■ Faculty Affiliated with the Claremont Colleges ■
John Angus
Professor & Dean of the School of Mathematics, CGU
Jeremy Hunter, Adjunct Professor

Education
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., Mathematics, Magna Cum Laude, University of San Diego, 1975

► john.angus@cgu.edu
► personal homepage
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Current Research Interests

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

Recent Papers

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
  • 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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