Curriculum Vitae. Rohini Kumar
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1 Curriculum Vitae Rohini Kumar Contact Information University Address: Mathematics, 1150 Faculty/Administration Building 656 W. Kirby Detroit, MI Phone: Personal Data Citizenship: India Education Ph.D. in Mathematics July 2009 University of Wisconsin-Madison, Madison, Wisconsin Advisor: Timo Seppäläinen Major: Probability Minor: Analysis M.Sc. Mathematics, Bangalore University, Bangalore, Karnataka, India 2003 B.Sc. Economics, Mathematics, Statistics, Mount Carmel College, Bangalore University, Bangalore, Karnataka, India, 2001 Positions August present : Assistant Professor, Mathematics Department, Wayne State University August 2009-June 2011 : Postdoctoral scholar, Statistics and Applied Probability, University of California-Santa Barbara. 1
2 Awards NSF grant, 2012-present University Research Grant, summer 2012 Research Assistant at UW-Madison, summer 2008 and summer 2009 Elizabeth Hirschfelder Award for This consisted of a monetary award of $2000 and a certificate. Research Assistant at UW-Madison, summer 2007 Financial support to attend PIMS-UBC Summer School in Probability, 2008 MSRI financial support to attend IAS/PCMI summer school on Statistical Mechanics, 2007 Research Assistant at UW-Madison, summer 2006 CSIR (Council of Scientific and Industrial Research- India) Junior Research Fellowship Second Rank in B. Sc. India, 2001 Examination, Bangalore University, Bangalore, Gold Medal in Mathematics in B.Sc., Bangalore Unversity, Bangalore, India, 2001 Publications Rohini Kumar. Space-Time Current Process for Independent Random walks in One Dimension. ALEA Lat. Am. J. Probab. Math. Stat. 4, (2008) Rohini Kumar. Current fluctuations for independent random walks in multiple dimensions. Journal of Theoretical Probability, Springer Netherlands, N. Georgiou, R. Kumar and T. Seppalainen. jump rates. ALEA 7, (2010). TASEP with discontinuous J. Feng, J.-P. Fouque, R. Kumar. Small-time asymptotics for fast meanreverting stochastic volatility models. (Accepted for publication in Annals of Applied Probability). 2
3 Preprints Martin Forde, R. Kumar, Large-time option pricing using the Donsker- Varadhan LDP - correlated stochastic volatility and stochastic interest rates, submitted R. Kumar, Effect of volatility clustering on indifference price of options by convex risk measures, in preparation Research and Professional Activities Research Interests: Probability theory and stochastic processes, large deviation theory, multi-scale methods, financial mathematics, interacting particle systems. Refereeing: Annals of Probability SIAM J. Financial Mathematics Stochastic Processes and their Applications Electronic Communications in Probability Organized Conferences: Co-Organizer, First Annual Graduate Student Conference in Probability, University of Wisconsin-Madison, April 2007 Co-Organizer, Second Annual Graduate Student Conference in Probability, University of Wisconsin-Madison, May 2008 Member AMS, IMS Talks New Directions in Probability, Indian Statistical Institute, Bangalore, May 30-June 4, 2013 (Invited speaker) AMS Sectional Meeting Special Session on Stochastic Processes with Applications to Physics and Control, Iowa State University, April (Invited speaker) AMS Eastern Sectional Meeting- Special Session on Financial Mathematics, Boston College, April 6-7, 2013 (Invited speaker) 3
4 Probability and Statistics Seminar, Mathematics Department, Wayne State University, February 16, 2011(Invited speaker) Colloquium, Mathematics Department, Lehigh University, February 9, 2011 (Invited speaker) Southern California Probability Symposium, IPAM, UCLA, December 4, 2010 (Invited speaker) Department seminar, Statistics Department, UCSB, November Probability and Statistics Seminar, Mathematics Department, Kansas University, October 21, 2009 (Invited speaker). Department seminar, Statistics Department, UCSB, October Current fluctuations for independent random walks, Summer school on Malliavin calculus and its applications to finance; UW-Madison, June 2009 Current fluctuations for independent random walks in multiple dimensions, Frontier Probability Days, Salt Lake City, Utah, March, 2009 Space-Time Current Process for Independent Random walks, PIMS- UBC 2008: Summer School in Probability, June 2008 Current fluctuations for independent random walks, Graduate Student Conference in Probability, UW-Madison, May 2008 Current fluctuations for independent random walks, Northeast Probability Seminar, 2007 A Stochastic approach to deterministic boundary value problems, Graduate Student Applied Math Seminar, UW-Madison, December 2007 Current across characteristics for independent random walks, Probability Seminar, University of Wisconsin-Madison, 2006 Convergence of Probability Measures, Graduate Student Probability Seminar, University of Wisconsin-Madison, 2006 Conferences Attended Probability conference, India, 2013 (invited speaker) AMS sectional meeting, east coast, 2013 (invited speaker) AMS sectional meeting, Iowa state university, 2013 (invited speaker) Midwest Probability Colloquium, Oct Southern California Probability Symposium, IPAM, UCLA, December 4,
5 New Directions in Financial Mathematics; IPAM, UCLA, Jan 5-8, 2010 Lectures on Malliavin calculus and its applications to finance; University of Wisconsin-Madison; June 23-July 2, 2009 Frontier Probability Days, Salt Lake City, Utah, March, 2009 Workshop for Women in Probability; Cornell, Ithaca, NY; Oct 5-7, 2008 PIMS-UBC 2008: Summer School in Probability; June 11-July 8, 2008 Sixth Northeast Probability Seminar, CUNY, NY; November th Midwest Probability Colloquium, Northwestern University, Evanston, IL; October, 2007 Graduate Summer School on Statistical Mechanics, Park City Mathematics Institute; July th Midwest Probability Colloquium, Northwestern University, Evanston, IL; October, 2006 Markov Processes and Related Topics, University of Wisconsin-Madison, Madison, WI; July th Midwest Probability Colloquium, Northwestern University, Evanston, IL; October, 2005 Teaching Experience Mentor Supervised a directed study on stochastic processes, Winter 2013 At WSU MAT 2010-Calculus I, Fall 2011 MAT 5070-Elementary Analysis, Winter 2012 MAT Fundamental concepts of mathematics and proof writing, Fall 2012 MAT 5710-Introduction to stochastic processes, Fall 2012 MAT 2210-Probability and statistics, Winter 2013 MAT 5700-Introduction to probability, Winter 2013 At UCSB Introduction to Probability and Statistics - An upper division undergraduate class; University of California- Santa Barbara, Spring and Fall
6 A series of lectures in the Graduate Probability course - Special Topics in Financial Mathematics : -An Introduction to Large Deviations ; University of California- Santa Barbara, Winter Convergence of viscosity solutions, applications to large deviation theory and finance ; University of California- Santa Barbara, Winter 2011 Geometric Inference and Reasoning; University of Wisconsin-Madison, Fall 2008 and Spring 2009 Teaching Assistant Calculus and Analytic Geometry (first/second semester), University of Wisconsin-Madison, Fall 2003, Spring 2004, Fall 2004, Spring 2005 and Spring Calculus: Functions of Several Variables, University of Wisconsin-Madison, Fall Business Calculus, University of Wisconsin-Madison, Fall 2006, Spring 2007 and Spring Ordinary Differential Equations, University of Wisconsin-Madison, Fall 2007 Mathematics Tutor: MathLab, University of Wisconsin - Madison, All semesters from Spring 2004-present. Grader: Theory of Probability, Introduction to Stochastic Processes References Jean-Pierre Fouque Jin Feng Statistics and Applied Probability Department of Mathematics UCSB University of Kansas Santa Barbara, CA Lawrence, KS phone: (805) , Fax: (805) phone: (785) fouque@pstat.ucsb.edu jfeng@math.ku.edu Timo Seppalainen University of Wisconsin-Madison Mathematics Department 480 Lincoln Drive 480 Lincoln Drive Madison, WI Madison, WI Tom Kurtz University of Wisconsin-Madison Mathematics Department phone: (608) phone: (608) seppalai@math.wisc.edu kurtz@math.wisc.edu 6
7 Raya Feldman (teaching reference) Statistics and Applied Probability UCSB Santa Barbara, CA phone: l 7
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