for Doctor of Mathematical Sciences degree and 27 PhD theses. On the other hand, the members of the Department were supervisors of 23 PhD theses and more than 110 Master Diploma Works.

PhD Students Supervising Ph.D. students in mathematics with specialization Theory of Probability and Mathematical Statistics

Master Program in Applied Statistics In winter 2008 the Institute of Mathematics and Informatics started a joint master program at New Bulgarian University n Program of study: Core curriculum of 15 courses Written core exams Projects, practice Master thesis n Duration: 4 semesters n Leadership of the Department of Probability and Statistics

Scientific Exchange n Many of the department members carried research at foreign scientific centers: –Moscow University, n Many leading foreign mathematicians visited the department over years: B. Gnedenko L. Bolshev Y. Sinai A. Shirjaev V. Zolotorev Yu. Linnik K. Urbanik I. Vince D. Kendall J. Neyman E. Scott I.R. Savage, C.R. Rao among others.

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