J. Michael Steele

August 2017



  1. The Cauchy-Schwarz Master Class: An Introduction to the Art of Mathematical Inequalities, Cambridge University Press, Cambridge UK and the Mathematical Association of America, Washington DC, 2004.

  2. Stochastic Calculus and Financial Applications, Springer-Verlag, New York, 2001. Paperback Edition, 2010, Kindle Edition 2012.

  3. Probability Theory and Combinatorial Optimization, NSF-CBMS Volume 69, Society for Industrial and Applied Mathematics, Philadelphia, 1997. (SIAM e-book edition, 2012)

    Edited Volumes:

  4. Discrete Probability and Algorithms, Volumes in Mathematics and Its Applications, No. 72, co-edited with D. Aldous, P. Diaconis, and J. Spencer, Springer Publishing, New York, 1995.

  5. Following the Money: Panel Report on International Capital Transactions, Panel Member, National Academy of Sciences, National Research Council Publications, Washington DC, 1994.

  6. Probability and Algorithms: A Panel Report, Co-edited with D. Aldous, National Academy of Sciences, National Research Council Publications, Washington DC, 1992. [Reprinted as Statistical Science, Volume 8, No.1, 1993]

    Articles Scheduled for Publication:

  7. A Central Limit Theorem for Costs in Bulinskaya's Inventory Management Problem When Deliveries Face Delays (with A. Arlotto) to appear in Methodology and Computing in Applied Probabiliy: Special Issue in Memory of Moshe Shaked

    Published Articles:

  8. Scan Statistics: Pattern Relations and Martingale Methods (with V. Pozdnyakov). Handbook of Scan Statistics (J. Glaz, et al editors), Springer Verlag, 2017 ( official link for electronic access)

  9. A Central Limit Theorem for Temporally Non-Homogenous Markov Chains with Applications to Dynamic Programming (with A. Arlotto) Mathematics of Operations Research  41,  (4),  (2016),  1448--1468.

  10. The Bruss-Robertson Inequality: Elaborations, Extensions, and Applications  Mathematica Applicanda 44 (1), (2016) 3--16.

  11. Beardwood-Halton-Hammersley Theorem for Stationary Ergodic Sequences: A Counter-example (with A. Arlotto)   Annals of Applied Probability  26,  (4),  (2016),  2141--2168.

  12. Sequential Selection of a Monotone Subsequence from a Random Permuation (with Peichao Peng) Proceedings of the American Mathematical Society, 144 (11) (2016), 4973--4982.

  13. Quickest Online Selection of an Increasing Subsequence of Specified Size (with A. Arlotto and E. Mossel) Random Structures and Algorithms, 49 (2016) 235--252. 

  14. Buses, Bullies, and Bijections (with V. Posdnyakov) Mathematics Magazine, 89 (2016) 167--176. [MAA Allendoefer Award, 2017]

  15. Euclidean Networks with a Backbone and a Limit Theorem for Minimum Spanning Caterpillars (with P. Jevtic) Mathematics of Operations Research 40 (4) (2015), 992--1004.

  16. Twitter Event Networks and the Superstar Model (with S. Bhamidi and T. Zaman) Annals of Applied Probability 25 (5) (2015), 2462-2502.

  17. Optimal Online Selection of a Monotone Subsequence: A Central Limit Theorem (with A. Arlotto and V.V. Nguyen) Stochastic Processes and Their Applications, 125 (2015) 3596--3622.

  18. Explaining a Mysterious Maximal Inequality --- and a Path to the Law of Large Numbers The American Mathematical Monthly, 122 (2015) 490--494.

  19. Markov Decision Problems where Means Bound Variances (with A. Arlotto and N. Gans) Operations Research 62 (4) (2014) 864 -- 875.

  20. Optimal On-Line Selection of an Alternating Subsequence: A Central Limit Theorem  (with A. Arlotto) Advances in Applied Probability 46 (2) (2014) 536--559.

  21. A Systematic Martingale Construction with Applications to Permutation Inequalities (with V. Pozdnyakov) Journal of Mathematical Analysis and Applications, 407 (2013) 130--140.

  22. On-Line Selection of Alternating Subsequences from a Random Sample (with A. Arlotto, R. Chen, and L. Shepp) Journal of Applied Probability 48 (2011) 1114--1132.

  23. Optimal Sequential Selection of a Unimodal Subsequence of a Random Sequence (with A. Arlotto) Combinatorics, Probability, and Computing (Cambridge University Press) 29 (2011) 799--814.

  24. Bugs on a Budget: Distributed Sensing with Cost for Reporting and Non-Reporting, (with V. Pozdnyakov) Probability in Engineering and Information Science 24 (2010) 525--533.

  25. Convexity Bias in Eurodollar Futures Prices: A Dimension Free HJM Criterion, (with V. Pozdnyakov) Methodology and Computing in Applied Probability 11 (2009), 551--560.

  26. Martingale Methods for Patterns and Scan Statistics, (with V. Pozdnyakov) Chapter 14, Scan Statistics: Methods and Applications, J. Glaz, V. Pozdnyakov, S. Wallenstein, eds., Birkhauser Publishers, Boston, 2008.

  27. Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains, (with V. Pozdnyakov, J. Glaz, and M. Kulldorff) Journal of Applied Probability, 43 (2006), 1--14.

  28. Darrell Huff and Fifty Years of How to Lie with Statistics, Statistical Science, 20 (2005), 205--209.

  29. Random Walks Whose Concave Majorants Have Few Faces, (with Zhihua Qiao), Statistics and Probability Letters, 75 (2005), 97--102.

  30. Exact Expectations of Minimal Spanning Trees for Graphs with Random Edge Weights, (with J.A. Fill), in Stein's Method and Applications, ( A. Barbour and L. Chen, eds.), 169--180, World Publications, Singapore, 2005.

  31. A Martingale Approach to Scan Statistics, (with V. Pozdnyakov, J. Glaz, and M. Kulldorff) Annals of the Institute of Statistical Mathematics 57 (2005), 21--37.

  32. On the Martingale Framework for Interest Rate Futures, (with V. Pozdnyakov) Stochastic Processes and Their Applications, 109 (2004), 69--77.

  33. Itô Calculus, in the Encyclopedia of Actuarial Science (J. Teugels and B. Sundt, editors), John Wiley and Sons, 2004.

  34. The Objective Method: Probabilistic Combinatorial Optimization and Local Weak Convergence, (with David Aldous) in Discrete and Combinatorial Probability, H. Kesten (ed.), Springer-Verlag (2003) 1--72.

  35. Nondifferentiability of Time Constants for First-Passage Percolation in Two-Dimensions, (with Y. Zhang) Annals of Probability, 31 (2003), 1028--1051.

  36. Convexity Bias in the Pricing of Eurodollar Swaps,(with V. Pozdnyakov) Methodology and Computing in Applied Probability 4 (2002), 181--193.

  37. Minimal Spanning Trees for Graphs with Random Edge Lengths,Mathematics and Computer Science II: Algorithms, Trees, Combinatorics and Probabilities, B. Chauvin, Ph. Flajolet, D. Gardy, and A. Mokkadem (eds.), Birkhäuser, Boston, 2002.

  38. The Bohnenblust-Spitzer Algorithm and Its Applications, Journal of Computational and Applied Mathematics, 142 (2002), 235--249.

  39. Formal Probability, In the International Encyclopedia of Social and Behavioral Sciences, 18, 12099--12004, Elsevior Publishing, Amsterdam, 2002.

  40. Probability Theory, In the Encyclopedia of BioStatistics, John Wiley and Sons Publishers, New York, 1998.

  41. Equidistribution in all Dimensions of Worst-case Point Sets for the Travelling Salesman Problem, (with T. L. Snyder), SIAM J. Discrete Mathematics, 8 (1995), 678--683.

  42. A priori Bounds on the Euclidean Travelling Salesman Problem, (with T. L. Synder), SIAM J. Computation, 24 (1995), 665--671.

  43. Variations on the Monotone Subsequence Problem of Erdös and Szekeres, In Discrete Probability and Algorithms (Aldous, Diaconis, and Steele, eds.), 111--132, Springer Publishers, New York, 1995.

  44. Probabilistic Networks and Network Algorithms, (with T. L. Snyder), in Handbook of Operations Research, Vol. VII, Chapter 6, 401--424, North-Holland Publishing Amsterdam, 1995.

  45. Three Statistical Technologies with High Potential in Biological Imaging and Modeling, (with M. Fridman), in Computational Approaches in Molecular Radiation Biology: Monte Carlo Methods, eds. M. Varma and A. Chatterjee, 199--224, Plenum Press, New York, 1994.

  46. General Spacefilling Curve Heuristics and Limit Theory for the Travelling Salesman Problem, (with J. Gao), Journal of Complexity, 10 (1994), 230-- 245.

  47. Sums of Squares of Edge Lengths and Spacefilling Curve Heuristics for the Travelling Salesman Problem, (with J. Gao), SIAM J. Discrete Mathematics, 7 (1994), 314--324.

  48. LeCam's Inequality and Poisson Approximation, The American Mathematical Monthly, 101 (1994), 48--54.

  49. Worst-case TSP Point Sets in All Dimensions and Asymptotic Equidistribution, (with T. L. Snyder), Proceedings of the Sixth Canadian Conference on Computational Geometry, 147--152, 1994.

  50. Transient Behavior of Coverage with Applications to Infinite Server Queues. (with S. Browne), Journal of Applied Probability, 30 (1993), 589--601.

  51. Convex Hulls of Random Walks, (with T. L. Snyder), Proceedings of the American Mathematics Society, 117 (1993), 1165--1173.

  52. Mathematica and Diffusions, (with R. A. Stine), in Economic and Financial Modelling with Mathematica, (Hal Varian, ed.), 192--213, Springer-Verlag, New York, 1993.

  53. Introduction to the Interface of Probability and Algorithms, (with David Aldous) Statistical Science 8 (1993) , 3--9. [reprinted from Probability and Algorithms: A Panel Report, National Academy of Sciences, National Research Council, Board on Mathematical Sciences, Washington D. C., 1--15.]

  54. Probability and Problems in Combinatorial Optimization, Statistical Science 8 (1993), 48--56. [reprinted from Probability and Algorithms: A Panel Report, National Academy of Sciences, National Research Council, Board on Mathematical Sciences, Washington D. C., 109--129.]

  55. Missing Pieces, Derandomization, and Concluding Remarks, Statistical Science 8 (1993), 76--77. [reprinted from Probability and Algorithms: A Panel Report, National Academy of Sciences, National Research Council, Board on Mathematical Sciences, Washington D. C., 175--178.]

  56. Equidistribution of Worst-case Point Sets for the Travelling Salesman and Related Problems, (with T. L. Snyder) Proceedings of the Fourth Annual ACM-SIAM Symposium on Discrete Algorithms, 462--466, ACM Press, New York, 1993.

  57. Asymptotics of Euclidean Minimal Spanning Trees on Random Samples, (with David Aldous). Probability Theory and Related Fields, 92 (1992), 247--258.

  58. A Priori Inequalities for the Euclidean Travelling Salesman Problem, (with T. L. Snyder), Proceedings of the Eight Annual Symposium: Computational Geometry, ACM Press, New York, 1992, 344--349.

  59. Euclidean Semi-matchings of Random Samples, Mathematical Programming, 53 (1992), 127--146.

  60. Applications of Mathematica to Stochastic Calculus, (with R. A. Stine), ASA 1991 Proceedings of the Statistical Computing Section, (1991), 11--19.

  61. Probabilistic and Worst Case Analyses of Classical Problems of Combinatorial Optimization in Euclidean Space, Mathematics of Operations Research, 15 (1990), 749--770.

  62. Worst-Case Greedy Matchings in the Unit Cube, (with T. L. Snyder) Networks, 20 (1990), 779--800.

  63. Seedlings in the Theory of Shortest Paths, in Disorder in Physical Systems: A Volume in Honor of J. M. Hammersley (G. Grimmett and D. Welsh, eds.), Cambridge University Press, 277--306, London, 1990.

  64. Probability and Statistics in the Service of Computer Science: Illustrations Using the Assignment Problem, Special Issue: Statistics Days at Florida State University, Communications in Statistics, 19 (1990), 4315--4329.

  65. A Randomized Data Structure for Ordered Sets, (with J. L. Bentley, F. T. Leighton, M. Lepley, and D. F. Stanat) Advances in Computing Research, 5 (1989), 413--428.

  66. Worst Case Growth Rates of Some Classical Problems of Combinatorial Optimization, (with T. L. Snyder), SIAM Journal of Computation, 18 (1989), 278--287.

  67. Kingman's subadditive ergodic theorem, Annales de l'Institute Henri Poincaré, 25 (1989), 93--98.

  68. Certifying smoothness of discrete functions and measuring legitimacy of images, Journal of Complexity, 5 (1989), 261--270.

  69. Models for managing secrets, Management Science, 35 (1989), 240--248.

  70. ACE guided transformation method for the estimation of the coefficient of soil water diffusivity (with R. DeVeaux), Technometrics, 31 (1989), 91--98.

  71. Efficacy of spacefilling heuristics in Euclidean combinatorial optimization, Operations Research Letters, 8 (1989), 237--239.

  72. Cost of sequential connection for points in space, Operations Research Letters, 8 (1989), 137--142.

  73. Growth rates of Euclidean minimal spanning trees with power weighted edges, Annals of Probability, 16 (1988), 1767--1787.

  74. Probabilistic analysis of a greedy heuristic for Euclidean matching, (with Burgess Davis and David Avis), Probability in the Engineering and Information Sciences, 2 (1988), 143--156.

  75. Data analytic tools for choosing transformations in simple linear regression. (with R. De Veaux), ASA Proceedings in Statistical Computing, (1988), 105--110.

  76. Time and Space Efficient Algorithms for Least Median of Squares Regression (with D. Souvaine), Journal of the American Statistical Association, 82 (1987), 794--801.

  77. Gibbs Measure on Combinatorial Objects and a Dependent Central Limit Theorem for Random Trees, Probability in the Engineering and Information Sciences, 1 (1987), 47--59.

  78. Sharper Wiman inequality for entire functions with rapidly oscillating coefficients, Journal of Mathematical Analysis and Its Applications, 123 (1987), 550--558.

  79. On Frieze's Zeta(3) limit for lengths of minimal spanning trees, Discrete Applied Mathematics, 18 (1987), 99--103.

  80. On the number of leaves of a Euclidean minimal spanning tree, (with L. A. Shepp and W. Eddy), Journal of Applied Probability, 24 (1987), 809--826.

  81. An application of symbolic computation to a Gibbs measure model, Computer Science and Statistics: Proceedings of the 19th Symposium on the Interface (R. M. Heiberger, ed.), (1987), 237--240, American Statistical Association, Alexandria, VA.

  82. Probabilistic algorithm for the directed travelling salesman problem, Mathematics of Operations Research, 11 (1986), 343--350.

  83. Fisher information and detection of a Euclidean perturbation of an independent stationary process, Annals of Probability, 14 (1986), 326--335.

  84. An Efron-Stein inequality for non-symmetric statistics, Annals of Statistics, 14 (1986), 753--758.

  85. Algorithms and complexity for least median of squares regression, (with W. Steiger), Discrete Applied Mathematics, 14 (1986), 93--100.

  86. Boundary domination and the distribution of the largest nearest neighbor link in higher dimensions, (with L. Tierney), Journal of Applied Probability, 23 (1986), 224--228.

  87. Lognormal law for a renormalization chain arising in search theory and the modelling of descent algorithms, Operations Research Letters, 5 (1986), 237--240.

  88. Hasegawa's three point method for determining transient time constants, Japanese Journal of Applied Physics, 25 (1986), 1136--1137.

  89. Arrangement searching and applications to robust regression, American Statistical Association 1986 Proceedings of the Statistical Computing Section, 245--258, American Statistical Association, Washington, DC.

  90. Probabilistic analysis of heuristics, (with R. Karp), The Travelling Salesman Problem: A Guided Tour of Combinatorial Optimization (E. L. Lawler, et. al., eds.), 181--206, Wiley, New York, 1985.

  91. On a characterization question for symmetric random variables, (with A. Feuerverger), Statistics and Probability Letters, 3 (1985), 35--37.

  92. MACSYMA as a tool for statisticians, American Statistical Association 1985 Proceedings of the Statistical Computing Section, 1--4, American Statistical Association, Washington, DC.

  93. Guessing models, Encyclopedia of Statistical Sciences, 3, John Wiley and Sons, (1983), 551--552.

  94. Optimal triangulation of random samples in the plane, Annals of Probability, 10 (1982), 548--553.

  95. Long common subsequences and the proximity of two random strings, SIAM Journal on Applied Mathematics, 42 (1982), 731--737.

  96. Lower bounds for algebraic decision trees, (with A. Yao), Journal of Algorithms, 3 (1982), 1--8.

  97. Steinhaus' geometric location problem for random samples in the plane, (with D. Hochbaum), Advances in Applied Probability, 14 (1982), 56--67.

  98. Optimal sequential selection of a monotone sequence from a random sequence, (with S. Samuels), Annals of Probability, 9 (1981), 937--947.

  99. Subadditive Euclidean functionals and non-linear growth in geometric probability, Annals of Probability, 9 (1981), 365--376.

  100. Fast sorting of Weyl sequences using comparisons, (with M. Ellis), SIAM Journal on Computing, 10 (1981), 88--95.

  101. Long unimodal subsequences: a problem of F. R. K. Chung, Discrete Mathematics, 33 (1981), 223--225.

  102. Complete convergence of short paths in Karp's algorithm for the TSP, Mathematics of Operations Research, 6 (1981), 374--378.

  103. Analysis of a randomized data structure for representing orders sets, (with J. Bentley and D. Stanat), Proceedings of the 19th Allerton Conference on Communication, Control, and Computing, (1981), 364--372.

  104. Optimal strategies for second guessers, (with J. Zidek), Journal of the American Statistical Association, 75 (1980), 596--601.

  105. Sizes of order statistical events of stationary processes, (with D. Rudolph), Annals of Probability, 8 (1980), 1079--1084.

  106. Vector valued subadditive processes and applications in probability, (with N. Ghoussoub), Annals of Probability, 8 (1980), 83--95.

  107. Efron's conjecture on vulnerability to bias in a method for balancing sequential trials, Biometrika, 67 (1980), 503--504.

  108. A counterexample related to a criterion for a function to be continuous, Proceedings of the American Mathematics Society, 79 (1980), 107--109.

  109. Shortest paths through pseudo-random points in the d-cube, Proceedings of the American Mathematics Society, 80 (1980), 130--134.

  110. Random exchanges of information, (with D. Boyd), Journal of Applied Probability, 16 (1979), 657--661.

  111. Hammersley's law for the van der Corput sequence: an instance of probability theory for pseudorandom numbers, (with A. del Junco), Annals of Probability, 7 (1979), 267--275.

  112. Monotone subsequences in the sequence of fractional parts of multiples of an irrational, (with D. Boyd), J. Reine u. Angewante Mathematik, 306 (1979), 49--59.

  113. Catching small sets under flows, (with M. Ellis), Annales de l'Institute Henri Poincaré, 15 (1979), 33--40.

  114. Empirical discrepancies and subadditive processes, Annals of Probability, 6 (1978), 118--227.

  115. Lower bounds for non-parametric density estimation rates, (with D. Boyd), Annals of Statistics, 6 (1978), 932--934.

  116. Growth rates for monotone subsequences, (with A. del Junco), Proceedings of the American Mathematics Society, 71 (1978), 179--182.

  117. Invalidity of average squared error criterion in density estimation, Canadian Journal of Statistics, 6 (1978), 193--200.

  118. Covering finite sets by ergodic images, Canadian Mathematics Bulletin, 21 (1978), 85--91.

  119. Existence of submatrices with all possible columns, Journal of Combinatorial Theory, 24 (1978) 84--88.

  120. Families of sample means converge slowly, Annals of Probability, 5 (1977), 1036--1038.

  121. Limit properties of random variables associated with a partial ordering, Annals of Probability, 5 (1977), 396--403.

  122. Distinct sums over subsets, (with F. Hanson and F. Stenger) Proceedings of the American Mathematical Society, 66 (1977), 179--180

  123. Moving averages of ergodic processes, (with A. del Junco), Metrika, 24 (1977), 35--43.

  124. Limit properties of Luce's choice theory, Journal of Mathematical Psychology, 11 (1974), 124--131.

  125. When successes and failures are independent a compound process is Poisson, American Statistician, 27 (1973), 232.

  126. A Steep Ascent of the Fundamental Theorem of Calculus, Phi Mu Epsilon Journal, 5 (1973), 444.

    Professional Service Articles:

  127. IMS Products and Processes, IMS Bulletin, October 2009, 1--5.

    Doctoral Thesis:

  128. Combinatorial Entropy and Uniform Limit Laws, Ph.d. Thesis, Stanford University, May 1975.

    Book Reviews and Commentaries:

  129. Review of Statistical Methods for Financial Engineering by Bruno R\'emillard, The American Statistician, (to appear) 2014.

  130. Review of Statistical Models and Methods for Financial Markets by T. L. Lai and H. Xing, J. Amer. Statist. Soc. August 2009.

  131. Review of Theoretical and Computational Aspects of Simulated Annealing by P. J. M. van Laarhoven (CWI Tract, Centrum voor Wiskunde en Informatica, Amsterdam), J. Amer. Statist. Soc., 85 (1990), 596--596.

  132. Comment on Poisson Approximation and the Chen-Stein Method, by R. Arratia, L. Goldstein, and L. Gordon, Statistical Science 5 (1990), 403--434.

  133. Review of Elements of Statistical Computing: Numerical Computation by Ronald Thisted (Chapman and Hall), Technometrics, 31 (1989), 482--483.

  134. Review of Non-Uniform Random Variate Generation by Luc Devroye (Springer-Verlag), SIAM Review, 29 (1987), 675--67.

    Technical Reports (not for formal publication):

  135. Refinement of Hardy's Inequality, (with Lech Maligranda)

  136. Girsanov's Theorem: A Class Note Exploiting Real Analytic Continuation, December 2006.

  137. A Bound on LIBOR Futures Prices for HJM Yield Curve Models, (with V. Pozdnyakov), June 2001.

  138. Complexity-Based Tools for Automated Learning, (with T.L. Snyder), August 1991.

  139. Development of Models for Image Generation and Recognition, Technical Report (119 pages), U. S. Army Night-Vision Laboratories, July, 1990.

  140. ATR: theory and practice, Technical Report (94 pages), U. S. Army Night-Vision Laboratories, May, 1989.

  141. Growth rates of minimal spanning trees, Stanford University Department of Statistics Technical Report No. 212.

  142. Red flags on the Houston study, SIMS Working Paper No. 14, Stanford University Department of Statistics Technical Report, 1979.

  143. Maximum mass estimation, (with J. Petkau), Stanford University Department of Statistics Technical Report No. 126, 1979.


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