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Amarjit Budhiraja
Professor
330 Hanes Hall
work(919) 962-2189 (phone)
Statistics


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:

"Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function," with Arka Ghosh.

"Molecular Motors, Brownian Ratchets, and Reflected Diffusions," with John Fricks.

"Singular Control with State Constraints on Unbounded Domain," with Rami Atar, Annals of Probability.

"A Large Deviations Approach to Asymptotically Optimal Control of Criscross Network in Heavy Traffic," with A.P. Ghosh, Annals of Applied Probability.

View a complete list at http://www.stat.unc.edu/faculty/amarjit/abpubs.html

Research Interests:

Nonlinear Filtering, Stochastic Control Theory, Stochastic Networks, Large Deviations, Stochastic Analysis 
 

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