Mark M. Meerschaert

Mark M. Meerschaert is a Professor in the Department of Statistics and Probability at Michigan State University.  Meerschaert has professional experience in the areas of probability, statistics, statistical physics, mathematical modeling, operations research, partial differential equations, ground water and surface water hydrology. He started his professional career in 1979 as a systems analyst at Vector Research, Inc. of Ann Arbor and Washington D.C., where he worked on a wide variety of modeling projects for government and industry. Meerschaert earned his doctorate in Mathematics from the University of Michigan in 1984. He has taught at the University of Michigan, Albion College, Michigan State University, the University of Nevada in Reno, and the University of Otago in Dunedin, New Zealand. His current research interests include limit theorems and parameter estimation for infinite variance probability models, heavy tail models in finance, modeling river flows with heavy tails and periodic covariance structure, anomalous diffusion, continuous time random walks, fractional derivatives and fractional partial differential equations, and ground water flow and transport.

See below for some recent preprints.  Click here a complete list of publications, information about the textbook Mathematical Modeling , or the research monograph Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice.


RECENT PAPERS AND TALKS in PDF format:  Click below to download.  Click here for a free PDF viewer.

• Continuous time random walks, fractional calculus, and applications,  Department of Mathematics Colloquium, Tufts University, October 2009 (with I. B. Aban, Department of Biostatistics, University of Alabama at Birmingham; Paul Anderson, Department of Mathematics and Computer Science, Albion College, Boris Baeumer, Department of Mathematics & Statistics, University of Otago, Dunedin, New Zealand; Peter Becker-Kern, Mathematics, University of Dortmund, Germany; David A. Benson, Geology and Geological Engineering, Colorado School of Mines; Paramita Chakraborty, Department of Mathematics, California State University, Bakersfield; James Kelly, Department of  Electrical and Computer Engineering, Michigan State University; Mihály Kovács, Mathematics & Statistics, University of Otago, Dunedin, New Zealand; Chae Young Lim, Department of Statistics and Probability, Michigan State University; Robert McGough, Department of  Electrical and Computer Engineering, Michigan State University; Erkan Nane, Mathematics and Statistics, Auburn University; Anna K. Panorska, Department of Mathematics and Statistics, University of Nevada, Reno; Parthanil Roy, Department of Statistics and Probability, Michigan State University; Enrico Scalas, Università del Piemonte Orientale, Alessandria, Italy; Hans-Peter Scheffler, Mathematics, University of Siegen, Germany; Rina Schumer, Water Resources, Desert Research Institute, Reno Nevada; Qin Shao, Department of Mathematics, University of Toledo, Ohio; P. Vellaisamy,  Department of Mathematics, Indian Institute of Technology, Bombay, India; Stephen W. Wheatcraft, Geological Sciences, University of Nevada, Reno; Yimin Xiao, Statistics and Probability, Michigan State University; and Yong Zhang, Desert Research Institute, Las Vegas Nevada).
• Space-time duality for fractional diffusion, Department of Statistics and Probability Colloquium, Michigan State University, September 2009 (with Boris Baeumer; Peter Becker-Kern; Paramita Chakraborty; James Kelly; Mihály Kovács; V. Mandrekar, Department of Statistics and Probability, Michigan State University; Robert McGough; Erkan Nane; Parthanil Roy;  Enrico Scalas; Hans-Peter Scheffler; Rina Schumer; Qin Shao; and Yimin Xiao).
• Tempered stable models for anomalous diffusion,  Department of Mathematics Colloquium, University of Tennessee, September 2009 (with I. B. Aban; Boris Baeumer; Peter Becker-Kern; David A. Benson; James Kelly; Mihály Kovács; Robert McGough; Erkan Nane; Anna K. Panorska; Parthanil Roy; Hans-Peter Scheffler; Rina Schumer; Qin Shao; P. Vellaisamy; and Yong Zhang).
• The Fractal Calculus Project,  Department of Mathematics Junior Colloquium, University of Tennessee, September 2009 (with Paul Anderson, Boris Baeumer; Peter Becker-Kern; David A. Benson; James Kelly; Mihály Kovács; Robert McGough; Erkan Nane; Enrico Scalas; Hans-Peter Scheffler; Rina Schumer; Stephen W. Wheatcraft; and Yimin Xiao).
• Stochastic approach to fractional diffusion,  Minisymposium on front propagation in systems with anomalous diffusion, SIAM Conference on Applications of Dynamical Systems, May 2009  (with Boris Baeumer; Peter Becker-Kern; David A. Benson; Mihály Kovács; Eric M. LaBolle, Land, Air, and Water Resources, University of California, Davis; Enrico Scalas; Hans-Peter Scheffler; Rina Schumer; Charles Tadjeran, Sierra Nevada Corporation; Stephen W. Wheatcraft; Yimin Xiao; and Yong Zhang).
  
• Tempered fractional model for transient anomalous diffusion, Invited Talk, American Geophysical Union Meeting, San Francisco, December 2008 (with Boris Baeumer; and Yong Zhang).
• Tempered stable models for anomalous diffusion, Symposium on Stochastic Models in Science and Engineering, in honor of Professor Wojbor Woyczynski on his 65th birthday, Case Western Reserve University, Cleveland Ohio, October 2008 (with Boris Baeumer; Peter Becker-Kern; David A. Benson; James Kelly; Mihály Kovács; Robert McGough; Erkan Nane; Hans-Peter Scheffler; Rina Schumer; P. Vellaisamy; and Yong Zhang).

• Simulation of chemical reaction via particle tracking: diffusion-limited versus thermodynamic rate-limited regimes, Water Resources Research, to appear (with David A. Benson, Department of Geology and Geological Engineering, Colorado School of Mines).
  
• Particle tracking for fractional diffusion with two time scales, Computers and Mathematics with Applications, Special Issue on Advances in Fractional Differential Equations, to appear (with Yong Zhang, Desert Research Institute, Las Vegas, Nevada; and Boris Baeumer, Department of Mathematics & Statistics, University of Otago, Dunedin, New Zealand).
  
• Space-time duality for fractional diffusion, Journal of Applied Probability, to appear (with Boris Baeumer; and Erkan Nane, Department of Mathematics and Statistics, Auburn University).
• Fractional advection-dispersion equations for modeling transport at the Earth surface, Journal of Geophysical Research, to appear (with Rina Schumer, Desert Research Institute, Reno, Nevada; and Boris Baeumer).
• Tempered stable Levy motion and transient super-diffusion, Journal of Computational and Applied Mathematics, to appear (with Boris Baeumer).
• Confidence interval estimation under the presence of non-Gaussian random errors: applications to uncertainty analysis of chemical processes and simulation, Computers & Chemical Engineering, to appear (with Victor R. Vasquez and Wallace B. Whiting, Chemical and Metallurgical Engineering Department, University of Nevada, Reno).
• Normal and Anomalous Dispersion of Gravel Tracer Particles in Rivers (with Efi Foufoula-Georgiou and Vamsi Ganti, St. Anthony Falls Laboratory and National Center for Earth-surface Dynamics, Department of Civil Engineering, University of Minnesota; and Enrica Viparelli, and Gary Parker, Ven Te Chow Hydrosystems Laboratory, Departments of Civil and Environmental Engineering and Geology, University of Illinois).
  
• Parameter estimation for tempered power law distributions (with Parthanil Roy, Department of Statistics and Probability, Michigan State University; and Qin Shao, Department of Mathematics, University of Toledo).
• Particle Size Dependence of the Probability Distribution Functions of Travel Distances of Gravel Particles in Bedload Transport (with K. M. Hill, St. Anthony Falls Laboratory, Department of Civil Engineering, University of Minnesota; and L. DellAngelo, Barr Engineering, Minneapolis, Minnesota, USA).
  
• A-Collapsibility of Distribution Dependence and Quantile Regression Coefficients (with P. Vellaisamy, Department of Mathematics, Indian Institute of Technology Bombay, India).