Newcastle University

Roles and Responsibilities

Research, no teaching, sometime giving advise to students, 

free to travel within the UK and abroad (USA, France, Taiwan, 

Germany) 

Reviewer, Associate Editor of SPL, JAMSA and JASS

Research Interests

• Stochastic Analysis and Applications
• Inference for Stochastic Processes
• Characterization of Distributions
• Problems of Moments
• Counterexamples in Probability and Stochastic Processes

• Lin GD, Stoyanov J. Moment determinacy of powers, products and other transforms of nonnegative random variables. Journal of Theoretical Probability 2013. Submitted.
• Stoyanov J. Counterexamples in Probability Theory. 2nd revised and expanded edition. (In Russian) Preface by Academician Albert Shiryaev (Moscow State University). Moscow, Russia: Moscow Center for Mathematics, 2012.
• Stoyanov J, Lin GD. Hardy's condition in the moment problem for probability distributions. Theory of Probability and Its Applications 2012, 57(4), 811-820.
• Stoyanov J. Inference Problems Involving Moment Determinacy of Distributions. Communications in Statistics: Theory and Methods 2012, 41(16-17), 2864-2878.
• Kleiber C, Stoyanov J. Multivariate distributions and the moment problem. Journal of Multivariate Analysis 2013, 113(1), 7-18.
• Stoyanov J. The Oxford Handbook of Nonlinear Filtering. Journal of the Royal Statistical Society, Series A: Statistics in Society 2012, 175(3), 824-825.
• Stoyanov J, Lin GD. Mixtures of power series distributions: identifiability via uniqueness in problems of moments. Annals of the Institute of Statistical Mathematics 2011, 63(2), 291-303.
• Stoyanov J. Modeling and Analysis of Stochastic Systems, 2nd edition. Journal of the Royal Statistical Society Series A: Statistics in Society 2011, 174(3), 847.
• Stoyanov J. Simulation and Inference for Stochastic Differential Equations: with R Examples. Journal of the Royal Statistical Society Series A: Statistics in Society 2011, 174, 509.
• Stoyanov J. Stochastic Financial Models. Journal of the Royal Statistical Society Series A: Statistics in Society 2011, 174, 510-511.
• Stoyanov J. Asymptotic Theory of Statistics and Probability. Royal Statistical Society. Journal. Series A: Statistics in Society 2010, 173(1), 270–271.
• Lin GD, Stoyanov J. The logarithmic skew-normal distributions are moment-indeterminate. Journal of Applied Probability 2009, 46(3), 909-916.
• Stoyanov J, Pacheco C. A class of Markov chains with beta ergodic distributions. The Mathematical Scientist (APT Sheffield) 2008, 33(2), 110-119.
• Al-Zahrani B, Stoyanov J. Moment inequalities for DVRL distributions, characterization and testing for exponentiality. Statistics and Probability Letters 2008, 78(13), 1792-1799.
• Stoyanov J, Al-Zahrani B. On some properties of life distributions with increasing elasticity and log-concavity. Applied Mathematical Sciences 2008, 2(45-48), 2349-2361.
• Al-Zahrani B, Stoyanov J. Testing for exponentiality versus decreasing variance residual lifetime. Journal of Applied Statistical Science 2008, 16(2), 201-210.
• Carkovs J, Stoyanov J. Asymptotic methods for stability analysis of Markov dynamical systems with fast variables. In: Kabanov, Yu; Liptser, R; Stoyanov, J, ed. From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift. Berlin: Springer, 2006, pp.91-108.
• Stoyanov J. Combinatorial methods in discrete distributions. Journal of the Royal Statistical Society Series A: Statistics in Society 2006, 169(3), 652-652.
• Stoyanov J. Determinacy of distributions by their moments. In: International Conference on Mathematics & Statistical Modelling. 2006, Ciudad Real, Spain: University of Castilla La Mancha.
• Stoyanov J. Stochastic processes and models. Journal of the Royal Statistical Society Series A: Statistics in Society 2006, 169(4), 1013-1014.
• Stoyanov J. Franke, J., et al. 'Statistics of financial markets: An introduction', Springer: New York, 2004 [Book review]. Journal of the Royal Statistical Society A: Statistics in Society 2005, 168(4), 872-873.
• Stoyanov J, Tolmatz L. Method for constructing Stieltjes classes for M-indeterminate probability distributions. Applied Mathematics and Computation 2005, 165(3), 669-685.
• Stoyanov J. Multivariate probability. Royal Statistical Society Journal Series A: Statistics in Society 2005, 168(2), 463-464.
• Stoyanov J. Polynomial parameter estimations of close to Gaussian random variables. Royal Statistical Society Journal Series A: Statistics in Society 2005, 168(1), 256.
• Ostrovska S, Stoyanov J. Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions. Statistics and Probability Letters 2005, 71(2), 165-171.
• Stoyanov J, Tolmatz L. New Stieltjes classes involving generalized gamma distributions. Statistics and Probability Letters 2004, 69(2), 213-219.
• Stoyanov J, Al-Sadi MHM. Properties of classes of life distribution based on the conditional variance. Journal of Applied Probability 2004, 41(4), 953-960.
• Stoyanov J. Stieltjes classes for moment-indeterminate probability distributions. Journal of Applied Probability 2004, 41A, 281-294.
• Stoyanov J. Inference problems for continuous-discrete stochastic models. In: Frosini, B, ed. Studies in Statistics. In Honour of Prof A Zanella. Milan, Italy: Catholic University Milano, 2003, pp.679-689.
• Stoyanov J. Sets of binary random variables with prescribed independence/dependence structure. The Mathematical Scientist 2003, 28, 19-27.
• Stoyanov J. Moment problems related to the solutions of stochastic differential equations. In: Stochastic Theory and Control: Proceedings of a Workshop. 2002, Lawrence, Kansas, USA: Springer.
• Lin GD, Stoyanov J. On the moment determinacy of the distributions of compound geometric sums. Journal of Applied Probability 2002, 39(3), 545-554.
• Stoyanov J. Krein Condition. In: Hazewinkel, M, ed. Encyclopedia of Mathematics Supplement II. Dordrecht, Netherlands: Springer, 2000, pp.296-297.
• Stoyanov J. Krein condition in probabilistic moment problems. Bernoulli 2000, 6(5), 939-949.
• Stoyanov J, Pirinsky C. Random motions, classes of ergodic Markov chains and beta distributions. Statistics & Probability Letters 2000, 50(3), 293-304.
• Stoyanov J, Pirinsky C. Random motions, classes of ergodic Markov chains and beta distributions: Professor Joe Gani on the occasion of his 77th birthday. Statistics and Probability Letters 2000, 50(3), 293-304.
• Stoyanov J. Counterexamples in Probability. Chichester: Wiley, 1997.
• Stoyanov JM. Counterexamples in Probability. New York: Dover Publications, 2013. In Press.
• Ostrovska S, Stoyanov J. How to construct Stiletjes classes for moment indeterminate probability distributions?. 2013. In Preparation.