Middle East Technical University   Department of Mathematics Office: M 216 Phone: 2102973  E-mail: hayri@metu.edu.tr

Date and Place of Birth:   March 25, 1930. Kula (Turkey)
 

• Academic Degrees

• Employment History

• Administrative Positions

• Area of Specialization

• Memberships

• Academic Honors

• International Meetings Organized and Proceedings Published

• Publications

• International Conference Participation

ACADEMIC DEGREES

Professor:  Ecole Nationale Supérieure des Télécommunications, Paris. 1976.
Courses taught :  Stochastıc Processes, Filtering, Calculus of Variations, Information Theory,  Queueing Theory.

Middle East Technical University, Ankara, since October 1997.
Courses taught : Probability Theory, Analysis, Markov Chains.

Associate Professor : Middle East Technical University, Ankara. 1967.
Courses taught :  Mathematical Analysıs, Advanced Calculus, Probability Theory.

Ph.D.   ( Doctorat d’Etat) : Université de Paris, Faculté des Sciences, Mathematics. 1963.
                Subject : Representation of processes and application to Information Theory.

M.S.   (Engineering diploma) : Ecole Nationale Supérieure des Télécommunications,  Paris. 1955.

B.Sc.  Mathematics : Université de Paris, Faculté des Sciences, 1953.
 

EMPLOYMENT HISTORY

Professor
Since October 1997 :  Middle East Technical University, Department of Mathematics, Ankara.
December 1973- April 1997 :  Ecole Natıonale Supérıeure des Télécommunıcatıons, Paris.

Associate Professor
April 1967- November 1973 :  Middle East Technical University, Department. of  Mathematics, Ankara.

Instructor
October 1964 – February 1965 :  Faculté des Sciences de Paris.

Researcher
April 1963 – September 1964: Istituto di Fisica Teorica, Centro di Cibernetica, Naples-Italy.

Engineer
February 1956 – April 1963 : “Télécommunications Radioélectriques et Téléphoniques”, Paris.

Visiting Positions
University of  North Carolina at Chapel Hill, USA, Center for Stochastic Processes. Two periods of three months in 1984 and 1987.
Wuhan University, China, Department of Mathematics. March – April 1992.
 

ADMINISTRATIVE POSITIONS

1. Chairman of the Department of Mathematics, Middle East Technical University,
 Ankara-Turkey, 1968-1972

2. Elected member of the Direction Committee of the Turkish Scientific Research Council, Ankara, 1971-1973.

3. Head of the Probability Group, Department of Applied Mathematics,
Centre National d'Etudes des Télécommunications (CNET), Paris, April 1980-September 1982.

4. Head of the Stochastic Systems Group, ENST, CNRS - URA  820 (Centre National de la Recherch Scientifique, France).
 

AREA OF SPECIALIZATION

Probability Theory, Stochastic Processes and their applications to Signal Processing, Communication Theory, Queueing Theory, Communication Networks, Financial Mathematics.
 

MEMBERSHIPS

Société Mathématique de France (SMF), American Mathematical Sciety (AMS).

ACADEMIC HONORS

Chevalier des Palmes Académique, France.
 

INTERNATIONAL MEETINGS ORGANIZED AND PROCEEDINGS PUBLISHED

H.Körezlioğlu, G. Mazziotto, J. Szpirglas
Processus Aléatoires à Deux Indices : ENST - CNET Meeting, Paris. 1980.
Lecture Notes in Math. No 863, Springer-Verlag, 1981.
Filtering and Control of Random Processes : ENST -  CNET Meeting, Paris, 1983.
Lecture Notes in Control and Information Sciences, No. 61, Springer – Verlag 1984.

H. Körezlioğlu, A. S. Üstünel
Stochastic Analysis and Related Topics : Silivri Meeting, 1986.
Lecture Notes in Math. No. 1316, Springer – Verlag, 1988.

H. Körezlioğlu, A. S. Üstünel
Stochastic Analysis and Related Topics II: Silivri Meeting, 1988.
Lecture Notes in Math., Springer – Verlag, 1990.

H. Körezlioğlu, A. S. Üstünel
Stochastic Analysis and Related Topics III : Silivri Meeting, 1990.
Birkhauser, 1992

H. Körezlioğlu, Oksendal, A. S. Üstünel
Stochastic Analysis and Related Topics IV : Silivri Meeting, 1992.
Birkhauser, 1994
 

PUBLICATIONS

Book

Hayri Körezlioğlu and Azize Bastiyali Hayfavi.
Elements of Probability Theory, METU Publications, 2001.
 

Research Articles / Refereed Conference Proceedings

Calcul de la réponse impulsionnelle d'un filtre à une action sinusoïdale appliquée brusquement, Câbles et Transmissions, 2,1963.
Co-author: J. Daguet.

Prévision et filtrages linéaires, application à la représentation canoniques des processus aléatoires du second ordre et à la théorie de l'information, Câbles et Transmission, 1,1964.

Prévision et filtrage linéaires des processus stationnaires. Revue du CETHEDEC, Special Issue, 1965.

Graphes de transfert des réseaux neuroniques. Automata Theory, Ed. E.R. Caianiello, Academic Press, 1966.

Prévision et filtrage linéaires et canal gaussien. Revue du CETHEDEC, Special Issue, 1967

Reproducing kernels in separable Hilbert spaces. Pacific Journal of Math, Vol 25, No.2, pp 305-314, 1968.

Random linear mappings. Mathematica Balcanica, 2, pp 314-321, 1972.

On some locally convex topologies on tensor products of locally convex spaces. Proceedings of the Symposium on Functional Analysis,
pp 101-109.  Mathematical Research Institute, Istanbul, 1973.

Ergodic theorems and averaging operators. Science reports of the Yokohama National University, Section 1, No. 2, pp 305-314, 1973.
Co-authors: S. Itoh and W. Takahashi

Equations de filtrage non-linéaire pour des processus à deux indices. C.R. Académie des Sciences Paris, t.287, série A, pp 891-893, 1978.
Co-authors: G. Mazziotto, J. Szpirglas.

Two-parameter Gaussian Markov processes and their linear filtering.  Annales Scientifiques de l'Université de Clermont, No. 67, pp 69-93, 1979.

Equation de filtrage non linéaire pour des processus à paramètres bidimensionnelles. Proceedings of the workshop on Stochastic Control theory and Stochastic Differential Systems, University of Bonn, Jan. 4-12, 1979.  Lect. Notes Cont. and Inf. Sc. No. 16, Springer Verlag, 1979.
Co-authors: G. Mazziotto et J. Szpirglas.

Une propriété markovienne sur les processus à deux indices. C.R.Académie des Sciences Paris, t.290, Série A, pp 555-558, 1980.
Co-author: P. Lefort.

Sur les diffusions multidirectionnelles. C.R.Académie des Sciences Paris, t.290, Série A, pp 657-660, 1980.
Co-author: G. Mazziotto.

Une propriété markovienne et  diffusions associées. In Processus Aléatoires à Deux Indices, Proceedings of the ENST-CNET Colloquium, Paris, 1980.  Lect. Notes in Math. No. 863, pp 245-272, Springer-Verlag, 1981.
Co-authors: P. Lefort et G. Mazziotto.

Nonlinear  filtering equations for two-parameter semimartingales. Stochastic
Processes and their Applications, vol 15, pp 239-269, 1983.
Co-author: G. Mazziotto, J. Szpirglas.

Nonlinear filtering equation for Hilbert space valued processes. In Nonlinear Stochastic Problems, NATO, Advanced Study Institute, Algarve, Portugal, May 16-28, 1982.  Reidel Publishing Company, Dortrecht, 1983.

Martingale representation and nonlinear filtering equations for distribution-valued processes. In Filtering and Control of Random  Processes, Proceedings of the ENST-CNET Colloquium, Paris, Feb. 23-24, 1983.  Lecture Notes in Control and Information Sciences, No. 61, pp 111-137, Springer-Verlag,  1984.
Co-author: C. Martias.

Modelization and filtering of discrete systems and approximation of continuous systems. In System Modelling  and Optimization, Proceedings of the 11th IFIP Conference, Copenhagen, July 25-29, 1983.  Lecture Notes in Control and Information Sciences, N° 59, 1984;
Co-auteur: G. Mazziotto.

Approximation of the nonlinear filter by  periodic sampling and quantization. In  Proc. of the Sixth Int. Conf., Analysis and Optimization of Systems, Nice, France, June, 1984..  Lecture Notes in Control and Inf. Sciences, No. 62, Springer-Verlag, 1984.
Co-author: G. Mazziotto.

Prédiction des processus stationnaires au sens large sur Z2 relativemement aux demi-plans. C.R.Académie des Sciences Paris, t.301, Série 1, pp 27-30, 1985.
Co-author: Ph. Loubaton.

Factorisation et décomposition spectrales pour les processus stationnaires au sens large sur Z2. C. R. Académie des Sciences Paris, t.301, Série 1, pp 81-84, 1985.
Co-author: Ph. Loubaton.

Representation of nuclear space valued square integrable martingales. Proc. of Functional Analysis, August 4-11, 1985, Silivri, Turkey,  DOGA, Turkish Journal of Mathematics 10 (1), 1986.
Co-author: C. Martias.

Spectral factorization of wide sense stationary processes on Z2. Journal of Multivariate Analysis 19, pp 24-47, 1986
Co-author: Ph. Loubaton.

An approach to a Markovian realization of two-parameter processes. In Proceedings of the Seventh Int. Conf. on Analysis  and Optimization of systems, Antibes, June 25-27, 1986. Lecture notes in Control and Inf. Sciences, No. 83, 1986.
Co-author: Ph. Loubaton

Une formule d'Itô sur les espaces de Wiener abstraits. C.R.Académie des Sciences Paris, t.303, série 1, pp 247-250, 1986.
Co-author: A.S. Ustunel.

White noise calculus for two-parameter filtering. Fifth IFIP Working Conference on Stochastic Differential Systems, Eisenach, April 6-13, 1986. Lecture Notes in Control and Inf. Sciences, Springer-Verlag, 1987.
Co-author: Kallianpur.

Passage from two-parameters to infinite dimension. Trento meeting on "Stochastic Partial Differential Equations", Sept.30-Oct.5, 1985. Lecture Notes in Mathematics, No. 1236, Springer-Verlag, 1987.

Prediction and Spectral decomposition of wide sense stationary processes on Z2. 6ème Rencontre Franco-Belge de Statisticiens, Bruxelles, November 14-15, 1985.  Spatial Processes and Spacial Time Series. Publications des Facultés Universitaires Saint-Louis, Bruxelles, 1987.
Co-author: Ph. Loubaton.

Approximate filtering of random fields. Proceedings of the Eighth Int. Conf. Analysis and Optimization Systems, Antibes-Juan-les-Pins,  France, June 8-10, 1988. Lecture Notes  in Control and Inf. Sciences, No. 111, Springer-Verlag.

Approximation for two-parameter filters. 8th Int. Syp. on MTNS-87, Phoenix, Arizona, USA, June 15-19, 1987. Analysis and  Control of Nonlinear Systems. Editors: C.I. Byrnes, C.F. Martin and R. Stacks, North Holland, 1988.

Stochastic integration for operator valued processes on Hilbert spaces and on nuclear spaces. Stochastics, vol 24, pp 171-219, 1988.
Co-author: C. Martias.

An Itô formula for processes with values in an abstract Wiener space. Stochastic Analysis and Related Topics, Proc. of the First Silivri Workshop, July 1986.  Lecture Notes in Mathematics, No. 1316, Springer-Verlag, 1988.
Co-author: S. Ustunel.

Computation of filters by discrete approximation. Proceedings of the IMACS International Symposium on Approximation, Optimization and Computing. Ed. A.G. Law and C.L. Wang, North-Holland, 1989.
Co-author: W.J. Runggaldier.

Construction de distributions sur l'espace de Wiener via la seconde quantification.  C.R.Académie des Sciences Paris, t.309, série 1, pp 781-784, 1989.
Co-author: A.S. Ustunel.

Distributions, Girsanov and degree theorems on Wiener spaces. Proceedings on White Noise Analysis, Mathematics and Applications, Bielefeld, July, 1989. World Scientific Publications Co.
Co-author: A.S. Ustunel.

A new class of distributions on Wiener spaces. Stochastic Analysis and Related Topics II, Proceedings of the Second Silivri Workshop, July, 1988.  Lecture Notes in Math., No. 1444, Springer-Verlag, 1990.
Co-author: A.S. Ustunel.

Stochastic Petri net modelling of the FDDI network protocol, Proc. of the IFIP Network Protocol Specification, Testing and Verification Conf., Stockholm, June 91,   pp 160-176, North- Holland.
Co- authors: I.F.Akyildiz, G.Chiola and D.Kofman.

Analysis of a distributed switching system for integrated services under an input flow control, Computer and Information Sciences VI (M.Baray and B.Ozguç, eds), Proc.of the 1991 Int. Symp. on Computers and Information Sciences, Elsevier, 1991, p. 479-488.
Co-author: J.-Y. Wu.

On product form approximations for communication networks. Annals of Operations Research,  35, pp 69-94, 1992.
Co-author: N. Van Dijk.

An error bound for infinite approximations of queueing networks with large finite stations under RSRD protocol. Performance Evaluation, 17, pp 171-87, 1993.
Co-authors: L. Decreusefond, N. Van Dijk.

Filtering for nonlinear systems driven by nonwhite noise: an approximation scheme. Stochastics and Stochastics Reports, 44, pp. 65-102, 1993.
Co-author: W. Runggaldier.

Some EATA properties for marked point processes. Journal of Applied Probability,  32, pp.922-929, 1995.
Co-author: D. Kofman.

Sensitivity analysis for Markov reward structures until entrance times. Journal of Applied Probability,  37.  pp.45-63, 2000.
Co-author: N. van Dijk.
 
 

INTERNATIONAL CONFERENCE PARTICIPATION
(PROCEEDINGS WITH RESTRICTED DIFFUSION)

Innovation au sens large et filtrage linéaire récursif.  Fifth GRETSI Colloquium, Nice, France, 1975.
Co-author: P. Hirschler.

Canaux perturbés par un bruit à accroissements indépendants. Sixth GRETSI Colloquium, Nice, France, 1977.
Co-author: G. Mazziotto.

Processus autoregréssifs à deux indices et leur filtrage linéaire récursif. Seventh GRETSI Colloquium, Nice, France, 1979.

Two-parameter discrete wide-sense Markov processes and their recursive linear filtering. Proc. 4th International Symp. on the Mathematical Theory of Networks and Systems, July 3-6, 1979, Delft Univ. of Technology, The Netherlands.

Prévision et filtrage linéaires des processus à deux indices. Eighth GRETSI Colloquium, Nice, France, 1981.
Co-author: Ph. Loubaton.

2-D filtering via infinite dimentional filtering. Proc. 5th International Symp. on the Mathematical Theory of Networks and Systems, Santa Monica, USA, August 5-7, 1981.
Co-authors: G. Mazziotto, J. Szpirglas.

On 2-D spectral factorization. IEEE, ICASSP-82, Paris-France, May 1982, pp 136-139.
Co-author: Ph. Loubaton.
 

Estimation recursive en transmission numérique. Ninth GRETSI Colloquium, Nice-France, May 1983.
Co-author: G. Mazziotto.

Nonlinear filtering for data estimation on a noisy channel with phase jitter. Digital Processing of Signals in Communications, Loughborough University, Great Britain,  April, 1985.
Co-authors: R. Vallet, P. Vergne.

Filtrage nonlinéaire appliquée aux communications numériques dans un canal à phase aléatoire. Tenth GRETSI Colloquium, Nice, France, May 1985, pp 167-171.
Co-author: R. Vallet.

Applications des algorithmes d'identification des chaînes de Markov cachées en communications numériques. Eleventh GRETSI Colloquium, Nice, France, June 1987, pp 245-248.
Co-authors: R. Vallet, A. Khoukhi.

Optimal fixed frame allocation in an integrated packet-switched multiplexer. 3rd International Symposium on Computer and Information Sciences, Izmir, Turkey, October 29-Novembre 2, 1988. Nova.
Co-author: B.N. Bui.

Identification des chaînes de Markov cachées: applications aux canaux nonlinéaires. Twelfth GRETSI Colloquium, Juan-les-Pins, France, June 1989.
Co-author: R. Vallet.

Capacity sharing in an integrated voice/data packet-switched multiplexer; optimal and sequential solutions. Globecom 89, IEEE Communications Society, Dallas, USA, Nov. 1989.
Co-author: B.N. Bui.

An application of two competing finite queues with preemptive priority for delay analysis, Fifth Int. Symp. on Computer  and Inf. Sciences, Nevsehir-Turkey, 30 Oct.-2 Nov.1990.
Co-author: J.-Y.Wu.

Superposition of processes after leaky bucket control and ATM multiplexer's design. Proc. of 1992 Int. Conf. on Communication Tehnology, Beijing, China, Sept. 16-18, 1992, pp 16.08.1-4.
Co-author: D. Kofman.

 An approach to nonlinear filtering with noise processes having Markovian representations, European Control Conference,  June28-July 1, 1993.
Co-author: W. Runggaldier.

Loss probabilities and delay and jitter distributions in a finite buffer queue with heterogeneous batch Markovian arrival process, GLOBECOM'93 Houston 29 Nov.- 3 Dec., 1993.
Co-author: D.Kofman.

EATA properties as a tool for quality of service evaluation. 4th Open Workshop on High Speed Networks, Brest, Sept. 7-9, 1994.
Co-authors: S. Halberstadt, D. Kofman.

An analytical description of the packet trains model for LAN traffic characterization. Second IFIP Workshop on Performance Modeling and Evaluation of ATM Networks, 4-6 July 1994, Chapman and Hall.
Co-authors: M.Gagnaire, D.Kofman.

Statistical identification of LAN traffic data. ATM'97, Bradford, England, July 1997, pp. 15/1-10
Co-authors: S.Vaton, E. Moulines, D.Kofman.