Krishanu Maulik
Indian Statistical Institute
 Division of Theoretical Statistics and Mathematics
 Statistics and Mathematics Unit, Kolkata
Krishanu Maulik

Associate Professor
Statistics and Mathematics Unit, Kolkata
Indian Statistical Institute
202 Barrackpore Trunk Road
Kolkata 700 108
+91-(0)33-2575-3120
krishanu (at) isical (dot) ac (dot) in

Education:
 1996   B. Stat. (Hons.), Indian Statistical Instiute, Calcutta, India.
 1998 M. Stat. (with specialization in Mathematical Statistics and Probability),
Indian Statistical Instiute, Calcutta, India.
 2002 Ph. D., Department of Statistics, Cornell University, Ithaca, USA.
Title: Internet Traffic Models with Random Transmission Rates.
Advisor: Prof. Sidney Resnick.

Professional Experience:
Jan 2011 - Present   Associate Professor, Stat-Math Unit, Indian Statistical Institute, Kolkata, India.
Jan 2005 - Dec 2010   Assistant Professor, Stat-Math Unit, Indian Statistical Institute, Kolkata, India.
Jan 2010 - Present   Technical Editor, Sankhya
Jan 2006 - Dec 2007   Technical Editor, Sankhya
Aug 2002 - Dec 2004   Postdoctoral Fellow at EURANDOM, Eindhoven, The Netherlands.

Research Interests:

  • Heavy tailed distributions, long-range dependence.
  • Regular variation, maxima of random variables.
  • Multivariate regular variation, asymptotic independence.
  • Record sequences.
  • Random Recursions.
  • Urn models.
  • Ruin probabilities, random sum.
  • Internet traffic modeling.
  • Free probability.

    • Invited Academic Visits:
    Jun 2010   Department of Statistics and Probability of National University of Singapore, Singapore.
    Jun 2010   Level O Training Programme of Mathematics Training and Talent Search Programme at Visvabharati University, Santiniketan, India.
    Sep 2007   Workshop on Random Graph at Tata Institute of Fundamental Research, Mumbai, India.
    Mar 2007   Compact Course on Heavy Tails and Applications to Stochastic Processes at IISc Mathematics Initiative organized by Department of Mathematics, Indian Institute of Science, Bangalore, India.
    Dec 2006   Training Programme on Stochastic Process Modelling: Concepts, Theory and Applications at Banasthali Vidyapith, Jaipur, India.
    Jul 2005   Summer School on Probability and Applications at Department of Mathematics, Indian Institute of Technology, Guwahati, India.
    Sep 2004 - Oct 2004     Queueing Theory and Teletraffic Theory organized at Institut Mittag-Leffler, Stockholm, Sweden.
    Jun 2004 and
    Sep 2003 - Oct 2003      		   Network Modeling for the Internet organized by SAMSI, North Carolina, USA.

    Honours:
    2008 - 2011   Associate of the Indian Academy of Sciences.
    2008   Microsoft Research Young Faculty award.
    2002   Institute of Mathematical Statistics Laha travel award.
    2002   Student scholarship to attend Spring Research Conference on Statistics in Industry and Technology.
    1998-1999   Morse-Woodbury fellowship, Cornell University.
    1993   Jagadis Bose National Science Talent Search award, Calcutta, India.

    Publications:

  • Rajat Subhra Hazra and Krishanu Maulik. Products in conditional extreme value model. Submitted, 2011.
  • Rajat Subhra Hazra and Krishanu Maulik. Free subexponentiality. Annals of Probability, to appear, 2011.
  • Rajat Subhra Hazra and Krishanu Maulik. Tail behavior of randomly weighted sums. Advances in Applied Probability, 44, no. 3, 794-814, 2012.
  • Amites Dasgupta and Krishanu Maulik. Strong laws for urn models with balanced replacement matrices. Electronic Journal of Probability, 16, 1723-1749, 2011.
  • Arup Bose, Amites Dasgupta and Krishanu Maulik. Strong laws for balanced triangular urns. Journal of Applied Probability, 46, no. 2, 571-584, 2009.
  • Krishanu Maulik and Bert Zwart. An extension of the square root law of TCP. Annals of Operations Research, 170, no. 1, 217-232, 2009.
  • Arup Bose, Amites Dasgupta and Krishanu Maulik. Multicolor urn models with reducible replacement matrices. Bernoulli, 15, no. 1, 279-295, 2009.
  • Arup Bose, Amites Dasgupta and Krishanu Maulik. Maxima of Dirichlet and triangular array of gamma variables. Statistics and Probability Letters, 78, no. 16, 2811-2820, 2008.
  • Arup Bose, Amites Dasgupta and Krishanu Maulik. Maxima of the cells of an equiprobable multinomial. Electronic Communications in Probability, 12, 93-105, 2007.
  • Arup Bose, Sreela Gangopadhyay, Krishanu Maulik and Anish Sarkar. Convergence of tail sum of records. Extremes, 9, no. 2, 151-168, 2006.
  • Krishanu Maulik and Bert Zwart. Tail asymptotics of exponential functionals of Lévy processes. Stochastic Processes and their Applications, 116, no. 2, 156-177, 2006.
  • Krishanu Maulik and Sidney Resnick. Characterizations and examples of hidden regular variation. Extremes, 7, no. 1, 31-67, 2004.
  • Krishanu Maulik and Sidney Resnick. The self-similar and multifractal nature of a network traffic model. Stochastic Models, 19, no. 4, 549-577, 2003.
  • Krishanu Maulik and Sidney Resnick. Small and large time scale analysis of a network traffic model. Queueing Systems: Theory and Applications, 43, no. 3, 221-250, 2003.
  • Krishanu Maulik, Sidney Resnick and Holger Rootzén. Asymptotic independence and a network traffic model. Journal of Applied Probability, 39, no. 4, 671-699, 2002.

    • Ph.D. students:
  • Rajat Subhra Hazra (2011): Essays on regular variations in classical and free setup: randomly weighted sums, products in CEVM and free subexponentiality.

    • Masters Dissertation students:
  • Gourab Ray (2009-10): Urn Models.
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