Krishanu Maulik
Indian Statistical Institute
Division of Theoretical Statistics and Mathematics
Statistics and Mathematics Unit, Kolkata
Krishanu Maulik
Indian Statistical Institute
Division of Theoretical Statistics and Mathematics
Statistics and Mathematics Unit, Kolkata
Krishanu Maulik
Associate Professor
Room No. 3.19
Kolmogorov Bhavan
Stat-Math Unit
Indian Statistical Institute
203 Barrackpore Trunk Road
Kolkata 700 108
INDIA
+91 - (0)33 - 2575 - 3120 : phone
+91 - (0)33 - 2577 - 3071 : fax
krishanu (at) isical (dot) ac (dot) in : email
Education:
1996 B. Stat. (Hons.), Indian Statistical Instiute, Calcutta, India.
1998 M. Stat. (with specialization in Mathematical Statistics and Probability),
Indian Statistical Instiute, Calcutta, India.
2002 Ph. D., Department of Statistics, Cornell University, Ithaca, USA.
Title: Internet Traffic Models with Random Transmission Rates.
Advisor: Prof. Sidney Resnick.
Professional Experience:
Jan 2016 - Dec 2018 Associate Editor, Sankhya A.
Jan 2011 - Present Associate Professor, Stat-Math Unit, Indian Statistical Institute.
Jan 2010 - Dec 2011 Technical Editor, Sankhya.
Jan 2006 - Dec 2007 Technical Editor, Sankhya.
Jan 2005 - Dec 2010 Assistant Professor, Stat-Math Unit, Indian Statistical Institute.
Aug 2002 - Dec 2004 Postdoctoral Fellow, EURANDOM.
Research Interests:
Urn models.
Elephant random walk.
Maxima of random variables, record sequences.
Multivariate regular variation, asymptotic independence, conditional extreme value model.
Random Recursions.
Ruin probabilities, random sum.
Free probability.
Honours:
2021 Elected Member, International Statistical Institute.
2015 Young Researcher Award, International Indian Statistical Association.
2008-2011 Associate, Indian Academy of Sciences.
2008 Microsoft Research Young Faculty Award.
2002 Laha Travel Award, Institute of Mathematical Statistics.
1998-1999 Morse-Woodbury Fellowship, Cornell University.
1994 Jagadis Bose National Science Talent Search.
Invited Academic Visits:
Oct 2025 Discussion Meeting on Probability Theory, Tata Institute of Fundamental Research, Mumbai, India.
Sep 2025 Yokohama 1 Day Conference on Probability Around Elephants and Urns, Yokohama National University, Yokohama, Japan.
Jul 2025 Advanced Training in Mathematics School on Discrete Stochastic Models, IISER, Pune, India.
May 2024 Lodha Young Genius Programme, Ashoka University, Sonepat, India.
Jul 2019 Advanced Instructional School on Stochastic Processes, NISER, Bhubaneswar, India.
Jun 2019 Fourth Russian-Indian joint Conference in Statistics and Probability, Euler International Mathematical Institute, St. Petersburg, Russia.
May 2019 Singapore-Abu Dhabi-Sanghai-India Probability Meeting, National University of Singapore, Singapore.
Jul 2018 Advanced Instructional School on Stochastic Processes, NISER, Bhubaneswar, India.
Apr 2017 Department of Mathematics, Ashoka University, Sonepat, India.
Oct - Nov 2016 INSPIRE Camp, KIIT University, Bhubaneswar, India.
Sep 2016 Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur, India.
May 2016 Steklov Institute of Mathematics, Moscow, Russia.
Feb 2016 Teacher's Enrichment Workshop on Probability Theory, Brahmananda Keshab Chandra College, Kolkata, India.
Jan 2016 ATM Workshop on Applied Probability, Indian Institute of Technology, Bombay, India.
July 2014 Nankai University, Tianjin, China.
May - Jun 2014 Mathematical Institute, University of Wroclaw , Poland.
Dec 2010 Heavy Tailed Distributions, Lectures on Probability and Stochastic Processes V, Indian Statistical Institute, Bangalore, India.
Jun 2010 Department of Statistics and Probability, National University of Singapore, Singapore.
Jun 2010 Level O Training Programme, Mathematics Training and Talent Search Programme, Visvabharati University, Santiniketan, India.
Sep 2007 Workshop on Random Graph, Tata Institute of Fundamental Research, Mumbai, India.
Mar 2007 Compact Course on Heavy Tails and Applications to Stochastic Processes,
IISc Mathematics Initiative, Department of Mathematics, Indian Institute of Science, Bangalore, India.
Dec 2006 Training Programme on Stochastic Process Modelling: Concepts, Theory and Applications, Banasthali Vidyapith, Jaipur, India.
Jul 2005 Summer School on Probability and Applications, Department of Mathematics, Indian Institute of Technology, Guwahati, India.
Sep - Oct 2004 Queueing Theory and Teletraffic Theory, Institut Mittag-Leffler, Stockholm, Sweden.
Jun 2004, Sep - Oct 2003Network Modeling for the Internet, SAMSI , North Carolina, USA.
Publications:
Krishanu Maulik, Parthanil Roy and Tamojit Sadhukhan. Phase Transitions for Elephant Random Walks with Two memory Channels, 2025.
Aritra Majumdar and Krishanu Maulik. Limit Theorems for Step Reinforced Random Walks with Regularly Varying Memory, 2025.
Krishanu Maulik, Parthanil Roy and Tamojit Sadhukhan. Asymptotic Properties of Generalized Elephant Random Walks, 2024.
Krishanu Maulik and Manit Paul. Feedback Interacting Urn Models, 2022.
Ujan Gangopadhyay and Krishanu Maulik. Almost sure convergence of randomized urn models with application to elephant random walk. Statistics and Probability Letters, 191, paper no 109642, 2022.
Ayan Bhattacharya, Krishanu Maulik, Zbigniew Palmowski and Parthanil Roy. Extremes of multi-type branching random walks: Heaviest tail wins. Advances in Applied Probability, 51, 514-540, 2019.
Ujan Gangopadhyay and Krishanu Maulik. Stochastic Approximation with Random Step Sizes and Urn Models with Random Replacement Matrices Having Finite Mean. Annals of Applied Probability, 29, 2033-2066, 2019.
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, 2016.
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 Anish Sarkar. Convergence of tail sum of records. Extremes, 9, no. 2, 151-168, 2006.
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.
Grants:
2020-23 Matrics grant no MTR/2019/001448 for INR 600000: SERB, Govt of India
2018 Conference Support grant no 04-AtomicEnergy/2017-18 for INR 500000: NBHM, DAE, Govt of India
2014 Conference Support grant no 04-AtomicEnergy/2014-15 for INR 472500: NBHM, DAE, Govt of India
2014-16 Unrestricted Research Grant for INR 300000: Microsoft Research India
2013-16 Risk Analysis, Ruin and Extremes (RARE): Marie Curie Actions, IRSES, European Community FP7
2011 Conference Support for INR 600000: NBHM, DAE, Govt of India
2008 Conference Support: NBHM, DAE, Govt of India
2008-11 Microsoft Research Young Faculty Award: Microsoft Research India
2002 Laha Travel Award: Institute of Mathematical Statistics
1998-99 Morse-Woodbury Fellowship: Cornell University
1993-98 Jagadis Bose National Talent Search
Ph. D. Students:
Tamojit Sadhukhan (Ongoing): Memory in Motion: Studies in Random Walks with Memory.
Aritra Majumder (Ongoing): Variants of Elephant Random Walk: Asymptotics and Estimation.
Rajat Subhra Hazra (2011): Essays on Regular Variations in Classical and Free Setup: Randomly Weighted Sums, Products in CEVM and Free Subexponentiality.
Master Students:
Parth Karnawat (2021-22): Project - Urn Models and Martingale Theory (jointly with Arup Bose)
Akshay Sakanaveeti (2021-22): Project - Mixing Times of Markov Chains on Groups (jointly with Soumendu Sundar Mukherjee)
Bikram Mahapatra (2019-20): Project - A Simulation Study of Covid-19 cases in India using Generalized Branching Processes (for Central University of Rajasthan, India.)
Sinchan Snigdha Adhikary (2019-20): Project - Relationship Between Limiting Properties of Continuous Time Branching Processes and Urn Models.
Himasish Talukdar (2018-19): Project - Urn Model with Infinitely Many Colors and Random Replacement Matrices.
Rohit Chaudhuri (2017-18): Dissertation - Elephant Random Walk on Triangular Lattice.
Rohan Sarkar (2016-17): Dissertation - Nonstationary urn models.
Ujan Gangopadhyay (2014-15): Project - Some problems in urn models with random reinforcements.
Pragya Sur (2013-14): Dissertation - Linear combinations of color counts of urn models.
Moumanti Podder (2012-13): Dissertation - Randomly weighted sums of heavy tailed random variables under Sarmanov dependence.
Gourab Ray (2009-10): Dissertation - Urn Models: Lp convergence and other issues.