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John Angus, Dean of the School of Mathematical Sciences
 

 

 

     John Angus

     Dean of the School of Mathematical Sciences

     john.angus@cgu.edu   personal homepage

 

 

 

Ph.D., Applied Statistics, University of California, Riverside, 1981

M.S., Statistics, University of California, Riverside, 1980

M.A., Mathematics, University of California, Los Angeles, 1977
B.A., Magna Cum Lauda, Mathematics, University of San Diego, 1975

 

Teaching Interests and Areas of Expertise

 

Probability, Statistics, Analysis, Stochastic Processes, Mathematical Finance, Reliability Theory

 

Current Research Interests

 

Large Sample Theory, Applied and Theoretical Probability, Mathematical Statistics, Computer Intensive Methods in Statistics, Probabilistic and Unconventional Algorithms, Mathematical Finance and Stochastic Calculus, Reliability Theory and Fault Tolerant Design, Global Positioning System / Satellite Navigation

 

Recent Papers

 

An asymptotic expansion for the inspection paradox, Probability in the Engineering and Informational Sciences, to appear, 2005.

Convergence rates in approximating a compound distribution, Probability in the Engineering and Informational Scienes, 18, 2004.

Modeling biological responses using gene expression profiling and state space models (with C. Rangel, Z. Ghahramani, and D. L. Wild), chapter to appear in Applications of Probabilistic Modelling in Medical Informatics and Bioinformatics, D. Husmeier, S. Roberts, and R. Dybowski, editors, Springer Verlag, 2004.

Modeling t-cell activation using gene expression profiling and state space models (with C. Rangel, Z. Ghahramani, A. Gaiba, M. Lioumi, D. L. Wild, and F. Falciani), Bioinformatics, 20, 2004.

A note on finding the optimal allocation between a risky stock and a risky bond, The Journal of Futures Markets 21 (12), 2001.

 

A note on pricing Asian derivatives with continuous geometric averaging, The Journal of Futures Markets, October 1999.

 

A simple heuristic for valuing certain perpetual American-type securities, with Xiao Hong, Mathematical and Computer Modelling 28 (1), 1998.

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