Newcastle University

Roles and Responsibilities

Research, teaching, supervising students, Library Committee
School Colloquium, Correspondent Newton Institute
Reviewer, Associate Editor of 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

• Stoyanov J. Inference problems involving moment determinacy of distributions. Communications in Statistics: Theory and Methods 2011. In Press.
• 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.
• Kleiber C, Stoyanov J. Multivariate distributions and the moment problem. Journal of Multivariate Analysis 2011, (epub ahead of print).
• 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.
• 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. Determinacy of distributions by their moments. In: International Conference on Mathematics & Statistical Modelling.2006,Ciudad Real, Spain:University of Castilla La Mancha
• Stoyanov J, Tolmatz L. Method for constructing Stieltjes classes for M-indeterminate probability distributions. Applied Mathematics and Computation 2005,165 3 669-685.
• 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 Physiology 2002, 39(3), 545-554.
• Stoyanov J. Krein Condition. Encyclopedia of Mathematics Supplement II (Kluwer) 2001, 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.