AmarjitBudhiraja

Professor and Chairman
320 Hanes Hall
(919) 962-2189
budhiraj@email.unc.edu
Personal website

Probability, Stochastic Analysis, Large Deviations

Education:

B.S. (1988), Delhi University, New Delhi
M.S. (1990), Indian Statistical Institute, New Delhi
M.S. (1992), Department of Statistics, UNC-CH
PhD (1994), Department of Statistics, UNC-CH

Professional Background:

Professor, Department of Statistics, University of North Carolina at Chapel Hill , June 2006.

Associate Professor, Department of Statistics, University of North Carolina at Chapel Hill , July 2002 – May 2006

Assistant Professor, Department of Statistics, University of North Carolina at Chapel Hill ( July 00 – June 02)

Assistant Professor, Department of Mathematics, University of Notre Dame (June 98 – June 00)

Postdoctoral Fellow, Division of Applied Mathematics, Brown University (Aug. 96 – May 98)

Visiting Assistant Professor, Department of Mathematics, Iowa State University, (Aug. 95 – Aug. 96)

Visiting Assistant Professor, joint appointment, Department of Statistics and Center for Stochastic Processes, UNC-CH (Aug. 94 – Aug. 95)

Selected Publications:

Asymptotic Stability, Ergodicity  and other asymptotic properties of the Nonlinear Filter,  Annales de l’Institut Henri Poincare: Probabilites et statistiques, 39 (2003), no. 6, 919-941.

Singular Control with State Constraints on Unbounded Domain (with Rami Atar),  Ann. Prob., 34, no. 5 (2006), 1864-1909.

Large Deviations for Infinite Dimensional Stochastic Dynamical Systems (with Paul Dupuis and Vasileios Maroulas),Ann. Prob., 36, no. 4 (2008), 1390-1420.

A stochastic differential game for the inhomogeneous infinity-Laplace equation (with Rami Atar),  Ann. Prob. 38(2010), no. 2, 498—531.

Large deviation properties of weakly interacting processes via weak convergence methods (with Paul Dupuis and Markus Fischer), Ann. Prob., 40 (2012), no. 1, 74-102.

Complete list at http://www.unc.edu/~budhiraj/amarjit/publications.html

Research Interests:

Stochastic analysis, Large deviations, Stochastic control and games, Stochastic numerics, Stochastic processing networks, Stochastic PDE.