B. Gail
Ivanoff
Emeritus Professor
Department of Mathematics and Statistics
University of Ottawa
109 - 585 King Edward Avenue
givanoff@uottawa.ca
Mailing address: Department
of Mathematics and Statistics, University of Ottawa, 585 King
Edward, Ottawa, Ontario K1N 6N5, CANADA
email: givanoff at
uottawa.ca
Research Interests:
Probability theory and stochastic processes: in
particular, stochastic processes indexed by sets, martingales,
Markov processes, point processes, survival analysis,
exchangeability, limit theory
Recent publications
1. Research monographs:
- B.G. Ivanoff and E. Merzbach (2000). Set-Indexed
Martingales.
Chapman & Hall/CRC Press, Boca Raton.
- L. Gorostiza and B.G. Ivanoff (2000), eds. Stochastic
Models,
Proceedings of the International Conference on Stochastic
Models, June 1998. Canadian Mathematical Society Conference
Proceedings 26.
2. Articles in refereed journals:
- I. Abdelrazeq, B.G. Ivanoff and R. Kulik (2014). Model
verification for Levy-driven Ornstein-Uhlenbeck processes. Electronic Journal of Statistics
8, 1-29-1062.
- F. El Ktaibi, B.G. Ivanoff and N.C. Weber (2014).
Bootstrapping the empirical distribution of a linear process.
Statistics and Probability
Letters 93, 134-142.
- A. Jordan and B.G. Ivanoff (2013) Multidimensional p-p
plots and precedence tests for point processes on R^d.
Journal of Multivariate
Analysis 115, 122-137.
- A. Carabarin-Aguirre and B.G.
Ivanoff (2012). Path-dependent estimation of a
distribution under generalized censoring. Mathematical Methods of
Statistics 21, 61-92.
- A. Carabarin-Aguirre and B.G.
Ivanoff (2010). Estimation of a distribution under
generalized censoring. Journal
of Multivariate Analysis 101, 1501-1519 ;
DOI:10.1016/j.jmva.2009.12.016
- B.G. Ivanoff and N.C. Weber (2010). Asymptotic results
for spatial causal ARMA models. Electronic Journal of Statistics, Vol.
4, 15-35. DOI: 10.1214/09-EJS533.
- B.G. Ivanoff and E. Merzbach (2009) Optimal detection of
a change-set in a spatial Poisson process. Annals of Applied Probability 20,
640-659; DOI: 10.1214/09-AAP629.
- A.R. Dabrowski, B.G. Ivanoff and R. Kulik (2009) Some
notes on Poisson limits for empirical processes. Canadian Journal of Statistics
37, 327-346.
- A. Jordan and B.G. Ivanoff (2009) One-dimensional P-P
plots and precedence tests for point processes. Mathematical Methods of
Statistics 18, 134-158.
- A. Carbarin-Aguirre and B.G. Ivanoff (2009)
Multidimensional hazard estimation under generalized
censoring. Electronic
Journal of Statistics, 3, 349-375.
- B.G. Ivanoff (2009) Multi-parameter renewal processes and
simulation of forest fires. Environmental
and
Ecological
Statistics,
16. 153-171.
- B.G. Ivanoff, E. Merzbach and M. Plante
(2007). A compensator characterization of point processes on
topological lattices. Electronic Journal of Probability
12, 47-74.
- B.G. Ivanoff and E. Merzbach (2006). What is
a multi-parameter renewal process? Stochastics 78, 411-441.
- B.G. Ivanoff and N.C. Weber (2005).
Spreadable arrays and martingale structures. Journal of
the Australian Mathematical Society 79, 277-296.
- B.G. Ivanoff and N.C. Weber (2004).
Predictable sampling for partially exchangeable arrays. Statistics
and Probability Letters 70, 95-108.
- B.G.I vanoff and E. Merzbach (2004). Random
clouds and an application to censoring in survival analysis. Stochastic
Processes
and their Applications 111, 259-279.
- B.G. Ivanoff and P. Sawyer (2002). Local
times for processes indexed by a partially ordered set. Statistics
and Probability Letters 61, 1-15.
- B.G. Ivanoff and E. Merzbach (2002). Random
censoring in set-indexed survival analysis. Annals of
Applied Probability 12, 944-971.
- R.M. Balan and B.G. Ivanoff (2002). A Markov
property for set-indexed processes. Journal of Theoretical
Probability 15, 553-558.
- B.G. Ivanoff and E. Merzbach (2000). A
Skorokhod topology for a class of set-indexed functions. Skorokhod's
Ideas
in
Probability
Theory, V. Korolyuk, N. Portenko, H. Syta, eds.
Proceedings of the Institute of Mathematics of the National
Academy of Sciences of Ukraine 32, 172-178.
- B.G. Ivanoff and N.C. Weber (1998). Tail
probabilities for weighted sums of products of normal random
variables. Bulletin of the Australian Mathematical Society
58, 239-244.
- B.G. Ivanoff and E. Merzbach (1997). Poisson
convergence for set-indexed empirical porcesses. Statistics
and Probability Letters 32, 81-86.
- B.G. Ivanoff, Y-X. Lin and E. Merzbach
(1996). Weak convergence of set-indexed point processes.
Theory of Probability and Mathematical Statistics 55,
46-58.
- B.G. Ivanoff and E. Merzbach (1996). A
martingale characterization of the set-indexed Brownian
motion. Journal of Theoretical Probability 9, 903-913.
- A. Dabrowski, Y. Fang and B.G. Ivanoff
(1996). Strong approximations for multiparameter martingales.
Stochastics and Stochastics Reports 56, 241-270.
- B.G. Ivanoff and N.C. Weber (1996). Some
characterizations of partial exchangeability. Journal of
the Australian Mathematical Society Series A 61, 345-359.
- B.G. Ivanoff (1996). Stopping times and
tightness for multiparameter martingales. Statistics and
Probability Letters 28, 111-114.
3. Book Chapter:
- B. G. Ivanoff (2003) Set-indexed processes:
distributions and weak convergence. In Topics in
Stochastic Spatial Processes, Lecture Notes in Mathematics
1802, Sringer-Verlag, Berlin, 85-125.
4. Articles in refereed conference proceedings:
- A. Carbarin-Aguirre, B.G. Ivanoff and A.
Jordan (2007). Filtering of multiparameter processes: theory
and applications. In Math Everywhere: Deterministic and
Stochastic Modelling in Biomedicine, Economics and Industry.
Springer-Verlag, 103-114.
- B.G. Ivanoff and E. Merzbach (2000).
Set-indexed Markov processes. In Stochastic Models, Canadian
Mathematical Society Conference Proceedings 26,
217-232.
- B.G. Ivanoff and N.C. Weber (1998). A
maximal inequality and tightness for multiparameter stochastic
processes. In Asymptotic Methods in Probability and
Statistics, B. Szyszkowicz, ed. Elsevier Science,
359-369.