U. Tuncay Alparslan
Department of Mathematics and Statistics
- After getting his PhD from Cornell University in 2006, Tuncay Alparslan served as an Assistant Professor at University of Nevada, Reno until he joined the Department of Mathematics and Statistics at AU in 2009. His primary research interests are in probability theory and stochastic processes with an emphasis on extreme event modeling in the areas of actuarial and financial mathematics, mathematical biology, and environmental sciences via heavy tailed stable distributions. He is also passionate about food and considers himself an almost-epicurean.
DegreesPhD, Operations Research, Cornell University
MS, Operations Research, Cornell University
BS, Industrial Engineering, Bilkent University, Ankara, Turkey
Scholarly, Creative & Professional Activities
Dr. Alparslan is a probabilist with a research focus on the theory of stable stochastic processes. He is also interested in problems arising in actuarial mathematics, finance, environmental sciences, and molecular biology and genetics.
Honors, Awards, and Fellowships
- The Senator Alan Bible Teaching Excellence Award, UNR, 2009.
- Junior Faculty Research Award, UNR, 2008.
Ugur Tuncay Alparslan. Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift. Submitted. 2011.
Ugur Tuncay Alparslan. Exceedance of power barriers for integrated continuous time stationary ergodic stable processes. Advances in Applied Probability, 41(3), 2009.
Ugur Tuncay Alparslan and Gennady Samorodnitsky. Ruin probability with certain stationary stable claims generated by conservative flows. Advances in Applied Probability, 39(2):360-384, 2007.
Ugur Tuncay Alparslan and Gennady Samorodnitsky. Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows. Scandinavian Actuarial Journal, 2007(3):180-201, 2007.
Ugur Tuncay Alparslan. Risk Processes Driven by Stationary Stable Streams of Claims. Ph.D. Dissertation, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, 2006.