Professor Tony Lawrance (Emeritus Professor)
Professor Lawrance came to Warwick in 2004, after being at the University of Birmingham as head of Statistics & Management Mathematics, and previously as Reader, Senior Lecturer and Lecturer in Statistics. He has served as a Vice-President of the Royal Statistical Society and Honorary Secretary of its Research Section and is currently Chairman of the West Midlands Group. He is a fellow of the American Statistical Association and an elected member of the International Statistical Institute.
Tony Lawrance’s PhD research was on stochastic point processes for computer failure analysis while lecturing at the University of Leicester and then at the IBM New York Research Center. Subsequent research areas have included non-Gaussian time series, stochastic hydrology, likelihood theory, statistical diagnostics and statistical modelling in automotive engine management. Current research is concerned mainly with two areas, firstly with the statistical and chaotic aspects of synchronized laser-based communication modelling. This is an engineering area where statistical theory can be developed and leveraged to achieve optimum performance. Binary signals are embedded securely in laser transmissions with the receiver using a remotely synchronized laser and a likelihood decoder. His second current area of research is in the statistical analysis and nonlinear modelling of financial time series. Current work covers exploratory graphics of time series volatility and the representation of some well-known financial models by models with volatile autoregressive linear structure. Research activities are supported by international collaborators from Australia, Canada, France, Hong Kong, India, Japan and USA.
Recent publications include the following:
Fifteen minutes of statistical fame: unexpected statistics in the House of Commons and in the media, Significance, June 2006, 81-84.
Performance analysis and optimization of multi-user differential chaos-shift-keying communication systems, with J Yao. IEEE Transactions on Circuits and Systems –I: Regular Papers (2006), 53, 9, 2075-2091.
Sensitive parameter dependence of autocorrelation functions in piece-wise linear maps, with A L Baranovski, Int. J. Bifurcation and Chaos, (2007) 17, 4, 1185-1197.
Likelihood-based demodulation in multi-user chaos shift keying, with J. Yao. Circuits, Systems and Signal Processing (2008), 27, 847-864.
Statistical dependency in chaos, with N. Balakrishna, Int. J. Bifurcation and Chaos 18, Nov.2008,3207-3219.
Chaos communication performance: theory and computation, with G. Kaddoum, P Chargé, and D Roviras, Circuits, Systems and Signal Processing (2010), 30, 185-208.
Volatile ARMA modelling of GARCH squares, Central European Journal of Economic Modelling and Econometrics, (2010) 2-3, 195-203.
Professor AJ Lawrance
Dept of Statistics
University of Warwick
Coventry, CV4 7AL
Tel: +44 (0)24 7615 0476
Fax: +44 (0)24 7652 4532