The life and self-reflections of a professional mathematician

Category: probability

Joe Doob on Teaching Probability

 As far as I can see, not much has changed since ancient times.

J.L. Doob (1942) “What is a Stochastic Process?
American Mathematical Monthly, 49(10), 648-653


MCMC Revolution in Reliability Engineering

As I have already mentioned,  I was invited to give a talk at the Southern California Probability Symposium 2001. After some thinking, I have decided to talk about the MCMC revolution that has happened over the last decade in the field of reliability engineering that lies at the boundary of engineering sciences and applied probability. This talk will be in the spirit of this paper by Persi Diaconis of Stanford.

Southern California Probability Symposiums have a reach history.
This is the schedule for SCPS-2011:

  • 9:50 – 10:40  Jinqiao Duan, IPAM and Illinois Institute of Technology, “Random Dynamical Systems with Non-Gaussian Noises”
  • 11:10 – 12:00  Tom Alberts, Cal Tech, “The Continuum Directed Random Polymer and the KPZ Universality Class”
  • 2:00 – 2:50  Allan Sly, UC Berkeley, “Asymptotic Learning on Social Networks”
  • 3:20 – 4:10  Tomoyuki Ichiba, UC Santa Barbara, “On collision of Brownian particles and applications”
  • 4:10 – 5:00  Konstantin Zuev, USC, “Markov Chain Monte Carlo Revolution in Reliability Engineering”
  • 6:00  Dinner

It is a great pleasure and honor for me to be in this company!


This paper has been accepted for publication in Computers and Structures.

This is the final comment from one of two reviewers:

Thank you very much for your answers on my comments and their consideration. I have no further remarks and appreciate this very interesting paper very much.



The arXiv is a free scientific repository hosted by Cornell University, where physicists, mathematicians, and statisticians post their preprints. It was estimated that (as of September 2011) the repository had accumulated approximately 700,000 papers, with more than 6,000 new submissions arriving each month.

I have been using arXiv for a long time already, but, by some mysterious reason (a mixture of laziness and modesty), I did not put my own papers on arXiv. A couple of days ago I did my first bit by uploading my last paper co-authored with J.L. Beck of Caltech.  In this paper, we introduce a new scheme for Bayesian inference which is based on Markov chain Monte Carloimportance sampling, and simulated annealing.


2011 Southern California Probability Symposium

I was invited to give a talk at the Southern California Probability Symposium. This is an annual one-day event, attended by probabilists from UC San Diego, UC Irvine, UCLA, USC, Caltech, UC Santa Barbara and elsewhere. There will be five talks of 40-50 minutes duration. Mine would be one of them.

I have just proudly accepted this invitation.
The next step is to come up with a topic for my talk :)