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Mathematics
USA
2026

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Mathematics

D-Index
77
Citations
33844
World Ranking
177
National Ranking
103

Research.com Recognitions

  • 2026 - Research.com Mathematics in United States Leader Award
  • 2025 - Research.com Mathematics in United States Leader Award
  • 2019 - Fellow of the American Mathematical Society For contributions to self-similar random processes and their applications to real world phenomena such as diverse internet traffic and hydrology.
  • 1987 - Fellow of John Simon Guggenheim Memorial Foundation

Overview

Murad S. Taqqu is affiliated with Boston University in the United States. The body of research focuses primarily on economics, econometrics, and finance with a significant emphasis on mathematics. Their work explores several subfields, including finance, mathematical physics, applied mathematics, control and systems engineering, and economics and econometrics.

The main topics addressed in their research include stochastic processes and financial applications, financial risk and volatility modeling, stochastic processes and statistical mechanics, mathematical dynamics and fractals, complex systems and time series analysis, advanced mathematical modeling in engineering, and probability and risk models.

Frequent publication venues featuring their work include arXiv (Cornell University), UNC Libraries, Bernoulli, Fractals, and Probability Surveys.

Key recent papers authored or coauthored by Murad S. Taqqu are:

  • Limit theorems for long-memory flows on Wiener chaos, 2020, Bernoulli
  • INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS, 2022, Fractals
  • Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications, 2022, Probability Surveys
  • Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing, 2025, Finance and Stochastics
  • Intermittency and infinite variance: the case of integrated supOU processes, 2021, Electronic Journal of Probability

Frequent collaborators include Mamikon S. Ginovyan, Danijel Grahovac, Nikolai Leonenko, Tomoyuki Ichiba, and Guodong Pang.

Murad S. Taqqu has been recognized by professional societies, having been named a Fellow of the American Mathematical Society in 2019 for contributions to self-similar random processes and their applications to real-world phenomena such as diverse internet traffic and hydrology. In 1987, they were also named a Fellow of the John Simon Guggenheim Memorial Foundation.

Best Publications

  • Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level

    Walter Willinger;Murad S. Taqqu;Robert Sherman;Daniel V. Wilson

  • Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance

    Gennady Samorodnitsky;Murad S Taqqu

  • Long-range dependence in variable-bit-rate video traffic

    J. Beran;R. Sherman;M.S. Taqqu;W. Willinger

  • ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY

    Murad S. Taqqu;Vadim Teverovsky;Walter Willinger

  • Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

    Robert Fox;Murad S. Taqqu

  • Weak convergence to fractional Brownian motion and to the Rosenblatt process

    Murad Taqqu

  • Proof of a fundamental result in self-similar traffic modeling

    Murad S. Taqqu;Walter Willinger;Robert Sherman

  • Convergence of integrated processes of arbitrary Hermite rank

    Murad S. Taqqu

  • A practical guide to heavy tails: statistical techniques and applications

    Robert J. Adler;Raisa E. Feldman;Murad S. Taqqu

  • Self-Similarity in High-Speed Packet Traffic: Analysis and Modeling of Ethernet Traffic Measurements

    Walter Willinger;Murad S. Taqqu;Will E. Leland;Daniel V. Wilson

  • Heavy-tailed probability distributions in the World Wide Web

    Mark E. Crovella;Murad S. Taqqu;Azer Bestavros

  • Self-similarity and heavy tails: structural modeling of network traffic

    Walter Willinger;Vern Paxson;Murad S. Taqqu

  • Wavelets for the Analysis, Estimation, and Synthesis of Scaling Data

    P. Abry;P. Flandrin;M. S. Taqqu;D. Veitch

  • Stock market prices and long-range dependence

    Walter Willinger;Murad S. Taqqu;Vadim Teverovsky

  • Integration questions related to fractional Brownian motion

    Vladas Pipiras;Murad S. Taqqu

  • Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation, and simulation

    Alberto Montanari;Renzo Rosso;Murad S. Taqqu

  • Long-Range Dependence and Self-Similarity

    Vladas Pipiras;Murad S. Taqqu

  • The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics

    Herold Dehling;Murad S. Taqqu

  • Wiener chaos: moments, cumulants and diagrams

    Giovanni Peccati;Murad S. Taqqu

  • Wiener Chaos: Moments, Cumulants and Diagrams : A survey with Computer Implementation

    Giovanni Peccati;Murad S Taqqu

  • Dependence in Probability and Statistics

    Ernst Eberlein;Murad S. Taqqu

Frequent Co-Authors

Gennady Samorodnitsky
Gennady Samorodnitsky Cornell University
Giovanni Peccati
Giovanni Peccati University of Luxembourg
Walter Willinger
Walter Willinger NIKSUN, Inc.
Nikolai N. Leonenko
Nikolai N. Leonenko Cardiff University
Piotr Kokoszka
Piotr Kokoszka Colorado State University
Eric Moulines
Eric Moulines Mohamed bin Zayed University of Artificial Intelligence
Patrice Abry
Patrice Abry École Normale Supérieure de Lyon
Liudas Giraitis
Liudas Giraitis Queen Mary University of London
Ivan Nourdin
Ivan Nourdin University of Luxembourg
Alberto Montanari
Alberto Montanari University of Bologna

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