Mark M. Meerschaert

Mark M. Meerschaert is Chairperson of the Department of Statistics and Probability  at Michigan State University.  Professor 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.

• 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, 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; Mihály Kovács, Mathematics & Statistics, University of Otago, Dunedin, New Zealand; Eric M. LaBolle, Land, Air, and Water Resources, University of California, Davis; Enrico Scalas, Università del Piemonte Orientale, Alessandria, Italy; Hans-Peter Scheffler, Mathematics, University of Siegen, Germany; Rina Schumer, Water Resources, Desert Research Institute, Reno NV; Charles Tadjeran, Sierra Nevada Corporation; Stephen W. Wheatcraft, Geological Sciences, University of Nevada, Reno; Yimin Xiao, Statistics and Probability, Michigan State University;Yong Zhang, Desert Research Institute, Las Vegas NV).
  
• 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, Department of  Electrical and Computer Engineering, Michigan State University; Mihály Kovács; Robert McGough, Department of  Electrical and Computer Engineering, Michigan State University; Erkan Nane, Mathematics and Statistics, Auburn University; Hans-Peter Scheffler; Rina Schumer; P. Vellaisamy,  Mathematics, Indian Inst. Tech. Bombay; and Yong Zhang).
• Fractional space-time pseudo-differential operators and applications, Fractional Flows Workshop, University of Warwick, England, September  2008 (with Boris Baeumer; Peter Becker-Kern; David A. Benson; James Kelly; Mihály Kovács; Eric M. LaBolle; Robert McGough; Erkan Nane; Enrico Scalas; Hans-Peter Scheffler; Rina Schumer; P. Vellaisamy; and Yong Zhang).
• Particle tracking for anomalous diffusion, XXI Marian Smoluchowski Symposium on Statistical Physics, Zakopane, Poland, September 2008  (with Boris Baeumer; Peter Becker-Kern; David A. Benson; James Kelly; Mihály Kovács; Eric M. LaBolle; Robert McGough; Enrico Scalas; Hans-Peter Scheffler; Rina Schumer; Stephen W. Wheatcraft, Department of Geological Sciences, University of Nevada, Reno; Yimin Xiao, Department of  Statistics and Probability, Michigan State University; and Yong Zhang).
  
• The fractal calculus project:  Broad spectrum mathematics, Mathematics Colloquium, Central Michigan University, April 2008  (with Paul Anderson, Department of  Statistics and Probability, Michigan State University; Boris Baeumer; Peter Becker-Kern; David A. Benson; James Kelly; Mihály Kovács; Robert McGough; Erkan Nane, Department of Mathematics and Statistics, Auburn University; Enrico Scalas; Hans-Peter Scheffler; Rina Schumer; and Yimin Xiao). 
• The fractal calculus project, College of Science and Engineering Colloquium, Saginaw Valley State University, Michigan, April 2008  (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; and Yimin Xiao).
  

• 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).
• Examining the Influence of Heterogeneous Porosity Fields on Conservative Solute Transport, Journal of Contaminant Hydrology, to appear (with Bill X. Hu, Department of Geological Sciences, Florida State University; Warren Barrash, Center for Geophysical Investigation of the Shallow Subsurface, Department of Geosciences, Boise State University; David Hyndman, Department of Geological Sciences, Michigan State University;  Changming He, Delaware Geological Survey, University of Delaware, Newark; Xinya Li, , Department of Geological Sciences, Florida State University; and Luanjing Guo, Department of Geological Sciences, Florida State University).
• Tempered stable Levy motion and transient super-diffusion (with Boris Baeumer).
  
• Parameter Estimation for Fractional Transport: A particle tracking approach (with Paramita Chakraborty, Department of Statistics and Probability, Michigan State University; and Chae Young Lim).
  
• 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).
• Fractional advection-dispersion equations for modeling transport at the Earth surface (with Rina Schumer, Desert Research Institute, Reno, Nevada; and Boris Baeumer).
• 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).
  
• Space-time duality for fractional diffusion (with Boris Baeumer; and Erkan Nane, Department of Mathematics and Statistics, Auburn University).
• A-Collapsibility of Distribution Dependence and Quantile Regression Coefficients (with P. Vellaisamy, Department of Mathematics, Indian Institute of Technology Bombay, India).