Publications of

SVETLOZAR(ZARI) T. RACHEV

Department of Statistics and Applied Probability
University of California at Santa Barbara




Publications:

1977

1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995


Papers Accepted for Publication:


Monographs:

Mathematical Methods for Construction for Queueing Models (with V.V. Kalashnikov), Moscow, Nauka, 1988, (in Russian)
English translation., Wadsworth & Brooks/Cole Advanced Books, 1990.
Quantitative Criteria for Convergence of Measures (with A. Kakosyan and L. Klebanov), Erevan, Ajastan Press, 1987, (in Russian)
English translation. Springer-Verlag, (to appear).
Probability Metrics and the Stability of Stochastic Models, Wiley, Chichester, New York, 1991.


Editor:

Approximation, Probability and Related Fields, (with G. Anastassiou), Plenum Press, N.Y., 1994.

Guest Editor:

Applied Analysis and Stochastics (with G.A. Anastassiou) Journal of Computational and Applied Mathematics, Vol. 40, No. 2, 137-252. "Stochastic Programming: Stability, Numerical Methods and Applications" (with W. Römisch), Journal of Computational and Applied Mathematics, 56, 1-2, 1994.


Professional Consulting and Advising

1990 "Geometric Stable Laws and Laplace-Weibull Mixtures in Modeling the Real Estate Prices in Paris", for Laboratoire d'Econometrie de l'Ecole Polytechnique and Chambre des Notaires de Paris.
1989, 1991 "Stable Models for Asset Returns", for Kepler - Financial Services, Stony Brook, New York, President J. Simon.
1992 "Stable Portfolios and Option Pricing", for AXCOM - Financial Services, Berkeley, President A. Berkelamp.
1993 "Bubbles in the land-prices in Japan", for QUICK Institute, Tokyo.


RESEARCH:

  • Research Direction 1: The theory of probability metrics:

  • RESEARCH DIRECTION 2: Mass transportation problems.

  • RESEARCH DIRECTION 3: Modeling and statistical analysis of radiation-induced risk

  • RESEARCH DIRECTION 4: Modeling price changes and option pricing.

  • RESEARCH DIRECTION 5: Rounding problems and fair representation.