Stilian A. Stoev
Professor of Statistics, College of Literature, Science, and the Arts
Stilian Stoev’s research is in the area of applied probability and statistics for stochastic processes with emphasis on extremes, heavy tails, self-similarity, and long-range dependence. His recent theoretical contributions are in the area of max-stable processes, which is the class of processes emerging as a canonical model for the dependence in the extremes. This includes the representation, characterization, ergodicity, mixing, and prediction for this class of processes. Dr. Stoev is also working on applied problems in the area of computer network traffic monitoring, analysis and modeling. A recent joint project focuses on developing efficient statistical methods and algorithms for the visualization and analysis of fast multi-gigabit network traffic streams, which can help unveil the structure of traffic flows, detect anomalies and cyber attacks in real-time. This involves advanced low-level packet capture, efficient computation and rapid communication of summary statistics using non-relational data bases. More broadly, Dr. Stoev’s research is motivated by large-scale and data intensive applied problems arising in the areas of:
- environmental, weather and climate extremes.
- insurance and finance.
- Internet traffic monitoring, modeling and prediction.