Arka P. Ghosh's Page

Teaching

I am currently the coordinator for online courses for the Stat department. Here are the courses I taught at Iowa State.

[course catalog]

Stat 690: Introduction to Measure Theory

Stat 641: Foundations of Probability Theory (redesigned from Stat 642: Advanced Probability Theory)

Stat 542: Theory of Probability and Statistics (I)

Stat 588: Statistical Theory for Research Workers (re-numbered from Stat 447)

Stat 430: Empirical Methods for Computer Science Research

Stat 322: Probabilistic Methods for Electrical Engineers

Stat 305: Engineering Statistics (on-campus and online sections)

Stat 105:Introduction to Statistics for Engineers (on-campus and online sections)

Research Interests:

Stochastic Control, Queueing Networks, Stochastic Modeling, Random Graphs, Random Walks, Statistical Classification and Clustering, general applied probability models.

Selected Publications:

[see CV for the full list of publications]

• 'Asymptotically Optimal Control of N-Systems with Many-Server and H_2^*Service Times.' (with K. Huang). Queueing Systems, 86(1), p. 35-60, 2017.
• 'On the range of the transient frog model on Z' (with S. Noren, A. Roitershtein). Advances in Applied Probability. 49(2), p. 327-343, 2017.
• 'Colored maximal branching process.' (with O. Aydogmus, S. Ghosh and A. Roitershtein). Theory of Probability and its Applications. 59(4), p. 663-672, 2015.
• 'A directionally reinforced random walk.' (with R. Rastegar and A. Roitershtein). Proceedings of the American Mathematical Society, 142(9), p. 3269-3283, 2014.
• 'Dynamic scheduling of Markov modulated single-server multiclass queueing systems in heavy traffic' (with A. Budhiraja and X. Liu). Queueing Systems, 78(1), p. 57-97, 2014.
• 'Rate control problems for a queueing network driven by heavy-tailed ON-OFF arrival process'. Stochastic Models, Volume 29, Issue 4, p. 497-517, 2013.
• `Controlled Stochastic Networks in Heavy Traffic: Convergence of Value Functions.' (with A. Budhiraja), Annals of Applied Probability, Volume 22, Number 2, p. 734-791, 2012.
• 'An Ergodic Rate Control Problem for Single Class Queueing Networks.' . (A. Budhiraja, A. P. Ghosh and C. Lee), SIAM Journal of Control and Optimization, 49, 2011, p. 1570-1606.
• 'Optimal buffer size and dynamic rate control for a queueing network with reneging in heavy traffic'. (with A. Weerasinghe), Stochastic Processes & their Applications, 120,, p. 2103-2141,2010.
• `Optimal control of a stochastic network driven by a fractional Brownian motion input.' (with A. Roitershtein and A. Weerasinghe), Advances in Applied Probability, Vol.42.1, p. 183-209, 2010.
• 'Growth of preferential attachment random graphs via continuous-time branching processes.' (with K.B. Athreya and S. Sethuraman), Proceedings Mathematical Sciences, Vol.118 (3), p. 473-494, 2008.
• `Optimal buffer size for a stochastic processing network with a drift' . (2007). (with A. Weerasinghe). Queueing systems, Vol 55, No. 3 / March, p.147-159, 2007.
• `Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function' . (with A. Budhiraja). Annals of Applied Probability. Vol. 16, no. 4, p.1962-2006, 2006.
• 'A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic' (with A. Budhiraja). Annals of Applied Probability, Vol. 15, No. 3, p. 1887-1935, 2005