Rabi Bhattacharya

Last updated
Rabindra N. Bhattacharya
RabiNBhattacharya.jpg
Born (1937-01-11) 11 January 1937 (age 87)
Education Presidency College
Calcutta University
University of Chicago
Awards Humboldt Prize (1993)
Guggenheim Fellowship (2000)
Scientific career
Fields Mathematics
Statistics
Institutions University of California, Berkeley
University of Arizona
Indiana University
Thesis Berry-Esseen Bounds for the Multi-Dimensional Central Limit Theorem  (1967)
Doctoral advisor Patrick Billingsley
Website math.arizona.edu/~rabi/

Rabindra Nath Bhattacharya (born January 11, 1937) is a mathematician/statistician at the University of Arizona. He works in the fields of probability theory and theoretical statistics where he has made fundamental contributions to long-standing problems in both areas. Most notable are (1) his solution to the multidimensional rate of convergence problem for the central limit theorem in his Ph.D. thesis [1] published in the Bulletin of the American Mathematical Society [2] and further elaborated in a research monograph [3] written jointly with R. Ranga Rao and (2) the solution of the validity of the formal Edgeworth expansion in collaboration with J.K. Ghosh in 1978. [4] He has also contributed significantly to the theory and application of Markov processes, including numerous co-authored papers on problems in groundwater hydrology with Vijay K. Gupta, and in economics with Mukul Majumdar. Most recently his research has focused on nonparametric statistical inference on manifolds and its applications. [5] He is a co-author of three graduate texts [6] [7] [8] and four research monographs. [5] [9] [10] [11] A comprehensive selection of Bhattacharya's work is available in a special 2016 Contemporary Mathematicians volume published by Birkhäuser. [12] He is married to Bithika Gouri Bhattacharya, with a daughter, a son, and four grandchildren.

Contents

Early life and education

Bhattacharya was born January 11, 1937, in his ancestral home Porgola, Barisal District, in the present country of Bangladesh. He received his B.S. and M.S. degree in 1956 and 1959 respectively from Presidency College and Calcutta University. He completed his Ph.D. under direction of Patrick Billingsley at the University of Chicago in 1967.

Academic career

His first academic position was as assistant professor in the Department of Statistics at the University of California, Berkeley. In 1972, he accepted a position as associate professor in the Department of Mathematics at the University of Arizona in Tucson, and was promoted to full professor in 1977. In 1982, he moved to Indiana University, where he remained until his retirement in 2002. Upon retirement from Indiana University, he was re-appointed as a tenured full professor at the University of Arizona, retiring in May, 2018.

Awards and honors

Bhattacharya has received many awards and honors, including Special Invited Papers in the Annals of Probability (1977) and the Annals of Applied Probability (1999). He is a Fellow of the Institute of Mathematical Statistics (1978). In 1988, he and M. Denker were invited by the German Mathematical Society to give DMV Seminar, Band 14, published by Birkhäuser as ″Asymptotic Statistics″. [9] He received the prestigious Humboldt Prize (1993) and the Guggenheim Fellowship (2000). He also gave an invited talk, now referred to as a Medallion Lecture [13] at the IMS Annual Meeting in Chicago (1996).

Related Research Articles

<span class="mw-page-title-main">Information geometry</span> Technique in statistics

Information geometry is an interdisciplinary field that applies the techniques of differential geometry to study probability theory and statistics. It studies statistical manifolds, which are Riemannian manifolds whose points correspond to probability distributions.

In probability theory, the central limit theorem states that, under certain circumstances, the probability distribution of the scaled mean of a random sample converges to a normal distribution as the sample size increases to infinity. Under stronger assumptions, the Berry–Esseen theorem, or Berry–Esseen inequality, gives a more quantitative result, because it also specifies the rate at which this convergence takes place by giving a bound on the maximal error of approximation between the normal distribution and the true distribution of the scaled sample mean. The approximation is measured by the Kolmogorov–Smirnov distance. In the case of independent samples, the convergence rate is n−1/2, where n is the sample size, and the constant is estimated in terms of the third absolute normalized moment.

<span class="mw-page-title-main">Mathematical statistics</span> Branch of statistics

Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory.

Wassily Hoeffding was an American statistician and probabilist. Hoeffding was one of the founders of nonparametric statistics, in which Hoeffding contributed the idea and basic results on U-statistics.

In probability theory, an empirical process is a stochastic process that characterizes the deviation of the empirical distribution function from its expectation. In mean field theory, limit theorems are considered and generalise the central limit theorem for empirical measures. Applications of the theory of empirical processes arise in non-parametric statistics.

<span class="mw-page-title-main">Ole Barndorff-Nielsen</span> Danish statistician (1935–2022)

Ole Eiler Barndorff-Nielsen was a Danish statistician who has contributed to many areas of statistical science.

<span class="mw-page-title-main">Peter Gavin Hall</span> Australian statistician (1951–2016)

Peter Gavin Hall was an Australian researcher in probability theory and mathematical statistics. The American Statistical Association described him as one of the most influential and prolific theoretical statisticians in the history of the field. The School of Mathematics and Statistics Building at The University of Melbourne was renamed the Peter Hall building in his honour on 9 December 2016.

<span class="mw-page-title-main">K. R. Parthasarathy (probabilist)</span> Indian statistician (1936–2023)

Kalyanapuram Rangachari Parthasarathy was an Indian statistician who was professor emeritus at the Indian Statistical Institute and a pioneer of quantum stochastic calculus. Parthasarathy was the recipient of the Shanti Swarup Bhatnagar Prize for Science and Technology in Mathematical Science in 1977 and the TWAS Prize in 1996.

In statistics, asymptotic theory, or large sample theory, is a framework for assessing properties of estimators and statistical tests. Within this framework, it is often assumed that the sample size n may grow indefinitely; the properties of estimators and tests are then evaluated under the limit of n → ∞. In practice, a limit evaluation is considered to be approximately valid for large finite sample sizes too.

Carl-Gustav Esseen was a Swedish mathematician. His work was in the theory of probability. The Berry–Esseen theorem is named after him.

<span class="mw-page-title-main">Svante Janson</span> Swedish mathematician

Carl Svante Janson is a Swedish mathematician. A member of the Royal Swedish Academy of Sciences since 1994, Janson has been the chaired professor of mathematics at Uppsala University since 1987.

Henry Berthold Mann was a professor of mathematics and statistics at the Ohio State University. Mann proved the Schnirelmann-Landau conjecture in number theory, and as a result earned the 1946 Cole Prize. He and his student developed the ("Mann-Whitney") U-statistic of nonparametric statistics. Mann published the first mathematical book on the design of experiments: Mann (1949).

Edward C. Waymire is an American mathematician, and professor of mathematics at Oregon State University. He was the chief editor of the Annals of Applied Probability between 2006 and 2008. From 2011 to 2013, he was president of the Bernoulli Society for Mathematical Statistics and Probability. He is the recipient of the 2014 Carver Medal from the Institute of Mathematical Statistics.

Bhagavatula Lakshmi Surya Prakasa Rao is an Indian statistician. He was born on 6 October 1942 in Porumamilla, Andhra Pradesh. He completed his B.A. (Honours) course in Mathematics from Andhra University in 1960 and moved to the Indian Statistical Institute, Kolkata, where he completed his M.Stat in Statistics in 1962. He graduated with a Ph.D in Statistics in 1966 from Michigan State University under Herman Rubin. He won the Shanti Swarup Bhatnagar Prize for Science and Technology in Mathematical Sciences in 1982 from the Government of India, the Outstanding Alumni award from the Michigan State University in 1996, and the National Award in memory of P V Sukhatme in 2008 from the Government of India. The Indian Society for Probability and Statistics awarded him the C R Rao Lifetime Achievement Award in 2022. He is an elected Fellow of the Institute of Mathematical Statistics (1983), Indian National Science Academy (1984), Indian Academy of Sciences (1992), and National Academy of Sciences (1993).

<span class="mw-page-title-main">Klaus Schmidt (mathematician)</span> Austrian mathematician

Klaus D. Schmidt is an Austrian mathematician and retired professor at the Faculty of Mathematics, University of Vienna.

Ramaswamy Ranga Rao was a prominent Indian mathematician. He finished his Ph.D. under the supervision of C.R. Rao at ISI, Calcutta. He was one of the "famous four" students of Rao: in ISI during 1956-1963.

Let be independent, identically distributed real-valued random variables with common characteristic function . The empirical characteristic function (ECF) defined as

<span class="mw-page-title-main">Michael Woodroofe</span> American probabilist and statistician (1940–2022)

Michael Barrett Woodroofe was an American probabilist and statistician. He was a professor of statistics and of mathematics at the University of Michigan, where he was the Leonard J. Savage Professor until his retirement. He was noted for his work in sequential analysis and nonlinear renewal theory, in central limit theory, and in nonparametric inference with shape constraints.

<span class="mw-page-title-main">Irina Shevtsova</span> Russian mathematician

Irina Shevtsova is a Russian mathematician, Dr.Sc., and Professor at Moscow State University.

<span class="mw-page-title-main">Piet Groeneboom</span> Dutch statistician

Petrus (Piet) Groeneboom is a Dutch statistician who made major advances in the field of shape-constrained statistical inference such as isotonic regression, and also worked in probability theory.

References

  1. Bhattacharya, Rabindra N. (1967). Berry-Esseen Bounds for the Multi-Dimensional Central Limit Theorem (PhD). University of Chicago.
  2. Bhattacharya, R.N. (1968). "Berry-Esseen bounds for the multi-dimensional central limit theorem". Bull. Amer. Math. Soc. 74 (2): 285–287. doi: 10.1090/S0002-9904-1968-11923-8 .
  3. Bhattacharya, R. N.; Ranga Rao, R. (1976). Normal Approximation and Asymptotic Expansions. John Wiley & Sons. MR   0436272.
  4. Bhattacharya, R.N.; Ghosh, J.K. (1978). "On the Validity of the Formal Edgeworth Expansion". The Annals of Statistics. 6 (2): 434–451. doi: 10.1214/aos/1176344134 . JSTOR   2958887.
  5. 1 2 Bhattacharya, Abhishek; Bhattacharya, Rabi (2012). Nonparametric Inference on Manifolds : with Applications to Shape Spaces. Cambridge: Cambridge University Press. ISBN   9781107019584.
  6. Bhattacharya, Rabi; Waymire, Edward C. (2007). A Basic Course in Probability Theory. Springer. ISBN   978-0-387-71939-9.
  7. Bhattacharya, Rabi N.; Waymire, Edward C. (2009). Stochastic Processes with Applications. SIAM. Classics in Applied Mathematics 61. doi:10.1137/1.9780898718997. ISBN   978-0-89871-689-4.
  8. Bhattacharya, Rabi; Lin, Lizhen; Patrangenaru, Victor (2016). A Course in Mathematical Statistics and Large Sample Theory. Springer. ISBN   978-1-4939-4032-5.
  9. 1 2 Bhattacharya, Rabi; Denker, Manfred (1990). Asymptotic Statistics. Birkhäuser Basel. doi:10.1007/978-3-0348-9254-4. ISBN   978-3-0348-9964-2.
  10. Bhattacharya, Rabi; Majumdar, Mukul (2007). Random Dynamical Systems : Theory and Applications. Cambridge [u.a.]: Cambridge Univ. Press. ISBN   978-0521532723.
  11. Bhattacharya, Rabi N.; Rao, R. Ranga (2010). Normal Approximation and Asymptotic Expansions (ed. rev. corr. [new chapter]. ed.). Philadelphia: Society for Industrial and Applied Mathematics. ISBN   978-0-89871-897-3.
  12. Denker, Manfred; Waymire, Edward C., eds. (2016). Rabi N. Bhattacharya : Selected Papers. Contemporary Mathematicians. Birkhäuser. ISBN   978-3-319-30190-7.
  13. "List of Repecients of Medallion Lectures".