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Professor John Angus |
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![[picture of Angus]](images/angus5.jpg)
![[picture of Angus]](images/john.jpg)
Ways to get in touch
- E-mail: john.angus@cgu.edu
- Voice: (909) 607-3376
- Fax: (909) 607-8261
- Program Coordinator: Susan Townzen (909) 621-8080
- Mailing Address:
Schoolof Mathematical Sciences
Claremont GraduateUniversity
Claremont, CA91711
Fall 2008 New
Student Orientation
·
710N.
College Ave., “Math-South,” Wednesday September 3, 2008,
Teaching Interests
- Probability
- Statistics
- Analysis
- Stochastic Processes
- Mathematical Finance
- Reliability Theory
Research Interests
- Large Sample Theory
- Applied and Theoretical Probability
- Mathematical Statistics
- Computer Intensive Methods in Statistics
- Probabilistic and Unconventional Algorithms
- Mathematical Finance and Stochastic Calculus
- Reliability Theory and Fault Tolerant Design
- Global Positioning System / Satellite Navigation
Course for Fall 2008
· Math 355 – Linear Statistical Analysis. Monday, 4:00PM – 6:50PM, ACB 211
o Prerequisites: Probability and Statistics (math 251 and 252 or equivalent), Linear Algebra, Computer Programming (e.g. MATLAB).
o Course Description: Students will learn the theory and application of the general linear statistical model and how to apply computer-intensive methods (the Bootstrap) for the purpose of drawing statistical inferences from data.
Recent Papers /Presentations
- A Single Frequency Approach to
Mitigtion of Ionospheric Depletion Events for SBAS in Equatorial Regions
(with S. Wu, S. Peck, T. Schempp, P. Shloss, H. Wan, P. Buckner, and P.
Doherty), ION GNSS 2006, Sept. 2006, Ft. Worth, Texas.
- RAIM with Multiple Faults,
Navigation 53(4), Winter 2006 (working draft posted here)
- Satellite Navigation, presented at
the Instituto Tecnologico Autonomo de Mexico, February 2006
- What’s in Your 403(b)?_ Academic Retirement Plans
and the Costs of Underdiversification, Financial Management 36(2), 2007._
(with W. O. Brown, J. K. Smith, and R. Smith)
- An asymptotic expansion for the inspection paradox,
Probability in the Engineering and Informational Sciences, 20(1), 2006.
- Convergence rates in approximating a compound
distribution, Probability in the Engineering and Informational Sciences,
18(2), 2004.
- Modeling biological responses using gene expression
profiling and state space models (with C. Rangel, Z. Ghahramani, and D. L.
Wild), chapter in Applications of Probabilistic Modelling in Medical
Informatics and Bioinformatics, D. Husmeier, S. Roberts, and R. Dybowski,
editors, Springer Verlag, 2004.
- Modeling t-cell activation using gene expression
profiling and state space models (with C. Rangel, Z. Ghahramani, A. Gaiba,
M. Lioumi, D.L. Wild, and F. Falciani), Bioinformatics, 20, 2004.
- Availability of continuous service and computing long
run MTBF and reliability for Markov systems (Probability in the
Engineering and Informational Sciences 15(3), 2001)
- A note on finding the optimal allocation between a
risky stock and a risky bond (The Journal of Futures Markets 21(12), 2001)
- A simple heuristic for valuing certain perpetual
American-type securities (Mathematical and Computer Modelling 28(1), 1998,
with Xiao Hong)
- Sensitivity of Category I Precision Approach
Availability to Ionospheric Monitoring (Proc. Institute of Navigation 2000
Technical Meeting)
- Non-Precision Approach Availability Sensitivity
to GPS Satellite Constellation Configuration (Proc.Institute of Navigation
1999 National Technical Meeting)
- Towards Computing Exact Horizontal Protection Limits
for Satellite Based Navigation Systems (Navigation Journal of the
Institiute of Navigation 46(3), Fall 1999).
- A Note on Pricing Asian Derivatives with Continuous
Geometric Averaging (The Journal of Futures Markets, October 1999)
- The Sensitivity of Category I
Precision Approach Availability to GPS Constellation (Proc. Institute of
Navigation 12th International Technical Meeting)
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Page written and maintained by john.angus@cgu.edu.Comments and suggestions to: john.angus@cgu.edu, last updated: 09/4/2008.