Dr. Gennady Samorodnitsky

Biography

Gennady Samorodnitsky is a Professor in the School of Operations Research and Information Engineering at Cornell University. His research focuses on probability theory applications, emphasizing stochastic modeling, particularly non-standard models that exhibit heavy tails and/or long-range dependence. These models deviate from typical models defined by Gaussian Markov stochastic processes. Samorodnitsky's work investigates how heavy tails and long-range dependence affect financial processes and teletraffic processes, with an emphasis on understanding the behavior of non-standard models, simulating parameters, and predicting future outcomes. His interests extend to financial risk models, extremal behavior of stochastic processes, random fields, climate data statistical analysis, self-similar stochastic processes, stable infinitely divisible processes, geometry of excursion sets of random fields, scale-free random graphs, and the connections between probability and ergodic theory.

Research Interests