- Academic Honours
- Research books, monograph
- Recent Research Contributions in Refereed
Journals
- Recent Graduate Students and PDF's
- Co-Authors
DEGREES:
Ph.D., Mathematics, McGill, 1963
M.A., Mathematics, McGill, 1961
B.A., Budapest, Economics, School of Economics, 1955
EMPLOYMENT HISTORY:
1998- Professor Emeritus
1997- Distinguished Research Professor
1972-1997: Professor, Department of Mathematics & Statistics, Carleton University, Ottawa.
1990-1991: Visiting Professor, Department of Mathematics, The University of Utah
1971-1972: Associate Professor, Department of Mathematics, Carleton University, Ottawa.
1969-1970: On leave from McGill University. Canada Council Fellow and Gast (Visiting)-Professor, Mathematisches Institut der Universitat, Wien, Austria.
1968-1971: Associate Professor, Department of Mathematics, McGill University, Montreal.
1965-1968: Assistant Professor, Department of Mathematics, McGill University, Montreal.
1963-1965: Instructor and Postdoctoral Fellow, Department of Mathematics, Princeton University, Princeton, USA.
1962-1963: Lecturer, Department of Mathematics, McGill University, Montreal.
1955-1956: Lecturer, School of Economics, Budapest, Hungary.
HONOURS:
NRC Canada Graduate Student Scholar, McGill University, Montreal, (1960-1963).
Canada Council Fellow (1969-70, 1976-77).
Killam Senior Research Scholar (1978-79, 1979-80).
Member, International Statistical Institute (ISI) (elected in 1975)
Fellow of the Institute of Mathematical Statistics (IMS) (elected in 1978).
Principal Lecturer, National Science Foundation (NSF) - Conference Board of the Mathematical Sciences (CBMS) Regional Conference on Quantile Processes, held at Texas A & M University, Texas, U.S.A., July 6-10, 1981, ten lectures.
F.R.S.C.: Elected a Fellow of the Royal Society of Canada by ballot of the Academy of Science in 1989.
Carleton University Research Achievement Award, 1989-1990.
Carleton University Research Achievement Award, 1992-1993.
Honorary Member, Alfréd Rényi Institute of Mathematics, Budapest, 1995-
External Member, Hungarian Academy of Sciences, elected in 1995, inaugurated in 1996.
The 1996 recipient of the Gold Medal of the Statistical Society of Canada.
Paul Erdos Visiting Professor, Paul Erdos Summer Research Center of Mathematics, July 1 -September 15, 1998, May 24 – August 15, 2000.
Honorary Member of the Statistical Society of Canada (elected in 2002).
Asymptotic Methods in Probability and Statistics: A Volume in Honour of Miklós Csörgő, Barbara Szyszkowicz, Editor, Elsevier 1998.
Asymptotic Methods in Stochastics: Festschrift for Miklos Csorgo, Fields Institute Communications, Vol. 44, Lajos Horvath, Barbara Szyszkowicz, Editors, AMS 2004.
Lajos Horvath, Barbara Szyszkowicz, Path Properties of Forty Years of Research in Probability and Statistics: in Conversation with Miklos Csorgo, Technical Report Series of LRSP, No. 400 – May 2004; LRSP website: www.lrsp.carleton.ca, Fields Institute website: www.fields.utoronto.ca/publications/supplements/ .
BOOKS PUBLISHED IN HONOUR OF:
Asymptotic Methods in Stochastics: Festschrift for Miklós Csörgő, Fields Institute Communications, Vol. 44, Lajos Horváth, Barbara Szyszkowicz, Editors, AMS 2004.
Lajos Horváth, Barbara Szyszkowicz, Path Properties of Forty Years of Research in Probability and Statistics: in Conversation with Miklós Csörgő, Technical Report Series of LRSP, No. 400 – May 2004; LRSP website: www.lrsp.carleton.ca, Fields Institute website: www.fields.utoronto.ca/publications/supplements/ .
SCHOLARLY AND PROFESSIONAL ACADEMIC ACTIVITIES: past 8 years only
Co-Director, Laboratory for Research in Statistics and Probability (LRSP), 1981-
Member, Editorial Board, ‘Modern Probability and Statistics’ Series, VSP International Science Publishers, 1999-
Member, College of Reviewers for the Canada Research Chairs (CRC) Program, 2000-
Co-organizer of Section 1. ‘Limit Theorems’ of the 8th International Vilnius Conference (IVC), June 23-29, 2002, and that of the 9th IVC, June 25-30, 2006, Vilnius, Lithuania, also of the Off-site Fields Institute Workshop on Lorenz-Gini Type Asymptotic Methods in Probability and Statistics, and their Applications at Carleton University, September 14-16, 2006, and that of the Probability and Stochastic Processes Symposium at Carleton University, June 5-8, 2007.
Invited Speaker: SSC Annual Meetings (2002, 2006), CMS Winter Meeting (2008)
Invited Speaker at International Conferences: Austria (2009), Hungary (2001, 2004, 2009), Lithuania (2002), Czech Republic (2002, 2005), Romania (2006), Off-site Fields Institute Workshop on Interactions Between Probability and Functional Analysis at Carleton University (May 4-6, 2007), Congress Canada – France 2008 (June 1-6, 2008, University of Quebec in Montreal).
Research proposal reviews for NSERC and Fonds de recherché sur la nature et les technologies Québec.
External Examiner:
Fama Fall, (Docteur de l’Université Paris VI, October 2004), Sur l’estimation de la densité de quantiles.
Omar El-Dakkak, (Docteur de l’Université Paris VI, October 2007), Décompositions de Hoeffding pour des suites échangeables. Asymptotiques pour la mesure empirique séquentielle.
Recent Graduate Students and PDF's
- Nasari, Masoud (PDF), 2011-
- Yuliya V. Martsynyuk (PhD), Invariance Principles via Studentization in Linear Structural and Functional Error-in-Variables Models, Carleton University, 2000-2005
- William J. Pouliot (PhD), Non-parametric, Non-sequential Change-point Analysis, Carleton University, 1996-2001
- Amal Fouad (PhD in progress), Co-supervisor: September 2007-April 2009
- Nasari, Masoud (PhD), Studentized U-statistics and U-statistics type processes, 2006-
- Dochitoiu, Catalin (PhD not completed), 2003-2006
- Zhang, Zhengmin (PhD not completed), 2002-2005 (Ph.D. completed with Professor Saleh in 2008)
- Yeung, ChiWai (M.Sc. in progress), 2009-
- Hazy, Krisztina (M.Sc. not completed), 2003-2005
- Yuliya Martsynyuk (PDF completed), co-supervised 2008-2009
- Kulik, Rafal (PDF, completed), co-supervised 2006-2006
- Yuliya Martsynyuk (PDF, completed), 2005-2006
- Pezeshki, Hossain (PDF, completed), co-supervised 2005-2005
- Huang, Wei (PDF, completed), co-supervised 2003-2005
- Tuna, Meltem G. (PDF, completed), co-supervised 2003-2005
- Wang, Lihong (PDF, completed), co-supervised 2002-2003
- Wang, Qiying (PDF, completed), co-supervised 2000-2001
Graduate Courses
Advanced Topics in Probability-Statistics, workshop seminars in LRSP since 1997
PUBLICATIONS: Life-time summary:
- Books authored............................................................................................. 5
- Books edited................................................................................................. 1
- Books co-edited............................................................................................ 2
- Chapters in books......................................................................................... 6
- Papers in refereed journal........................................................................... 165
- Papers in refereed conference proceedings......................................................41
- Major invited contributions and/or technical reports...........................................7
- Abstracts and/or papers read....................................................................Many
- Others (workshops presented)..................................................................Many
- M. Csorgo and L. Horvath, Limit Theorems in Change-point
Analysis. Wiley, Chichester 1997 (414 pages).
- M. Csorgo and L. Horvath, Weighted Approximations in
Probability and Statistics. Wiley, Chichester 1993 (436 pages).
- M. Csorgo, S. Csorgo and L. Horvath, An Asymptotic
Theory for Empirical Reliability and Concentration Processes. Lecture
Notes in Statistics 33, Springer-Verlag, Berlin, Heidelberg 1986 (171 pages).
- M. Csorgo, Quantile Processes with Statistical Applications.
CBMS-NSF Regional Conference Series in Applied Mathematics 42, SIAM, Philadelphia
1983 (156 pages).
- M. Csorgo and P. Revesz, Strong Approximations
in Probability and Statistics. Akademiai Kiado, Budapest
1981 - Academic Press, New York 1981 (284 pages).
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Details for past eight (8) years:
Books Edited:
1. Limit Theorems in Probability and Statistics, Volumes I, II. (I. Berkes, E. Csaki, M. Csorgo, eds.), Janos Bolyai Mathematical Society, Budapest 2002.
- E. Csaki, M. Csorgo, A. Foldes, P. Revesz, On the supremum of iterated local time, Publicationes Mathematicae Debrecen. To appear (accepted on November 15, 2009).
- E. Csáki, M. Csorgo, A. Földes, P. Révész, Strong limit theorems for a simple random walk on the 2-dimensional comb, Electronic Journal of Probability, Vol. 14 (2009), Paper no. 82, pages 2371-2390.
- E. Csaki, M. Csorgo, A. Foldes, P. Revesz, Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion, Annales de l’Institut Henri Poincaré-Probabilités et Statistiques, Vol. 45 (2009), no. 2, 515-544.
- M. Csorgo, B. Szyszkowicz, Q. Wang, Asymptotics of Studentized U-type processes for changepoint problems, Acta Mathematica Hungarica, Vol. 121 (2008), no. 4, 333-357.
- M. Csorgo, B. Szyszkowicz, Q. Wang, On weighted approximations in D[0,1] with applications to self-normalized partial sum processes, Acta Mathematica Hungarica, Vol. 121 (2008), no. 4, 307-332.
- M. Csorgo, R. Kulik, Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences, Probability Theory and Related Fields, Vol. 142 (2008), no. 3-4, 339-366.
- M. Csorgo, R. Kulik, Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences, Journal of Theoretical Probability, Vol. 21 (2008), no. 3, 672-686.
- Y.K Choi, M. Csorgo, Limsup results and LIL for partial sum processes of a Gaussian random field, Acta Math. Sin. (Engl. Ser.), Vol. 24 (2008), no. 9, 1497-1506.
- Y.K Choi, M. Csorgo, Asymptotic properties of increments of L∞-valued Gaussian random fields, Canadian Journal of Mathematics, Vol. 60 (2008), no. 2, 313-333.
- M. Csorgo, B. Szyszkowicz, L. Wang, Correction Note: Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes for long-range dependent sequences, The Annals of Statistics, Vol. 35 (2007), no. 6, 2815-2817.
- M. Csorgo, A glimpse of the KMT (1975) approximation of empirical processes by Brownian bridges via quantiles, Acta Scientiarum Mathematicarum (Szeged), Vol. 73 (2007) 349-366.
- Y.-K. Choi, M. Csorgo, Path properties of ℓp-valued Gaussian random fields, Science in China Series A: Mathematics, Vol. 50 (2007), no. 10, 1501-1520.
- E. Csaki, M. Csorgo, Z. Rychlik, J. Steinebach, On Vervaat and Vervaat-error type processes for partial sums and renewals, Journal of Statistical Planning and Inference, Vol. 137 (2007), 953-966.
- M. Csorgo, B. Szyszkowicz, L. Wang, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes for long-range dependent sequences, The Annals of Statistics, Vol. 34 (2006), 1013-1044.
- M. Csorgo, Joint path properties of two of my most favourite friends in mathematics: a tribute to Endre Csáki and Pál Révész, Periodica Mathematica Hungarica, Vol. 50 (2005), 1-27.
- M. Csorgo, Z. Shi, An Lp-view of the Bahadur-Kiefer theorem, Periodica Mathematica Hungarica, Vol. 50 (2005), 79-98.
- M. Csorgo, B. Szyszkowicz, L. Wang, Limit theorems for nearest-neighbor density estimation under long-range dependence, Journal of Statistical Research, Vol. 39/1 (2005), 121-138.
- M. Csorgo, R. Norvaisa, Weighted invariance principle for Banach space valued random variables, Lietuvos Matematikos Rinkinis, Vol. 44 (2004), 139-175.
- M. Csorgo, B. Szyszkowicz, Q. Wang, Donsker’s theorem for self-normalized partial sums processes, The Annals of Probability, Vol. 31 (2003), 1228-1240.
- M. Csorgo, B. Szyszkowicz, Q. Wang, Darling-Erdős theorem for self-normalized sums, The Annals of Probability, Vol. 31 (2003), 676-692.
- M. Csorgo, A glimpse of the impact of Pál Erdős on probability and statistics, The Canadian Journal of Statistics, Vol. 30 (2002), 493-556.
- E. Csaki, M. Csorgo, A. Foldes, Z. Shi, R. Zitikis, Pointwise and uniform asymptotics of the Vervaat error process, Journal of Theoretical Probability, Vol. 15 (2002), 845-875.
- M. Csorgo, R. Zitikis, The Vervaat processes in Lp spaces, Journal of Multivariate Analysis, Vol. 78 (2001), 103-138.
- M. Csorgo, Z. Shi, An Lp-view of a general version of the Bahadur-Kiefer process, Journal of Mathematical Sciences, Vol. 105 (2001), 2534-2540.
- E. Csaki, M. Csorgo, A. Foldes, Z. Shi, Path properties of Cauchy’s principle values related to local time, Studia Scientarium Mathematicarum Hungarica, Vol. 38 (2001), 149-169.
- Bin Chen, M. Csorgo, A functional modulus of continuity for a Wiener process, Statistics & Probability Letters, Vol. 51 (2001), 215—223.
Papers in Refereed Conference Proceedings
- Bin Chen, M. Csorgo, Large deviations for two-parameter Gaussian processes related to change-point analysis, in ALM2 Advanced Lectures in Mathematics, Asymptotic Theory in Probability and Statistics with Applications (Tze Leung Lai, Lianfen Qian, Qi-Man Shao, eds.), Higher Education Press, Beijing and International Press, Cambridge MA 2007, pp. 177-194.
- M. Csorgo, B. Szyszkowicz, Q. Wang, Change in the mean in the domain of attraction of the normal law, Austrian Journal of Statistics, Vol. 35 (2006), 93-103.
- M. Csorgo, B. Szyszkowicz, Q. Wang, On weighted approximations and strong limit theorems for self-normalized partial sums processes. In Asymptotic Methods in Stochastics: Festschrift for Miklos Csorgo (L. Horvath, B. Szyszkowicz, eds.), Fields Institute Communications, AMS 2004, pp. 489-521.
- M. Csorgo, R. Zitikis, On the general Bahadur-Kiefer, quantile and Vervaat processes: old and new. In Limit Theorems in Probability and Statistics I. (I. Berkes, E. Csaki, M. Csorgo, eds.), Janos Bolyai Mathematical Society, Budapest 2002, pp. 389-426.
- E. Csaki, M. Csorgo, A. Foldes, Z. Shi, On a class of additive functionals of two-dimensional Brownian motion and random walk. In Limit Theorems in Probability and Statistics I. (I. Berkes, E. Csaki, M. Csorgo, eds.), János Bolyai Mathematical Society, Budapest 2002, pp. 321-345.
- M. Csorgo, Life is a random walk with a local time: a tribute to Pal Revesz. In Limit Theorems in Probability and Statistics I. (I. Berkes, E. Csaki, M. Csorgo, eds.), Janos Bolyai Mathematical Society, Budapest 2002, pp. 21-99.
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Links
Miklos Csorgo