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Doctoral Dissertation
On the Spectral Characterization of Vector Valued Stable Random Measures, 2005
Master’s Thesis
Non-Informative Priors, 1998
Journal Articles
- Mahmoodi, S., Stability of Limit distributions. (In persian) Andisheye Amari, Vol. 8, No.1, 2003.
- Soltani, A. R., Mahmoodi, S., Characterization of Multidimensional Stable Random Measures by Means of Vector Measures. Stochastic Analysis and Applications. Vol. 22, No. 2, pp 449-457, 2004.
- Mahmoodi, S., Garmsiri, S., The Convergence of Sample Autocorrelation Function of Stationary SαS Processes, (In persian), Andisheye Amari. 2007.
- Golestaneh, S., Mahmoodi, Estimation of Spectral Measures in Stable Random Vectors, Proceedings of the 7th Seminar on Probability and Stochastic Processes, 2009.
- Sharifdoost, M., Mahmoodi, S., Pasha, E., A Statistical Test for Time Reversibility of Stationary Finite-State Markov Chains, Journal of Applied Mathematical Sciences , Vol 3,No 52, 2009.
- Mahmoodi, S., Sharifdoost, M., A new procedure to characterize the reversibility of Markov chains, Proceedings of the 7th Seminar on Probability and Stochastic Processes, 2009.
- Mahmoodi, S., Soltani. A. R., A Representation of the Characteristic Functional of Stable Random Measures with Values in Sazanov Spaces, Bulletin of Iranian Mathematical Sciences. 2010.
- Mahmoodi, S., Golestaneh, F, Estimation of Spectral Measures in Stable Random Vectors, (In Persian), Andysheye Amari, 2010.
- Mahmoodi, S., Chashianiani, S., Tail decay rate of stationary distribution in Random Walk processes (in persian), Proceedings of the 8th Seminar on Probability and Stochastic Processes, 2011.
- Mahmoodi, S., Independence and Spectral Properties of Rate Matrix in GI/M/1-Type Markov Chains with Countable Phase Space. Proceedings of the 8th Seminar on Probability and Stochastic Processes, 2011
- Hejazi, S. M., Sheikhzadeh, M., Abtahi, S. A., Mahmoodi, S. and Malekian, V. , Using an Artificial Neural Network to Analyze Shear Behavior of Loop-Formed Fiber Reinforced Soil Composites, Journal of Industrial Textiles, 2012.
- Mahmoodi, S.,Sharifdoost, M., On Time Reversibility of Linear Time Series, Journal of Mathematical Extension,2012
- Latouche, G., Mahmoodi, S., Taylor, P. G., Level-phase independent stationary distributions for GI/M/1-type Markov chains with infinitely-many phases, Performance Evaluations, 2013.
- Mahmoodi, S. Soltani. A. R., An Extension Theorem for Finite Positive Measures on Surfaces of Finite Dimensional Unit Balls in Hilbert Spaces. Bulletin of Iranian Mathematical Sciences, 2014.
- Parvardeh, A., Mohammadi Jouzdani, N., Mahmoodi, S., Soltani, A. R., First order autoregressive periodically correlated model in Banach spaces: Existence and central limit theorem, Journal of Mathematical Analysis and Applications, Volume 449, Issue 1, 1 May 2017, Pages 756-768
- Mahmoodi, S., Mohammadi Jouzdani,N., Parvardeh, A., Existence of Hilbert valued periodically correlated autoregressive processes of order one, Bulletin of Iranian Mathematical Sciences, 2018 .
- Hamed Ranjkesh, S., Mahmoodi, S., A new cumulative shock model with Damage and Inter-Arrival Time Dependencies Journal: Reliability Engineering and System Safety, 2018
- Kamali, R. ,Mahmoodi, S., Jahandideh M.T., Optimizationofmulti-periodportfoliomodelafterfittingbest distribution, Finance Research Letters, 2019.
Lecture notes
- Introduction to time series, IUT, in Persian
- Introduction to stochastic processes, IUT, in Persian.
Conference Presentations and Seminars
- Stability of Limiting Distribution, the 4th Iranian Seminars on Probability & Stochastic Processes, in University of Gorgan, Iran, 2003.
- Characterization of Banach Valued Stable Random Measures, The 8th Iranian Statistical Conference, in Shiraz University, Iran, 2006, (with A. Soltani).
- Banach Valued Stable Random Measures, The First Workshop in Applied Stochastic Processes, Isfahan University of Technology, Iran, 2007.
- A New Representation for Characteristic Functional of Banach Valued Stable Random Measures, The 14th Applied Probability Society of INFORMS Conference, in Eindhoven, The Netherlands, 2007, (with A. Soltani).
- Simple Processes, The 3th workshop in Applied Stochastic Processes, Shiraz University, Iran, 2008.
- The structure of simple SαS random measure and processes, The 9th Iranian Statistical Conference, 2008.
- Testing Reversibility of Markov Chains, Proceedings of the 7th Seminar on Probability and Stochastic Processes, 2009, (with M. Sharifdoost).
- GI/M/1 Markov chains with a level-phase independent stationary distribution, The 3th Meeting of the EURO working Group on Stochastic Modeling, Nafplio, Greece, 2010. (with Guy Latouche).
- Large Deviations technique for Markov chains, Departmental Seminars, 2010.
- Level-Phase Independence in GI/M/1-Type Markov Chains with Countable Phase Space, 8th Iranian seminar in stochastic and probability, 2011
- Heavy-tailed distribution and Processes, The 8th workshop in Applied Stochastic Processes, 2011
- Large Deviations theory for Markov chains, IPM. 2011.
- A Survey on Large Deviation theory for Stochastic Processes, The 10th workshop in Applied Stochastic Processes, University of Mazandaran, 2012.
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- Dynamic modeling and prediction of arc furnace reactive power in order to use in SVC control algorithm, Heidar Samet, IUT. (second co-advisor)
- Entropy, Goodness of fit test, Reversibility, Maryam Sharifdoost. (second advisor)
- A New algorithm for exact simulation of stationary distribution of Markov chains, Leili Oskui, (present, second co-advisor)
- Neda Mohammadi, ( supervisor)
- Ali Abolhasani, (Supervisor)
- Amal Aljabbar (Second Supervisor)
Advised Master students projects
- Growth Rates of Sample Autocovariance Function of Stationary Symmetric α Stable Processes, Sara Garmsiri, IUT.
- Simple Processes and Simple Random Measures, Hosein Rahmati, Isfahan University of Technology.
- Symmetric-Skewed Distributions, Farideh Alimohammadi, IUT.
- Analysis of Stable Time Series, Somayeh Taghizadeh, Isfahan University of Technology.
- Statistical properties of the Sharp ratio, Mehran Farrahikia, Isfahan University of Technology.
- Estimation of the Spectral Measure of a Stable Random Vector, Fatemeh Golestaneh, IUT.
- Availability of Repairable systems, Golriz, IUT.
- Tail decay rate of stationary distribution in certain QBDs, Somayeh Chashiani, IUT
- Matrix analytic methods, Motahhare Sadaate NasreAzadani, IUT.
- Stationary tail asymptotic in GI/G/1 queues, Somayeh Khodai, IUT.
- Adjusted Method of Moments, Zahra Momenin, IUT.
- Estimation and Modeling with Phase Type Distributions, Esmail Bashkar, IUT.
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