MSU Statistics and Probability Faculty

V.S. Mandrekar


Interests:

  • Prediction Theory of Random Fields and Harmonic Analysis in several complex variable apllications to signal analysis.
  • Measures on abstract spaces with applications to Feymann Integral and weak solutions of SDE in Hilbert spaces
  • Limit Theorems in Banach spaces and related geometry
  • Likelihood Ratios of Processes with applications in Gaussian processes.
  • Spectral theory in Banach spaces with applications to stable processes
  • Limit theorems for infinite order U-statistics
  • Limit theorems for statistics arising in Censored and Truncation-Data models
  • Lyapunov Stability theory for Stocahstic PDE's, stabilization problems with applications to Ecology and Genetics
  • Stochastic Control and Filtering
  • Numerical solutions of stochastic PDE's

 

Books, Chapters in Books and Papers Reprinted

 

1.      Proceedings of Norbert Wiener Centenary Congress 1994, Symposia in Applied Mathematics, (Editor with P.R. Masani) American Math. Society, 1997.

2.      Central Limit Problem and Invariance Principles in Banach Spaces, Seminaire des Probabilities XVII, Lecture Notes in Math. 986, Springer-Verlag, 425-296, 1983.

3.      Prediction Theory and Harmonic Analysis (editor with H. Salehi) North-Holland, 19883.

4.      Markov properties for Random fields, Probabilistic Analysis and Related Topics, Vol. 3 (Ed. A.T. Barudcha – Ried) 161-193, AP, 1981.

5.      Equivalence and singularity of Gaussian measures and applications (with S.D. Chatterji) Probabilistic Analysis and Related Topics, Vol. 1 (Ed. A.T. Barucha – Ried), 169-197, AP, 1978.

6.      Stochastic Partial Differential Equations (In preparation)

7.      Papers Reprinted in Benchmark Papers in Computer Science and EE:  Random processes:  Multiplicity theory and canonical decompositions:  A. Epremedes and J.B. Thomas, 1973 (publications 1965, 1966 (a), 1968 (a)).

8.      Stochastic Integration in Banach Spaces: Theory and Applications (Jt. B. Rudiger and S. Tappe) (in Preparation). 


 


Publications

Vitae

Invited Presentations

Visiting Scholar

Awards, Scholarships, Grants

Ph.D. Students

Public Service

Professional Service

 

Professor of Statistics and Probability
Michigan State University
Statistics and Probability
A436 Wells Hall
East Lansing, Michigan USA

Phone: 517-353-7172
Fax: 517-432-1405
E-Mail: mandrekar@stt.msu.edu

Education:
B.A., (special), Elphinstone College, 1959
Ph.D., Michigan State University, 1964

Memberships:
American Mathematical Society
Sigma XI

Last updated July 1998

Statistics and Probability

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