Haijun Li's Research

Research Interests: Applied Probability, Stochastic Processes, Applications in Reliability and Risks

Current Research Areas:

Multivariate Risk (Multivariate Extremes, Risk Measures and Games)
Topological Dependence (Random Sets, Spatial Reliability Modeling)
High-Dimensional Copulas (Vine Copulas, Copulas with Graph Structure)

Research Group on High-Dimensional Reliability & Risks

Faculty Members: Haijun Li and Jave Pascual

PhD Students: Yin Chan, Yannan Sun, Li Zhu, Peilin Wu

MS Students: Jun Wang, Yi Lu

Research Activities: Our group focuses on reliability theory and risk analysis for large-scale stochastic systems operating in dynamic random environments. From the reliability point of view, we are interested in how local extremal events such as component failure, defects or faults/defaults would evolve into a driving force leading to the system-wide catastrophic failure. From the data analysis point of view, the outer 5 percent are just as important to us as the rest of the data. Our group has currently collaborative research with engineering faculty with interests in nanoelectronics and large-scale supply chain networks. The group has a regular working seminar series in the Fall and Spring semesters of each academic year.

Student information: The group prefers graduate students with solid backgrounds in theoretical mathematics and/or strong computational skills.

Former Students of the Group:

Xiaojun Hou
Tong Han
Charlie Wang
Leona Ding
Mei Tian
Matt Goff
Huajun Zhou
Yunping Zhou

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