Department of Mathematics and Statistics
- Prof. Nolan has taught at the University of Zambia (in Africa), and Kenyon College (in Ohio), and worked in a software company before coming to American University. His main research interests are in probability theory, with a focus on heavy tailed stable distributions. He is also interested in problems in finance, engineering, and genetics. He is a co-PI in the Math for America DC program, a program to train skilled mathematics teachers for the DC public schools. While not doing math, he enjoys outdoor activities, reading and acoustic music.
DegreesPhD, Mathematics, University of Virginia
Languages Spoken:Some German
- CAS - Math & Statistics
- Gray - 227
- Gray Hall 227
Tue 4:00-5:00 PM
Wed 1:30 - 2:30 & 4:00 - 5:00 PM
Thur 3:00 - 5:00 PM
FOR THE MEDIA
To request an interview for a
news story, call AU Communications
at 202-885-5950 or submit a request.
Scholarly, Creative & Professional Activities
Probability, stochastic processes, heavy tailed behavior in finance and engineering, statistical genetics.
Work In Progress
- Nolan, J.P. and Ojeda, D. Linear regression with stable errors
- Nolan, J.P. and Rishmawi, S. Fitting concentration data with stable distributions.
- Nolan, J. P. Stable Distributions: Models for Heavy Tailed Data (book contract with Birkhauser Press).
- Nolan, J. P. Multivariate stable probabilities in polar form.
- Stable distributions: models for heavy tailed data, University of Gothenburg, Sweden, 21 November 2002
- Statistical techniques with heavy tailed and stable distributions, Enterprise Risk Management, Workshop, National Academies of Sciences, Washington, DC, 15 January 2004.
- Stable distributions: models for heavy tailed data, University of Virginia, 24 February 2005
- Univariate and multivariate stable laws, Bowling Green State University, 16 April 2005
- Multivariate stable densities and distribution functions: general and elliptical case, BundesBank Conference, Eltville, Germany, 11 November 2005
- Metrics for multivariate stable laws, Invited session at Ninth International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, 27 June 2006
- Fitting Concentration Data with Stable Distributions, Michigan State University, 19 April 2007
- Stable Laws and Extreme Value Laws, Statistics and Applied Mathematical Sciences Institute (SAMSI), Research Triangle Park, NC, 24 January 2008
- Random Fractals, Randolph Macon University, Pi Mu Epsilon, 18 April 2008
- Advances in Robust Signal Processing, International Workshop on Applied Probability 2008, Compiegne, France, 7 July 2008
Honors, Awards, and Fellowships
Listed in Who’s Who in America
- Nolan, J. P., Path properties of index beta stable fields. Annals of Probability, 16, 1596-1607 (1988).
- Nolan, J. P., Continuity of symmetric stable processes. J. of Multivariate Analysis, 29, 84-93 (1989).
- Nolan, J.P., Local nondeterminism and local times for stable processes. Probability Theory and Related Fields, 82, 387-410 (1989).
- Nolan, J. P. Numerical calculations of stable densities and distribution functions. Stochastic Models, 13, 759-774. (1997)
- Terwilliger, J. D., Shannon, W. D., Lathrop, G. M., Nolan, J. P., Goldin, L. R., Chase, G. and Weeks, D. E. True and false positive peaks in genome-wide scans. American J. of Human Genetics 61, 430-438. (1997)
- Abdul-Hamid, H. and Nolan, J. P. Multivariate stable densities as functions of their one dimensional projections. J. Multivariate Analysis, 67, 80-89. (1998)
- Fofack, H. and Nolan, J. P. Distribution of Parallel Exchange Rates in African Countries.Journal of International Money and Finance, 20, 987-1001 (2001)
- Nunez, R. C., Gonzalez, J. G., Arce, G. R. and Nolan, J. P. Fast and accurate computation ofthe myriad filter via branch-and-bound search. IEEE Transactions on Signal Processing, 56,No. 7, 3340-3346 (2008)
- Nolan, J. P. Maximum likelihood estimation of stable parameters. Invited chapter in Levy Processes. Ed. by O. Barndorff-Nielsen, T. Mikosch and S. Resnick, Birkhauser, Boston (2001)
- Nolan, J. P. Modeling Financial Data with Stable Distributions, Invited chapter in Book 1of the Handbooks of Finance, North Holland, Chapter 3. Volume editor S. T. Rachev, Series editor W. T. Ziemba. (2003)