Murad Taqqu (
Arabic
Arabic (, ' ; , ' or ) is a Semitic languages, Semitic language spoken primarily across the Arab world.Semitic languages: an international handbook / edited by Stefan Weninger; in collaboration with Geoffrey Khan, Michael P. Streck, Janet C ...
: مراد تقّو) is an Iraqi probabilist and
statistician
A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors.
It is common to combine statistical knowledge with expertise in other subjects, and statisticians may wor ...
specializing in
time series
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Exa ...
and
stochastic process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appea ...
es. His research areas have included
long-range dependence Long-range dependence (LRD), also called long memory or long-range persistence, is a phenomenon that may arise in the analysis of spatial or time series data. It relates to the rate of decay of statistical dependence of two points with increasing t ...
,
self-similar process Self-similar processes are types of stochastic processes that exhibit the phenomenon of self-similarity. A self-similar phenomenon behaves the same when viewed at different degrees of magnification, or different scales on a dimension (space or time ...
es, and
heavy tails. He is a Professor of Mathematics at
Boston University
Boston University (BU) is a private research university in Boston, Massachusetts. The university is nonsectarian, but has a historical affiliation with the United Methodist Church. It was founded in 1839 by Methodists with its original campu ...
and received his
Ph.D.
A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields. Because it is a ...
from
Columbia University
Columbia University (also known as Columbia, and officially as Columbia University in the City of New York) is a private research university in New York City. Established in 1754 as King's College on the grounds of Trinity Church in Manhatt ...
. He has published over 250 papers, many of which are considered seminal work.
He has co-authored or co-edited 9 books.
Education and career
Taqqu was born in
Baghdad
Baghdad (; ar, بَغْدَاد , ) is the capital of Iraq and the second-largest city in the Arab world after Cairo. It is located on the Tigris near the ruins of the ancient city of Babylon and the Sassanid Persian capital of Ctesiphon ...
,
Iraq
Iraq,; ku, عێراق, translit=Êraq officially the Republic of Iraq, '; ku, کۆماری عێراق, translit=Komarî Êraq is a country in Western Asia. It is bordered by Turkey to Iraq–Turkey border, the north, Iran to Iran–Iraq ...
, and grew up in
Switzerland
). Swiss law does not designate a ''capital'' as such, but the federal parliament and government are installed in Bern, while other federal institutions, such as the federal courts, are in other cities (Bellinzona, Lausanne, Luzern, Neuchâtel ...
. As an undergraduate, he studied Physics and Mathematics at the
École Polytechnique Fédérale de Lausanne
École may refer to:
* an elementary school in the French educational stages normally followed by secondary education establishments (collège and lycée)
* École (river), a tributary of the Seine flowing in région Île-de-France
* École, Savoi ...
. He pursued his PhD at Columbia University, during which time he studied with
Benoit Mandelbrot
Benoit B. Mandelbrot (20 November 1924 – 14 October 2010) was a Polish-born French-American mathematician and polymath with broad interests in the practical sciences, especially regarding what he labeled as "the art of roughness" of phy ...
. Between 1972 and 1974 Taqqu lectured at
Hebrew University
The Hebrew University of Jerusalem (HUJI; he, הַאוּנִיבֶרְסִיטָה הַעִבְרִית בִּירוּשָׁלַיִם) is a public research university based in Jerusalem, Israel. Co-founded by Albert Einstein and Dr. Chaim Weiz ...
in
Jerusalem
Jerusalem (; he, יְרוּשָׁלַיִם ; ar, القُدس ) (combining the Biblical and common usage Arabic names); grc, Ἱερουσαλήμ/Ἰεροσόλυμα, Hierousalḗm/Hierosóluma; hy, Երուսաղեմ, Erusałēm. i ...
and worked as a post-doctoral fellow at the
Weizmann Institute
The Weizmann Institute of Science ( he, מכון ויצמן למדע ''Machon Vaitzman LeMada'') is a public research university in Rehovot, Israel, established in 1934, 14 years before the State of Israel. It differs from other Israeli univ ...
in
Rehovot
Rehovot ( he, רְחוֹבוֹת ''Rəḥōvōt'', ar, رحوڤوت ''Reḥūfūt'') is a city in the Central District of Israel, about south of Tel Aviv. In it had a population of .
Etymology
Israel Belkind, founder of the Bilu movement, ...
,
Israel
Israel (; he, יִשְׂרָאֵל, ; ar, إِسْرَائِيل, ), officially the State of Israel ( he, מְדִינַת יִשְׂרָאֵל, label=none, translit=Medīnat Yīsrāʾēl; ), is a country in Western Asia. It is situated ...
. From 1974 to 1985, he was a faculty member at the School of Operations Research and Industrial Engineering at
Cornell University
Cornell University is a private statutory land-grant research university based in Ithaca, New York. It is a member of the Ivy League. Founded in 1865 by Ezra Cornell and Andrew Dickson White, Cornell was founded with the intention to teach an ...
. Since 1985, Taqqu has served as a professor in the Department of Mathematics and Statistics at
Boston University
Boston University (BU) is a private research university in Boston, Massachusetts. The university is nonsectarian, but has a historical affiliation with the United Methodist Church. It was founded in 1839 by Methodists with its original campu ...
.
Honors and awards
* Dr. Taqqu's 1995 paper "On the Self-Similar Nature of Ethernet Traffic," co-authored with Will Leland, Walter Willinger, and Dan Wilson, won the William J. Bennett Award from the IEEE Communications Society.
* The same group was awarded the IEEE W.R.G. Baker Prize Award in 1996.
* The same four co-authors were recognized again, 11 years after the original publication, with the ACM/SIGCOMM Test of Time Award.
* Dr. Taqqu was named a Guggenheim Fellow in 1987.
* Dr. Taqqu's 2000 paper "Meaningful MRA initialization for discrete time series," co-authored with D. Veitch and P Abry, was named the best paper in signal processing by EURASIP.
* He was included in the 2019 class of fellows of the
American Mathematical Society
The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, ...
"for contributions to self-similar random processes and their applications to real world phenomena such as diverse internet traffic and hydrology".
Selected books
* ''New Directions in Time Series Analysis, Part I.'' D. Brillinger, P. Caines, J. Geweke, E. Parzen,
M. Rosenblatt and M.S. Taqqu, editors. "The IMA Volumes in Mathematics and its Applications". Series. Vol. 45. . Springer Verlag, New York, (1992).
* ''New Directions in Time Series Analysis, Part II.'' D. Brillinger, P. Caines, J. Geweke, E. Parzen,
M. Rosenblatt and M.S. Taqqu, editors. "The IMA Volumes in Mathematics and its Applications". Series. Vol. 46. . Springer Verlag, New York, (1992).
* ''Stochastic Processes and Related Topics: In memory of Stamatis Cambanis 1943–1995''. Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu, editors. Trends in Mathematics Series. . Birkhäuser, Boston (1998).
* ''Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance''. Gennady Samorodnitsky and Murad S. Taqqu, , Chapman and Hall, New York (1994).
* ''A Practical Guide to Heavy Tails: Statistical Techniques and Applications''. Robert J. Adler, Raisa E. Feldman and Murad S. Taqqu, editors. . Birkhäuser, Boston (1998).
* ''Theory and Applications of Long-Range Dependence''. Paul Doukhan, Georges Oppenheim and Murad S.Taqqu editors. . Birkhäuser, Boston (2003).
* ''Wiener Chaos: Moments, Cumulants and Diagrams: A survey with Computer Implementation.'' Giovanni Peccati and Murad S. Taqqu. . Springer, (2011).
References
{{DEFAULTSORT:Taqqu, Murad
20th-century American mathematicians
21st-century American mathematicians
1942 births
Columbia University alumni
Boston University faculty
Living people
People from Baghdad
Iraqi mathematicians
École Polytechnique Fédérale de Lausanne alumni
Cornell University faculty
Iraqi statisticians
Fellows of the American Mathematical Society