Parthanil Roy School of Operations Research and Industrial Engineering

Parthanil Roy PhD Candidate School of Operations Research and Industrial Engineering Cornell University 296 Rhodes Hall Ithaca, NY 14853 Phone: (607) 255-1270 Fax: (607) 255-9129 E-mail: pr72_at_cornell.edu

Research Teaching Curriculum Vitae Probability Seminar Informal Probability Seminar Probability at Cornell School of OR&IE Cornell University

My research interests are Probability Theory, Statistics and Ergodic theory. I am working with Gennady Samorodnitsky on Stable Random Fields and Long Range Dependance. Stable random fields form an important class of stochastic processes which is used for non-standard modeling of spatial data. Long range dependence, a phenomenon observed in many real life processes, is very hard to be formalized for non-Gaussian models like stable random fields. I am studying the structure of stationary symmetric stable random fields using the ergodic theory of nonsingular group actions and looking at the asymptotic behavior of their extreme values to conclude about long range dependence. I have already worked on the discrete parameter case and presently working on the continuous parameter one. I have another ongoing project on point processes associated with stationary stable random fields, which has a potential application in random matrix theory. Apart from these, I have also done some work on the ergodic theory of nonsingular group actions.