B. Stat. (Hons.), Indian Statistical Instiute, Calcutta, India.

M. Stat. (with specialization in Mathematical Statistics and Probability),

Indian Statistical Instiute, Calcutta, India.

Ph. D., Department of Statistics, Cornell University, Ithaca, USA.

Title: Internet Traffic Models with Random Transmission Rates.

Advisor: Prof. Sidney Resnick.

Professional Experience:

Research Interests:

Maxima of random variables, record sequences.

Multivariate regular variation, asymptotic independence, conditional extreme value model.

Random Recursions.

Ruin probabilities, random sum.

Urn models.

Free probability.

Invited Academic Visits:

Honours:

Grants:

RARE (Risk Analysis, Ruin and Extremes): Marie Curie Actions - IRSES, 7th European Community Framework Programme.

Unrestricted Research Grant, Microsoft Research India.

Publications:

Ujan Gangopadhyay and Krishanu Maulik. Stochastic Approximation with Random Step Sizes and Urn Models with Random Replacement Matrices.

Ayan Bhattacharya, Krishanu Maulik, Zbigniew Palmowski and Parthanil Roy. Extremes of multi-type branching random walks: Heaviest tail wins.

Krishanu Maulik and Moumanti Podder. Ruin probabilities under Sarmanov dependence structure. Statistics and Probability Letters, 117, 173-182, 2016.

Krishanu Maulik and Moumanti Podder. Inverse problems under Sarmanov dependence structure.

Rajat Subhra Hazra and Krishanu Maulik. Products in conditional extreme value model. 2011.

Rajat Subhra Hazra and Krishanu Maulik. Free subexponentiality. Annals of Probability, 41, no. 2, 961-986, 2013.

Rajat Subhra Hazra and Krishanu Maulik. Tail behavior of randomly weighted sums. Advances in Applied Probability, 44, no. 3, 794-814, 2012.

Amites Dasgupta and Krishanu Maulik. Strong laws for urn models with balanced replacement matrices. Electronic Journal of Probability, 16, 1723-1749, 2011.

Arup Bose, Amites Dasgupta and Krishanu Maulik. Strong laws for balanced triangular urns. Journal of Applied Probability, 46, no. 2, 571-584, 2009.

Krishanu Maulik and Bert Zwart. An extension of the square root law of TCP. Annals of Operations Research, 170, no. 1, 217-232, 2009.

Arup Bose, Amites Dasgupta and Krishanu Maulik. Multicolor urn models with reducible replacement matrices. Bernoulli, 15, no. 1, 279-295, 2009.

Arup Bose, Amites Dasgupta and Krishanu Maulik. Maxima of Dirichlet and triangular array of gamma variables. Statistics and Probability Letters, 78, no. 16, 2811-2820, 2008.

Arup Bose, Amites Dasgupta and Krishanu Maulik. Maxima of the cells of an equiprobable multinomial. Electronic Communications in Probability, 12, 93-105, 2007.

Arup Bose, Sreela Gangopadhyay, Krishanu Maulik and Bert Zwart. Tail asymptotics of exponential functionals of Lévy processes. Stochastic Processes and their Applications, 116, no. 2, 156-177, 2006.

Krishanu Maulik and Sidney Resnick. Characterizations and examples of hidden regular variation. Extremes, 7, no. 1, 31-67, 2004.

Krishanu Maulik and Sidney Resnick. The self-similar and multifractal nature of a network traffic model. Stochastic Models, 19, no. 4, 549-577, 2003.

Krishanu Maulik and Sidney Resnick. Small and large time scale analysis of a network traffic model. Queueing Systems: Theory and Applications, 43, no. 3, 221-250, 2003.

Krishanu Maulik, Sidney Resnick and Holger Rootzén. Asymptotic independence and a network traffic model. Journal of Applied Probability, 39, no. 4, 671-699, 2002.

Ph.D. students:

Rajat Subhra Hazra (2011): Essays on regular variations in classical and free setup: randomly weighted sums, products in CEVM and free subexponentiality.

Masters Dissertation (year-long) students:

Gourab Ray (2009-10): Urn Models: L_p convergence and other issues.

Moumanti Podder (2012-13)): Randomly weighted sums of heavy tailed random variables under Sarmanov dependence.

Pragya Sur (2013-14): Linear combinations of color counts of urn models.

Rohan Sarkar (2016-17): Nonstationary urn models.

Masters Project (semester-long) students:

Ujan Gangopadhyay (2014-15): Some problems in urn models with random reinforcements.