Parthanil Roy
Department of Statistics and Probability

My research centers around stable random fields, extreme value theory and long range dependence. I have been studying the properties (e.g., extremal behavior, length of memory etc.) of stationary symmetric stable random fields via nonsingular group actions. I am also interested in the statistical and probabilistic aspects of extreme value theory.

Publications:

• Ergodic properties of sum and max-stable stationary random fields via null and positive group actions (joint work with Yizao Wang
and Stilian A. Stoev): Submitted

• Parameter estimation for tempered power law distributions (joint work with Mark M. Meerschaert and Qin Shao): Submitted

• Nonsingular group actions and stationary SαS random fields: To appear in Proceedings of the American Mathematical Society

• Ergodic theory, Abelian groups, and point processes induced by stable random fields: To appear in Annals of Probability

• Multivariate extremes of generalized skew-normal distributions (joint work with Natalia Lysenko and Rolf Waeber): Statistics and Probability Letters (2009) 79(4): 525-533

• Stationary symmetric α-stable discrete parameter random fields (joint work with Gennady Samorodnitsky): Journal of Theoretical Probability (2008) 21: 212–233

• Stable Random Fields: PhD Thesis, Cornell University (2008)

• Maharam extension for nonsingular group actions (joint work with Gennady Samorodnitsky): Cornell ORIE Technical Report TR001453 (2006)