Murad Taqqu Explained

Murad Salman Taqqu (Arabic: مراد طقو) is an Iraqi probabilist and statistician specializing in time series and stochastic processes. His research areas have included long-range dependence, self-similar processes, and heavy tails. Taqqu is a professor emeritus at Boston University Department of Mathematics and Statistics, and a fellow of the American Mathematical Society.

Education and career

Taqqu was born in Baghdad and grew up in Switzerland. As an undergraduate, he studied physics and mathematics at the École Polytechnique Fédérale de Lausanne. He obtained his Ph.D. at Columbia University in 1972, with his dissertation Limit Theorems for Sums of Strongly Dependent Random Variables supervised by Benoit Mandelbrot. Between 1972 and 1974 Taqqu lectured at the Hebrew University of Jerusalem and worked as a post-doctoral fellow at the Weizmann Institute in Rehovot. From 1974 to 1985, he was a faculty member at the School of Operations Research and Industrial Engineering at Cornell University. Since 1985, Taqqu has served as a professor in the Department of Mathematics and Statistics at Boston University, where he is currently professor emeritus.He has published over 250 papers, and co-authored or co-edited 11 books.

Honors and awards

• Dr. Taqqu was named a Guggenheim Fellow in 1987.^[1]
• 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.^[2]
• The same group was awarded the IEEE W.R.G. Baker Prize Paper Award in 1996.^[3]
• The same four co-authors were recognized again, 11 years after the original publication, with the ACM/SIGCOMM Test of Time Award.^[4]
• 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.^[5]
• He was included in the 2019 class of fellows of the American Mathematical Society "for contributions to self-similar random processes and their applications to real world phenomena such as diverse internet traffic and hydrology".

Selected books

Author

• Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance. Gennady Samorodnitsky and Murad S. Taqqu,, Chapman and Hall, New York (1994).
• Wiener Chaos: Moments, Cumulants and Diagrams: A survey with Computer Implementation. Giovanni Peccati and Murad S. Taqqu. . Springer, (2011).

Editor

• 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).
• 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).

External links

Home page

Notes and References

1. Web site: Murad S. Taqqu - John Simon Guggenheim Memorial Foundation. John Simon Guggenheim Memorial Foundation. gf.org. 31 March 2024.
2. Web site: The Communications Society William R. Bennett Prize in the Field of Communications Networking IEEE Communications Society. 22 April 2012.
3. Web site: IEEE W.R.G. Baker Prize Paper Award Recipients. Institute of Electrical and Electronics Engineers. IEEE. https://web.archive.org/web/20170829210519/http://www.ieee.org/documents/baker_rl.pdf. 29 August 2017.
4. Web site: ACM SIGCOMM Test of Time Paper Award acm sigcomm. 22 April 2012.
5. Web site: EURASIP Best Paper Awards. EURASIP. eurasip.org. 31 March 2024.