Boutsikas Michael
21 February 2024 2024-07-30 12:45Boutsikas Michael
Associate Professor, Department of Statistics and Insurance Science
Teaching Field
Information
Education
- Ph.D. (2000), University of Athens, Department of Mathematics, Applied Probability
- M.Sc. (1998), University of Athens, Department of Mathematics. Statistics and Operations Research
- Diploma (1995), University of Athens, Department of Mathematics. Mathematics
Research Interests
- Stochastic orders – Stochastic dependence concepts
- Poisson and compound Poisson approximation
- Probability metrics
- Reliability theory
- Runs, scans and urn models
- Central Limit Theorems
- Extreme Value Theory
Teaching
- Statistics II: Hypothesis Testing (Dept. of Statistics and Insurance Science)
- Simulation
- Reliability Theory
- Stochastic Finance (option pricing)
- Statistical Software Packages
- Multivariate Statistical Analysis
- Statistics II, III: Department of Economics(2000-05)
- Extreme Value Theory
Research
[1] Boutsikas M.V. and Koutras M.V. (2000). Reliability Approximation for Markov Chain Imbeddable Systems. Methodology and Computing in Applied Probability 2:4, 393-411
[2] Boutsikas, M.V. and Koutras, M.V. (2000) A bound for the distribution of the sum of discrete associated or negatively associated random variables. The Annals of Applied Probability 10, 1137-1150.
[3] Boutsikas, M.V. and Koutras, M.V. (2000) Generalized reliability bounds for coherent structures. Journal of Applied Probability 37, 778-794.
[4] Boutsikas, M.V. and Koutras, M.V. (2001) Compound Poisson Approximation for sums of dependent random variables. In Probability and Statistical Models with Applications: A volume in honor of Prof. T. Cacoullos (Eds. Ch.A. Charalambides, M.V. Koutras, N. Balakrishnan), 63-86, Chapman and Hall/CRC press.
[5] Boutsikas, M.V. and Koutras, M.V. (2002) On the number of overflown urns and excess balls in an allocation model with limited urn capacity. Journal of Statistical Planning and Inference 104, 259-286.
[6] Boutsikas, M.V. and Koutras, M.V. (2002) On a Class of Multiple Failure Mode Systems. Naval Research Logistics 49, 167-185.
[7] Boutsikas, M.V. and Koutras, M.V. (2002) Modelling claim exceedances over thresholds. Insurance: Mathematics and Economics 30, 67-83.
[8] Boutsikas M.V. and Vaggelatou, E. (2002) On the distance between convex-ordered random variables. Advances in Applied Probability, 34, 349-374.
[9] Boutsikas, M.V. and Koutras, M.V. (2003) Bounds for the distribution of two dimensional binary scan statistics. Probability in the Engineering and Informational Sciences 17, 509-525.
[10] Boutsikas, M.V. (2006) Compound Poisson process approximation for locally dependent real valued random variables via a new coupling inequality. Bernoulli 12, no3, 501-514.
[11] Boutsikas M.V. and Koutras M.V. (2006) On the asymptotic distribution of the discrete scan statistic. Journal of Applied Probability 43, 1137-1154.
[12] Antzoulakos D.L. and Boutsikas M.V. (2007) A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems. Statistics and Probability Letters 77, 32-39.
[13] Boutsikas M.V., Koutras M.V., and Milienos F.S. (2009) Extreme Value Results for Scan Statistics. Chapter 3 In Scan Statistics: Methods and Applications, Glaz, Pozdnyakov and Wallenstein (Eds.). Birkhäuser
[14] Boutsikas M.V. and Vaggelatou E. (2010) A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables, Bernoulli 16, 301-330.
[15] Boutsikas M.V. (2011) Asymptotically optimal Berry-Esseen type bounds for distributions with an absolutely continuous part. Journal of Statistical Planning and Inference 141-3, 1250–1268.
[16] Boutsikas M.V., Antzoulakos D.L., Rakitzis A.C. (2014) On the joint distribution of stopping times and stopped sums in multistate exchangeable trials, Journal of Applied Probability 51, 483-491.
[17] Boutsikas M.V. (2015) Penultimate gamma approximation in the CLT for skewed distributions, ESAIM Probability and Statistics 19, 590–604.
[18] Boutsikas M.V., Rakitzis A.C. and Antzoulakos D.L. (2016) On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures. Journal of Computational and Applied Mathematics 294, 124–137.
[19] Boutsikas M.V. and Politis K. (2017) Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier. Methodology and Computing in Applied Probability 19: 75–95
[20] Boutsikas M.V., Koutras M.V. and Milienos F.S. (2017) Asymptotic results for the multiple scan statistic, Journal of Applied Probability 54, 320-330
[21] Boutsikas Μ.V. and Vaggelatou E. (2020) On the Distribution of the Number of Success Runs in a Continuous Time Markov Chain. Methodology and Computing in Applied Probability 22: 969–993.
Books
Office Hours
By arrangement via e-mail to set the exact time and method of conducting the meeting.