معرفی
Gennady Samorodnitsky is a Professor in the School of Operations Research and Information Engineering (ORIE) at Cornell University. He holds a B.S. from the Moscow Steel and Alloys Institute (1978), M.S. from Technion – Israel Institute of Technology (1983), and a D.Sc. from Technion (1986). He joined Cornell in 1988 and has held visiting positions at the University of North Carolina at Chapel Hill and Boston University. His research focuses on stochastic processes, particularly heavy-tailed distributions, long-range dependence, and extreme value theory, with applications in finance, teletraffic, and climate modeling.
- Education:
- B.S., Moscow Steel and Alloys Institute, USSR, 1978
- M.S., Technion – Israel Institute of Technology, 1983
- D.Sc., Technion – Israel Institute of Technology, 1986
Samorodnitsky’s research interests span stochastic modeling, including heavy-tailed processes, self-similar processes, and extreme value analysis. He examines the behavior of financial and telecommunication systems under long memory and non-Gaussian conditions. Key areas include the statistical analysis of extremes in climate data and the theoretical foundations of stable and infinitely divisible processes. His work bridges probability theory with applications in risk management, network traffic analysis, and climate science.
His publications explore topics such as high-level excursion sets in random fields, tail inference, and the interplay between ergodic theory and stochastic processes. He has contributed to books like Stochastic Processes and Long Range Dependence and authored numerous technical reports on topics like ruin probabilities and multivariate extremes.
Samorodnitsky teaches advanced courses, including ORIE 7590: Martingales in Discrete and Continuous Time, and maintains an active role in academic conferences and collaborations. His research group investigates cutting-edge problems in high-dimensional extremes, privacy-aware learning, and topological data analysis.
