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G5098 Probability and Statistics (Terms 5-6).
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I am an Emeritus Professor in the Department of Mathematics at the University of Sussex. Later in this page you will find contact details.
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In 2009-10 I give the following course, which can be accessed via the University of Sussex's StudyDirect portal:
G5098 Probability and Statistics (Terms 5-6).
Office Hours (Spring & Summer Terms 2009-10): Monday 1-2, Thursday 2-3.
I work in probability theory, mainly in discrete-time stochastic processes arising from random iterations and from record values and extremes. My interests iinclude random recursions, extremes, records, renewal theory, large deviations, related problems in Analysis.
(The abbreviation MR precedes the details of the relevant review in Mathematical Reviews.)
The following are available where linked. Alternatively, contact me for paper copies.
Charles M. Goldie and Rudolf Grübel,
"Cumulative record times in a Poisson process",
Stochastics 80 (2008), 157-174, MR
2009d:60158 (available as a
PDF).
N. H. Bingham, Charles M. Goldie and Edward
Omey, "Regularly varying probability densities", Publ. de l'Inst.
Math. Beograd, N.S. 80(94)
(2006), 47-57, MR 2007i:26001 (available as a
PDF).
Daryl J. Daley and Charles M. Goldie,
"The moment index of minima, II", Stat. Probab. Letters
76(2006), 831-837, MR 2008j:60036 (available as
a PDF).
Rosie Cornish, Charles M. Goldie, Carol
L. Robinson, "Computer-assisted assessment: how many questions are
enough?", Computer-Aided Assessment in Mathematics, February
2006, 9pp.,
http://mathstore.ac.uk/articles/maths-caa-series/feb2006
(also available as a PDF).
John Bunge and Charles M. Goldie, "Record
sequences and their applications", in Handbook of
Statistics, vol. 19 (Stochastic Processes: Theory and
Methods), ed. D. N. Shanbhag, C. R. Rao, pp. 277-308.
North-Holland, Amsterdam,
2001. ISBN 0-444-50014-6, MR 2003b:60109 (available as
Postscript).
Charles M. Goldie and Ross A. Maller,
"Stability of perpetuities", Annals of Probability
28(2000), 1195-1218, MR 2003b:60045 (available as
Postscript).
Charles M. Goldie and Ross A. Maller, "Generalized
densities of order statistics", Statistica
Neerlandica 53(1999), 222-246, MR
2000f:62118 (available as
Postscript).
Charles M. Goldie and Claudia Klüppelberg,
"Subexponential distributions", in A Practical Guide to
Heavy Tails: Statistical Techniques and Applications,
ed. R. L. Adler, R. Feldman, M. S. Taqqu, pp. 435-459. Birkhäuser, Boston, 1998.
ISBN 0-8176-3951-9, MR 99f:62010 (available as
Postscript).
Charles M. Goldie and Rudolf Grübel,
"Perpetuities with thin tails", Adv. Appl. Probab.
28(1996), 463-480, MR 97f:60124 (available as
Postscript).
Charles M. Goldie and Ross A. Maller, "A
point-process approach to almost-sure behaviour of record
values and order statistics", Adv. Appl. Probab.
28(1996), 426-462, MR 97k:60146 (available as
Postscript).
Charles M. Goldie and Sidney I. Resnick, "Ordered
independent scattering", Commun. Statist.-Stoch.
Models 12(1996), 523-528, MR 98c:62095
(available as Postscript).
Charles M. Goldie and Sidney I. Resnick, "Many
multivariate records", Stoch. Proc. Appl.
59(1995), 185-216, MR97c:60132 (available as
Postscript).
Charles M. Goldie and Richard G. E. Pinch,
Communication Theory, xiv + 210 pp. London Math.
Soc. Student Texts 20, Cambridge Univ. Press, 1991,
ISBN 0-521-40606-4. MR 93a:94001
N. H. Bingham, C. M. Goldie & J. L. Teugels,
Regular Variation, xx + 491 pp. Encycl. of Math.
and its Appl., vol. 27, Cambridge Univ. Press, 1987.
Corrected paperback edition, with addenda and supplementary
bibliography, 1989, ISBN 0-521-37943-1. MR 88i:26004.
I served as General Secretary of the London Mathematical Society from November 2006 to August 2009, and remain one of its representatives on the Scientific Committee of the British Mathematical Colloquium.
I'm on the Committee of UK-TUG, the UK TeX User Group.
At the University of Sussex I served as the second and last Dean of the former School of Mathematical Sciences, 1998-2003, and in that capacity chaired HoDoMS (Heads of Departments of Mathematical Sciences in the UK), 2001-03.
I was an undergraduate at Imperial College, London, and have BSc and PhD degrees from the University of London. I came to my present job at Sussex in 1996 and immediately before that was Professor of Probability Theory at Queen Mary and Westfield College, University of London. My wife is Jennifer Platt, Emeritus Professor of Sociology at Sussex. We have one grown-up daughter, and live in Brighton.
Jennifer and I have been involved from the start in the Suss-Ex Club, a new association for former and retired staff of the University of Sussex. We serve on its Steering Committee and for the time being I am the Club's webmaster.
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Postal Address
The contents of this
Home Page are my own responsibility, not that of the University
of Sussex or any of its Units.