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Department of Mathematics and Statistics, University of Ottawa, PO Box 450, Stn. A, Ottawa, Ontario K1N 6N5, CANADA
email: givanoff@science.uottawa.ca
telephone: (613) 562-5800 extension 3501
fax: (613) 562-5776
Probability theory and stochastic processes: in particular, stochastic processes
indexed by sets, martingales, Markov processes, point processes, survival analysis,
exchangeability, limit theory
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.
B.G. Ivanoff and N.L. Weber (2004), Spreadable arrays and martingale structures.
Journal of the Australian Mathematical Society (Series A), in press.
B.G. Ivanoff and E. Merzbach (2004). Random Clouds and an application to censoring
in survival analysis. Stochastic Processes and Their Applications, in press.
B.G. Ivanoff and E. Merzbach, (2002). Random consoring in set-indexed survival
analysis. Annals of Applied Probability, 12, 944-97.
B.G. Ivanoff and P. Sawyer (2002). Local times for processes indexed by a partially
ordered set. To appear, 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, in press.
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.
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.
D. Slonowsky (1998). Central Limit Theory for Set-Indexed Martingales
R. Balan (2001). Set-Indexed Markov Processes
M. Plante (2001). Point Processes: Distributions, Partial Orders and Compensators
Gail Ivanoff