Affliation and Contact Information:
Department of Statistics
George Washington University,
2201 G Street NW
Washington, DC 20052
Tel: (202) 994-3383
Fax:(202)
E-Mail: balaji@gwu.edu
Office: 609, 22nd Street NW
STAT 51-MV (Introduction to Business and Economic Statistics)
Information, Homework Problems
STAT 111-10 ( Business and Economic Statistics I )
Information, Homework Problems
Research Interests
Stochastic differential Equations, Applications of diffusion processes to Stochastic Systems, Queuing networks and Mathematical Finance, Markov decision processes and Risk sensitive control, Reliability theory, Statistical Learning Theory.
Selected Publications
1) Recurrence and Transience of reflecting diffusions in the Half space ( With S.Ramasubramanian), Bernoulli, 3(1), 1997, pp.97 - 119.
2) Reflecting diffusions in the quadrant: Recurrence and Transience
(With S.Ramasubramanian), Differential Equations and Dynamical Systems(DEDS),
Vol 6, 1998, pp 9 - 24.
3) Reflecting diffusions in an Orthant: An Introduction (with S.Ramasubramanian),
Differential Equations and Dynamical systems (DEDS), Vol 6,
1998, pp. 25 - 36.
4) Passage time moments for multidimensional diffusions (with S.Ramasubramanian), Journal of Applied Probability, 37, pp.246-251 (2000).
5) Multiplicative Ergodicity for irreducible Markov Chains, (with Sean P.Meyn), Stochastic Processes and their Applications, 90 (2000) pp.123-144.
6) Closure properties of uniform convergence of empirical means
and PAC-learnability under a family of probability measures, (with M.VidyaSagar
and
B.Hammer), Systems and Control letters, Vol 42, issue 2, 2001,
pp.151-157.
Publications in Refereed Proceedings
1) Asymptotics of diffusions in an Orthant (with S.Ramasubramanian),
Proceedings of International Conference on Stochastic processes, Cochin,
India
1997.
2) Risk sensitive dynamic programming with unbounded costs( with
Sean P. Meyn and V.S.Borkar), to appear in IEEE CDC Volume, 1999.
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