(Canadian Citizen)

Department of Mathematical and Statistical Sciences     University of Alberta     Edmonton, Canada      T6G 2G1
Email: mkouritz@math.ualberta.ca       (780) 492-2704      Fax: (780) 492-6826

Professional Summary

University of Alberta, Mathematical Sciences
(July 2002 - present)

Associate Professor
University of Alberta, Mathematical Sciences
(July 1997 - June 2002)

Visiting Professor
Premier Class
Universite Paul Sabatier (France), Laboratoire de Statistique et Probabilities (February 2000)

IMA Industrial Fellow
University of Minnesota and Lockheed Martin
(Sept. 1995 - July 1997)

Research Associate
Carleton University, Mathematics and Statistics
(Jan. 1994 - August 1995)

Visiting Scientist
Universitat Freiburg, Institut fur Mathematische Stochastik
(Jan. - Dec. 1993)

Assistant Professor
University of Waterloo, Electrical Eng.
(Jan. 1991 - Dec. 1992)

Ph.D. awarded May 1991, Electrical Engineering, University of Waterloo, Advisor: Professor Andrew Heunis

Awards, Fellowships, and Grants

Industrial Experience

Teaching Service Student Theses and Projects Education Research

1. M.A. Kouritzin and A.J. Heunis, ``Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter'', J. Multivariate Analysis, 43(1) (1992) pp.58--109.

2. M.A. Kouritzin, ``On almost sure bounds for the LMS algorithm'', IEEE Trans. Inform. Theory IT-40(2), (1994) pp.372--383.

3. M.A. Kouritzin and A.J. Heunis, ``A law of the iterated logarithm for stochastic processes defined by differential equations with a small
parameter'', Ann. Probab 22(2) (1994) pp. 659--679.

4. A.J. Heunis and M.A. Kouritzin, ``Strong convergence in the stochastic averaging principle'', Math. Anal. Appl. 187(1) (1994) pp.134--155.

5. M.A. Kouritzin, ``Inductive methods and rates of rth-mean convergence in adaptive filtering'', Stochastics and Stochastics Reports51 (1994) pp. 241--266.

6. M.A. Kouritzin, ``Parabolic equations with random coefficients'', The IMS Bulletin 24(5) (1995) pp.  462--463.

7. M.A. Kouritzin, ``Strong approximation for cross-covariances of linear variables with long-range dependence'', Stochastic Processes
Appl. 60 (1995) pp. 343--353.

8. M.A. Kouritzin, ``On the convergence of linear stochastic approximation procedures'', IEEE Trans. Inform. Theory IT-42(4) (1996) pp. 1305--1309.

9. M.A. Kouritzin, ``On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables'',  J. Theoretical Probability 9(4) (1996) pp. 811--840.

10. M.A. Kouritzin, ``Averaging for fundamental solutions of parabolic equations'', Journal of Differential Equations 136 (1997) pp. 35--75.

11. K. Kastella, M.A. Kouritzin, and A. Zatezalo, ``A nonlinear filter for altitude tracking'', October 1996 Proceedings of the Air Traffic Control Association  pp.1--5.

12. M.A. Kouritzin, ``Arbitrary order parabolic stochastic partial differential equations with general Hilbert-space-valued noise'',  The IMS Bulletin 26 (1997) pp. 322-323.

13. M.A. Kouritzin, ``Stochastic processes and perturbation problems defined by parabolic equations with a small parameter'', Nonlinear Analysis, Theory, Methods & Applications, 30, (1997) 4089--4099.

14. D.A. Dawson and M.A. Kouritzin, ``Invariance principles for parabolic equations with random coefficients'', Journal of Functional Analysis 149 (2) (1997) pp. 377-414.

15. M.A. Kouritzin, ``On exact filters for continuous signals with discrete observations'', IEEE Trans. on Auto Contr., AC-43 (1998) pp. 708--715.

16. M.A. Kouritzin, ``Approximations for singularly-perturbed parabolic equations of arbitrary order'', Nonlinear Studies  7 (2) (2000) pp 179--210.

17. M.A. Kouritzin and D. Li, ``On explicit solutions to stochastic differential equations'', Stochastic Analysis and Applications, 18 (4), (2000), 571--580.

18. M.A. Kouritzin, ``Exact infinite dimensional filters and explicit solutions'', in  Stochastic Models Eds. Luis G. Gorostiza and B. Gail Ivanoff (2000) 265--282.

19. D.J. Ballantyne, H.Y. Chan, and M.A. Kouritzin, ``A novel branching particle method for tracking'', in  Signal and Data Processing of Small Targets 2000, Proceedings of SPIE, 4048  (2000) Ed. Oliver E. Drummond 277--287.

20. D. Blount and M.A. Kouritzin, ``Holder continuity for spatial and path processes via spectral analysis'', Probability Theory and Related Fields 119 (2001), 589--603.

21. D.J. Ballantyne, J. Hoffman, and M.A. Kouritzin, ``Practical applications of a branching particle-base filter'', in Signal Processing, Sensor Fusion, and Target Recognition X 2001, Proceedings of SPIE 4380 (2001) Ed. I. Kadar 253--260.

22. H.Y. Chan, and M.A. Kouritzin, ``Particle filters for combined state and parameter estimation'', in  Signal Processing, Sensor Fusion, and Target Recognition X 2001, Proceedings of SPIE, 4380 (2001) Ed. I. Kadar 244--252.

23. K. Fleischmann and M.A. Kouritzin, ``Flexible efficient branching particle tracking algorithms and implementation'', US Patent Application Seriel Number 09/879210, filed by Lockheed Martin corp. June 13, 2001, 20 pages.

24. P. Del Moral, M.A. Kouritzin, and L. Miclo, ``On a class of discrete generation interacting paricle systems'', Electronic Journal of Probability , Vol. 6 (2001) Paper no. 16, 1-26.

25. D.J. Ballantyne, H.Y. Chan, and M.A. Kouritzin, ``A branching particle-based nonlinear filter for multi-target tracking'', Distributed Tracking I, Fusion2001, WeA2 }(2001) Ed. J. Llinas 3--10.

26. M.A. Kouritzin and H. Long, ``Convergence of Markov chain approximations to stochastic reaction diffusion equations'', to appear in Annals of Applied Probability, 31 pages.

27. M.A. Kouritzin, B. Remillard, and C.P. Chan, ``Parameter estimation for filtering problems with stable noise'', Target Tracking III, Fusion 2001, WeB1 (2001) Ed. P. Valin, 27--30.

28. M.A. Kouritzin, H. Long, and W. Sun, ``Nonlinear filtering for diffusions in random environments'', to appear in Journal of Theoretical Probability.

29. M.A. Kouritzin, H. Long, and W. Sun, ``On Markov chain approximations to semilinear partial differential equations driven by Poisson measure noise'', to appear in Stochastic Analysis and Applications.

30. W. Bauer, S. Kim, and M.A. Kouritzin, ``Continuous and discrete space particle filters for predictions in acoustic positioning'', to appear in 2002 Proceedings of SPIE

31. D.J. Ballantyne, M.A. Kouritzin, H. Long, and W. Sun ``Discrete-space particle filters for reflecting diffusions'', to appear in Proceedings of 2002 IEEE Aerospace Conference.

30. D.J. Ballantyne, and M.A. Kouritzin,  ``Weighted-Interacting particle-based nonlinear filters'', to appear in Signal Processing, Sensor Fusion, and Target Recognition XI, 2002 Proceedings of SPIE.

Have written eighteen review articles for the AMS Mathematical Reviews.

Edit and Contribute to the MITACS_PINTS Bulletin and Phase End Reports

Selection of Invited Lectures

1. `Hidden in the Noise: Tracking and Prediction in Complex Systems', Pattern Recognition and Prediction, CASCON2002, Toronto, October 2002.

2. `Workable approximations for stochastic reaction-diffusions', CMS Summer meeting, Laval June 2002.

3. `Continuous and Discrete State Filters', Workshop on Spatially Distributed and Hierarchically Structured Stochastic Systems, Organizers: D. Dawson, K. Fleichmann, A. Greven, A. Wakolbinger, CRM, April 2002.

4. ``Continuous and Discrete Space Particle Filters'', Particle Systems and Filtering Workshop, Paris VI, Organizers: Pierre Del Moral, Jean Jacod, and Rene Carmona, June 2001.

5. ``Particle Filters'', Probability Days, Carleton University, Organizers: M. Csorgo and D. Dawson, April 2001.

6. ``Particle Filters'', Workshop on Nonlinear Filtering Methods for Tracking, Wright-Patterson Air Force Base, Dayton Ohio, Organizers = Stan Musak and Keith Kastella, February 2001.

7. ``Holder continuity in spatial processes'', University Paul Sabatier, February 2000.

8. ``A Perspective on Filtering Theory'', Department of Mathematics and Statistics, Arizona State University, Tempe, April 1999.

6. ``Weak invariance principles for parabolic equations with random coefficients'', Canadian Mathematical Society winter meeting, Kingston, December 1998.

9. ``Convolution in Filtering'', Technical University, Berlin, July 1998.

10. ``Arbitrary order parabolic stochastic partial differential equations with general Hilbert-space-valued noise'', Institute for Mathematical Statistics Annual Meeting, Park City, Utah, July 30, 1997.

11. ``Stochastic processes defined by parabolic equations with a small parameter'', The Second World Congress of Non-linear Analysts, Athens, Greece, July 16, 1996.

12. ``Parabolic equations with random coefficients'', {\em New Researchers in Statistics and Probability} meeting of the Institute of Mathematical Statistics, Kingston, Canada, July 7, 1995.

13. ``Rates of convergence and design considerations for on-line parametric inference'', Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada, January 25, 1995.

14. ``Law of the iterated logarithm results in sequential methods of statistical inference'', Statistics Society of Canada, Ottawa, March 4, 1994.

15. ``On inferring almost-sure invariance principles for linear stochastic adaptive algorithms'' in Workshop Uber Mathematische Statistik, Universitat Freiburg, Germany, July 3, 1993.

Additional invited lectures

McGill University, Montreal (2001)
MITACS Annual General Meeting, Toronto (2000)
International Conference on Stochastic Models, Ottawa (1998)
Mathematics Department, Wayne State University, Detroit (1997)
International Conference on Asymptotic Methods in Probability and Statistics, Ottawa (1997)
LORAL Defense Systems-Eagan (1996)
Electrical and Electronic Eng., Imperial College, England (1995)
Laboratory for Research in Statistics and Probability, Ottawa, Canada; Mathematics and Statistics
The University of Kansas, Lawrence; Applied Mathematics
University of Waterloo, Waterloo, Canada
Mathematics and Statistics, Queen's University, Kingston, Canada
Electrical and Computer Eng., University of Waterloo