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Robert Liptser
Doctor of Sci., Professor

 

Personal Data

Date of birth: March 20, 1936
Russian and Israeli Citizen

Degrees

  • Dr.Sci. in Statistics of Random Processes.
    Institute of Control Sciences Academy of Sciences USSR, 1978

  • Ph.D. in Non linear Filtering .
    Department of Electrical Engineering and Cybernetics, Moscow Institute of Physics and Technology, RUSSIA, 1968.

  • Dipl. Diploma in Electrical Engineering form Moscow Aviation Institute, 1959.

  • Dipl. Diploma in Mathematics from Moscow University, 1965.

Experience

(1993 - ) Professor of Department of Electrical Engineering Systems, Tel Aviv University, ISRAEL.
(1990 - 1993) Head of department "Stochastic Dynamic Systems" at Institute for Problems of Transmission Information Academy of Science, Moscow, RUSSIA.
(1970 - 1990) Senior Research Scholar in Institute of "Control Sciences" Academy of Science USSR, , Moscow, RUSSIA.
(1962-1970) Research Scholar in Institute of "Control Sciences" Academy of Science USSR, Moscow, RUSSIA.
(1959 - 1962) Electrical Engineer in Industry, Moscow, RUSSIA.

Teaching Experience

(1993 - ) Professor of Tel Aviv University, ISRAEL.
(1970 - 1993) Moscow Institute of Physics and Technology, RUSSIA.

Visiting Position

(1994, 95,96) Visiting professor at USC, Los Angeles, USA.
(1994, 97) Visiting professor at the Melbourne University, AUSTRALIA.
(1995,96) Visiting professor at Wayne State University, USA.
(1989, 1993 - 96) Visiting professor at University of Padova, ITALY.
(1992) "Ordway" Visitor at Minnesota University in Minneapolis, USA.
(1991) Visiting professor at Israel Institute of Technology, Haifa, ISRAEL.
(1990) Visiting professor at Washington University in St.Louis, USA.
(1988) Visiting professor at Division of Optimization and System Theory Royal Institute of Technology, Stockholm, SWEDEN.
(1999-2001) Visiting Senior Research Fellow at Dept of Mathematics and Statistics, Uni of Melbourne, Melbourne.
(2003-2005) Visiting professor at School of Mathematical Sciences, Monash Uni Melbourne.

Research Interests

  • Nonlinear filtering theory.

  • Application of martingale theory to approximation of stochastic processes and investigation of stochastic dynamic systems.

  • Diffusion approximation in queuing theory.

  • Large and Moderate deviations.

Large and Moderate deviations.