Professor of Mathematics and
Graduate Program Director

BS in Mathematics from University of Tehran (1966)
MS in Mathematics from University of Shiraz (1969)
PhD in Mathematics from Michigan State University (1983)

E-mail:abolghassem.miamee@hamptonu.edu

Other Professional Positions:

• 1985-1986 Visiting Professor at Northern Illinois University
• 1984-1985 Visiting Professor at UNC Chapel Hill
• 1976-78 Associate Professor and Chair of Mathematics, Isfahan University of Technology
• 1977-79 Associate Professor and Dean of Natural Sciences, Isfahan University of Technology
• 1979-80 Vice president for research, Isfahan University of Technology

Areas of Research / Interest :
Probability Theory, Stochastic Processes and Time Series Analysis

Grants/ Contracts:

• 2002-2006 An NSA contract for “Studying non-stationary processes and their applications”
• 1991-2000 An Army grant for investigating” CAR Processes and their Applications”
• 1991-92 A NASA grant for organizing a” Workshop on non-stationary processes and their applications”
• 1989-97 A Navy grant for investigating “p-th order stochastic processes and their harmonic representation”
• 1987-91 A NASA grant for investigating “harmonizable processes and their applications”

Other Professional Activities:

• Presented several talks at national/international conferences
• Supervised several M.Sc. Theses
• Refereeing papers for different professional journals
• Presented colloquium talks at several universities.

Publications:

BOOKS:

• Co-authored the book” Periodically Correlated Random Sequences: Spectral Theory and Practice” John Wiley, New York (2007)
• Edited a volume on Non-stationary Stochastic Processes and their Applications, World Scientific Publishing Co. Inc (1992).
• Co-translated the following three books from English to Persian:
• Elementary Probability Theory with Stochastic Processes, by Kai Lai Chung, Iran University Press (1988)
• Differential Equations with Applications and Historical Notes, by G.F. Simons, Iran University Press (1987)
• Calculus with Analytic Geometry, by G.B. Thomas, Iran University Press (1981)

PAPERS: Published over 50 papers in refereed international journals, including

• On B(X,K)-valued stationary stochastic processes, Indiana Univ. Math. J. 25 (1976), 841-860
• Harmonizability, V-boundedness and stationary dilation of , stochastic processes, Indiana Univ. Math. J. 27 (1978), 37- 50
• On the angle between past and future and prediction theory of stationary stochastic processes, J. Multivariate Anal. 20 (1986), 205-219
• Inclusion and the closed graph theorem, American Math. Monthly 98 (1991), 342-345
• Spectral dilation of L(B,H)-valued measures and its application to stationary dilation for Banach space valued processes, Indiana Univ. Math. J. 38 (1989), 841-860
• Periodically correlated processes and their stationary dilations, SlAM J. Appl. Math. 50 (l990) , 1194-1199
• On the prediction theory of two-parameter random fields, J. Multivariate Anal. 32 (1990) , 120-149 [with G. Kallianpur and H. Niemi]
• An example of a harmonizable process whose spectral domain is not complete, Scan. J. Statist. 18 (1991) , 249-254
• Some extremal problems in , Proc. Amer. Math. Soc., 126(1998), 2333-2340
• On AR(l) models with periodic and almost periodic coefficients, Stochastic
• Processes and Their applications, 100 (2002), 167-185
• Shift operator for periodically correlated processes, Indian J. Pure Appl. Math., 33 (2002), 705-712
• On the geometry of with applications to infinite variance processes, J.Aust. Math. Soc., 74 (2003), 35-42
• On PC solutions of PARMA(p,q) Models, Probab. Math. Statis. 25(2006)