Office Hours for Spring 2014

Srinivasan  Balaji

Srinivasan Balaji

Title:
Assistant Professor
Faculty: Full-Time
Office:
767
Address: Rome Hall
801 22nd Street NW
Washington, DC,
20052
Phone: 202-994-3383
Email:
balaji@gwu.edu

Areas of Expertise

Diffusion processes, Markov Chains, Stochastic differential Equations and Applications.

Assistant Professor of Statistics

Current Research

Stochastic differential Equations, Applications of diffusion processes to  Stochastic Systems, Queuing networks and Mathematical Finance, Markov decision processes and Risk sensitive control, Reliability theory, Statistical Learning Theory.

Education

Ph.D., Indian Statistical Institute, 1997

Publications

Selected Publications

1) Recurrence and Transience of reflecting diffusions in the Half space ( With S.Ramasubramanian), Bernoulli, 3(1), 1997, pp.97 - 119.

2) Reflecting diffusions in the quadrant: Recurrence and Transience (With S.Ramasubramanian), Differential Equations and Dynamical Systems(DEDS),     Vol 6, 1998, pp 9 - 24.

3) Reflecting diffusions in an Orthant: An Introduction (with S.Ramasubramanian), Differential Equations and Dynamical Systems (DEDS), Vol 6,     1998, pp. 25 - 36.

4) Passage time moments for multidimensional diffusions (with S.Ramasubramanian), Journal of Applied Probability, 37,  pp.246-251 (2000).

5) Multiplicative Ergodicity for irreducible Markov Chains, (with Sean P.Meyn),  Stochastic Processes and their Applications, 90 (2000) pp.123-144.

6)  Closure properties of uniform convergence of empirical means and PAC-learnability under a family of probability measures, (with M.VidyaSagar and B.Hammer), Systems and Control Letters, Vol 42, issue 2, 2001, pp.151-157. 
 

Publications in Refereed Proceedings

1) Asymptotics of diffusions in an Orthant (with S.Ramasubramanian), Proceedings of International Conference on Stochastic processes, Cochin, India     1997.

2) Risk sensitive dynamic programming with unbounded costs( with Sean P. Meyn and V.S.Borkar), to appear in IEEE CDC Volume, 1999.

Classes Taught

STAT 1051

STAT 1111