Jewgeni H. Dshalalow

Title

Professor

Education

Dr. Sci., Mathematics, Berlin Technical University, Germany, 1983

Class Schedule

MTH 5412 - Math Stat II - MW 6:30 - 8:00 pm

MTH 5050/ORP 5090 - Financial Math - TR 8:00 - 9:15 pm

Office Hours

MTWR 6:30 - 8:00 pm

Office

308C, Crawford Science Building

Office Phone

321-674-8579

E-mail

eugene@fit.edu

Website

Dshalalow's Home Page

Research Interests

  • Queuing
  • Stochastic Perturbations
  • Random Excess Processes
  • Stochastic Control
  • Real Analysis

His research interests include real analysis, probability, stochastic processes, queueing theory and operational sciences. He has published over 60 research papers, three books (Real Analysis, Chapman/Hall, 2001, Advances in Queueing and Frontiers in Queueing Theory by CRC Press in 1995 and 1997, respectively) and wrote 70 technical reports. He developed the theory of first excess-level processes, which are used in queueing, inventories, reliability and all other applications that deal with the level crossing analysis, developed a construction and notion of modulated random measures, established ergodic theorems for modulated processes, which are used in telecommunications, stochastic processes and queueing theory with random perturbations.

Scholarly and Research Activities

Dr. Dshalalow is the Principal Editor and founder of the Journal of Applied Mathematics and Stochastic Analysis (JAMSA). He is a Regional Editor of the Journal of Engineering Simulations, copyrighted by Ukrainian and Russian National Academy of Sciences. Dr. Dshalalow is also associate editor of four more journals: Nonlinear Dynamics and System Theory, International Journal of Mathematics and Mathematical Sciences, Archives of Inequalities and Applications, and Mathematical Science Research Journal. He was nominated several times for academic and research excellence in various schools and granted by the National Science Foundation for Research in Applied Probability.

Selected Recent Publications

  • "Fluctutations of recurrent processes and their applications to the stock market," Stochastic Analysis and Applications, (2004) 22:1.
  • On time sensitive controlled marked Cox processes, to appear in Journal of Mathematical Analysis and Applications (jointly with Ravi P. Agarwal and Donal O'Regan), (2004)
  • A versatile stochastic reliability model with reserve and super-reserve machines, Methodology and Computing in Applied Probability (jointly with Song-Kyoo Kim), 5:1, 2003 (59-84).
  • New fluctuation analysis of D-policy bulk queues with multiple vacations, Mathematical and Computer Modeling (jointly with Ravi P. Agarwal), accepted for publication.
  • A non-Markovian queueing system with a variable number of channels, JAMSA (jointly with Hong-Tham Rosson), to appear 16:4, 2003.
  • Generalized modulated random measures and their potentials, Stochastic Analysis and Applications (jointly with Ravi P. Agarwal and Donal O'Regan), to appear in Stochastic Analysis and Applications, (2004), 22:xx
  • Stochastic disaster recovery systems with external resources, Mathematical and Computer Modeling (jointly with Song-Kyoo Kim), 36, 2002 (1235-1257).
  • Fixed points and homotopy results for generalized contractive maps of Reich type, Applicable Analysis (jointly with Ravi P. Agarwal and Donal O'Regan), 82:4, 2003 (329-350).
  • "Time dependent analysis of multivariate marked renewal processes," J. Appl. Prob. (2001) 38:3.