Department of Department of Probability and Statistics Probability and Statistics

at at

the Institute of Mathematics and the Institute of Mathematics and InformaticsInformatics

Overview of the DepartmentOverview of the Department

Founded by Nickola Obreshkov in 1954Founded by Nickola Obreshkov in 1954

Strong foundation in Probability Theory, Strong foundation in Probability Theory, Stochastic processes and Mathematical StatisticsStochastic processes and Mathematical Statistics

Now we have Now we have – 4 Professors (D.Sci.) , 4 Professors (D.Sci.) , – 6 Senior Research Associates (Dr), 6 Senior Research Associates (Dr), – 5 Research Associates (4 Dr), 5 Research Associates (4 Dr), – 3 Ph.D. students 3 Ph.D. students

Head of the Department: Nickolay YanevHead of the Department: Nickolay Yanev

Department membersDepartment members

Main ActivitiesMain Activities

Scientific Research in the area of Probability and Statistics

Application and consulting in the area of Probability and Statistics

Teaching at all university levels Organizing Regular International Conferences in

Probability and Statistics Research Seminars on Probability and Statistics

Department membersDepartment members Research AreaResearch AreaMaroussia BojkovaMaroussia Bojkova Branching processes Branching processes

Georgi BoshnakovGeorgi Boshnakov TTime ime sseries eries aanalysis and forecasting, Data nalysis and forecasting, Data aanalysis, Statistical nalysis, Statistical computingcomputing

Ralitza Gueorguieva Ralitza Gueorguieva  Mixed effects models for analysis of longitudinal and clustered dataMixed effects models for analysis of longitudinal and clustered data

Vladimir Kaishev Vladimir Kaishev Actuarial mathematicsActuarial mathematics

Nickolay KolevNickolay Kolev Applied probabilityApplied probability

Rossen KrachunovRossen Krachunov Actuarial mathematicsActuarial mathematics

Ljuben Mutafchiev Ljuben Mutafchiev Probabilistic methods in asymptotic enumeration of combinatorial Probabilistic methods in asymptotic enumeration of combinatorial structuresstructures

Elisaveta Pancheva Elisaveta Pancheva  Extreme value theory, Financial mathematicsExtreme value theory, Financial mathematics

Blagovest ShishkovBlagovest Shishkov

Valery Stefanov Valery Stefanov  Applied probabilityApplied probability, , BioinformaticsBioinformatics, , Computational biologyComputational biology, , Markov processesMarkov processes

Eugenia Stoimenova Eugenia Stoimenova  Nonparametric statistics, Algebraic methods in statisticsNonparametric statistics, Algebraic methods in statistics

Vesela Stoimenova Vesela Stoimenova  Branching processesBranching processes, Robust statistics, Robust statistics

Nikolai TrendafilovNikolai Trendafilov Multivariate Multivariate sstatisticstatistics,, Data Data aanalysisnalysis George YanevGeorge Yanev Branching processes Branching processes

Nickolay Yanev Nickolay Yanev (Head)(Head)

Branching processesBranching processes,, Age-dependent immigration Age-dependent immigration,, Diffusion Diffusion,, Limit Limit theoremstheorems,, Renewal theory Renewal theory,, Markov Markov pprocessesrocesses,, Cell Cell pproliferationroliferation

Broad Areas of ResearchBroad Areas of Research

Branching processes, Renewal and regenerative Branching processes, Renewal and regenerative processesprocesses

Random processes, Extreme value theoryRandom processes, Extreme value theory Random graphsRandom graphs Probability measures and metrics, Limit theoremsProbability measures and metrics, Limit theorems Statistical inference, Nonparametric statisticsStatistical inference, Nonparametric statistics Biostatistics, Stochastic models in biology and Biostatistics, Stochastic models in biology and

medicinemedicine Time series analysisTime series analysis Financial mathematics, Actuarial mathematicsFinancial mathematics, Actuarial mathematics

PublishingPublishingWe haveWe have published 18 books (6 abroad) and more than published 18 books (6 abroad) and more than

44000 papers 0 papers in in the best international journals the best international journals like:like:

J. American Statistical AssociationJ. American Statistical AssociationAnnals of  ProbabilityAnnals of  ProbabilityTheoryTheory of Probability and Applof Probability and Appl..J.J. Applied Probability Applied ProbabilityAdvancesAdvances in Applied Probabilityin Applied ProbabilityStatistics & Probability LettersStatistics & Probability LettersStatisticsStatisticsAnnAnn. . Institute of StatistInstitute of Statist.. Mathematics Mathematics

StochasticStochastic Analysis and ApplicationsAnalysis and ApplicationsJ. of Statistical Planning and InferenceJ. of Statistical Planning and InferenceStochastic ModelsStochastic ModelsJournalJournal Applied Statistical Science Applied Statistical ScienceMathematicalMathematical Methods in Statistics Methods in Statistics Mathematical BiosciencesMathematical BiosciencesLecture Notes inLecture Notes in Statistics Statistics and othersand others

Publishing (2004 – 2008)Publishing (2004 – 2008)

15

22 22

18

14

6 65 5

12

6

10

76

0

5

10

15

20

25

2004 2005 2006 2007 2008

International Journals with Impact Factor

Bulgarian Journals

Conference proceedings

Starting from 1974 the Department has organized Starting from 1974 the Department has organized

13 International Summer Schools and Conferences on 13 International Summer Schools and Conferences on Probability and Statistics. Probability and Statistics.

7 seminars on Statistical Data Analysis 7 seminars on Statistical Data Analysis European Meeting of Statisticians, 1978 (Chair B. Penkov).European Meeting of Statisticians, 1978 (Chair B. Penkov). First World Congress on Branching Processes, 1993 First World Congress on Branching Processes, 1993

(Chair N. Yanev).(Chair N. Yanev). International Seminar on Stability, 2004 (Chair E. Pancheva).International Seminar on Stability, 2004 (Chair E. Pancheva).

ConferencesConferences

International Summer Conference International Summer Conference on Probability and Statisticson Probability and Statistics

Next:Next:

XIV ISCPSXIV ISCPS

2010, 2010, SozopolSozopol

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.

National Seminar on Probability and Statistics (N.Yanev)

Seminar in Risk Management (E.Pancheva)(E.Pancheva)

Expertise and ConsultingExpertise and Consulting

  TheThe members of the Department take part inmembers of the Department take part in– National and InternationalNational and International ScientificScientific CommitteesCommittees

– Journal Editorial Journal Editorial BoardBoardss

– ExpertExpert CommitteesCommittees

– Reviewing books and journal papers, Reviewing books and journal papers, etc. etc.

International Projects (2004-2008)International Projects (2004-2008)Name Principal Investigator Funding

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" 2005.

Random Combinatorial Structures: Asymptotic Enumeration Results and Limit Theorems

L. Mutafchiev,1 participant from the

department

Academy bilateral agreement, Israel

TeachingTeaching

The scientific research of the members of the The scientific research of the members of the Department is alwaysDepartment is always combined with education of combined with education of PhD students, Master students and BachelorPhD students, Master students and Bachelor students students at Bulgarian Universities and Universities abroad.at Bulgarian Universities and Universities abroad.

The members of the Department are defended The members of the Department are defended 33 theses theses for Doctor offor Doctor of Mathematical Sciences degree and 27 Mathematical Sciences degree and 27 PhD theses. PhD theses.

On the other hand, theOn the other hand, the members of the Department members of the Department were supervisors of 23 PhD theses and morewere supervisors of 23 PhD theses and more than than 110 Master Diploma Works.110 Master Diploma Works.

PhD StudentsPhD Students

  Supervising Ph.D. students in mathematics with specialization

01.01.10 Theory of Probability and Mathematical Statistics

Master Program in Applied StatisticsMaster Program in Applied Statistics

In winter 2008 the Institute of Mathematics and In winter 2008 the Institute of Mathematics and Informatics started a joint master program at New Informatics started a joint master program at New Bulgarian UniversityBulgarian University

Program of study:Program of study:•Core curriculum of 15 courses•Written core exams•Projects, practice•Master thesis

Duration: 4 semestersDuration: 4 semesters

Leadership of the Department of Probability and Leadership of the Department of Probability and Statistics Statistics

Scientific Exchange Scientific Exchange Many of the Many of the departmentdepartment members members carried researchcarried research

at foreign scientific centersat foreign scientific centers::

– Moscow University, Moscow University,

MManyany leading foreign mathematicians visited the leading foreign mathematicians visited the

departmentdepartment over years over years::

B. B. GnedenkoGnedenko

L. L. Bolshev Bolshev

Y. Y. Sinai Sinai

A. A. ShirjaevShirjaev

V.V. Zolotorev Zolotorev

Yu. Yu. LinnikLinnik

K. K. UrbanikUrbanik

I. I. VinceVince

D. KendallD. Kendall

J. J. NeymanNeyman

E.E. Scot Scottt

I.R. I.R. SavageSavage,,

C.R. C.R. Rao Rao

among others.among others.

Additional InformationAdditional Information

Visit Visit http://www.math.bas.bg/~statlab/http://www.math.bas.bg/~statlab/