Stewart Ethier's Home Page

Me with Cauchy

Contact information:

address:
Department of Mathematics
University of Utah
155 S. 1400 E., JWB 233
Salt Lake City, UT 84112

email:
ethier@math.utah.edu

phone:
801-581-6148 (my office)
801-581-6851 (dept. office)
801-581-4148 (fax)

office hours: 11--12 MWF, JWB 119.

Teaching:

Spring 2006 classes: Math 5030 (Actuarial Mathematics), Math 5080 (Statistical Inference I)
Fall 2006 classes: Math 5040 (Stochastic Processes and Simulation I), Math 6010 (Linear Models)
Spring 2007 classes: Math 5050 (Stochastic Processes and Simulation II), Math 6020 (Multilinear Models)
Fall 2007 classes: Math 5010 (Introduction to Probability), Math 6040 (Mathematical Probability)
Spring 2008 classes: Math 5030 (Actuarial Mathematics), Math 6070 (Mathematical Statistics)
Fall 2008 classes: Math 5010 (Introduction to Probability), Math 5080 (Statistical Inference I)
Spring 2009 classes: Math 5030 (Actuarial Mathematics), Math 5750 (Topics in Applied Mathematics: Game Theory)
Fall 2009 classes: Math 5040 (Stochastic Processes and Simulation I), Math 6040 (Mathematical Probability)

Research:

I have been working on gambling problems for the past few years, and am currently preparing a monograph/textbook in this area (see below). My most recent work:

Limit theorems for Parrondo's paradox with Jiyeon Lee (Feb. 2009). Electronic Journal of Probability 14 (2009) 1827-1862.
A Markovian slot machine and Parrondo's paradox with Jiyeon Lee (June 2009). Annals of Applied Probability 20 (2010), to appear.
A world record at an Atlantic City casino and the distribution of the length of the crapshooter's hand with Fred M. Hoppe (June 2009).

Published November 2007: Optimal Play: Mathematical Studies of Games and Gambling. (Ethier and Eadington, editors.) Table of Contents. Order form.

Published December 2008: Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz. (Ethier, Feng, and Stockbridge, editors.) Information.

To be published by Springer-Verlag GmbH, 2010: The Doctrine of Chances: Probabilistic Aspects of Gambling. (S. N. Ethier, author.) Announcement.

Publication list. (.pdf)