Erol A. Peköz
Associate Professor
of Operations Management
Boston University School of Management
Contact Information
Erol A. Peköz
595 Commonwealth Avenue, Room 607
Boston, MA 02215
Phone: (617) 353-2676, Fax: (617) 353-4098
Email: pekoz@bu.edu
Profile
Erol Peköz
has a BS degree from Cornell University, and MS and Ph.D degrees in Operations Research from University of
California, Berkeley. Working in the areas of applied probability and
statistics, Professor Peköz studies stochastic
problems in Finance and Operations Management. These include queueing models for congestion in operations, theory of
rare events, Monte Carlo simulation, risk management, and statistical models
for health care provider quality-of-service profiling. His work appears in
academic journals such as Journal of Applied Probability, Statistics and
Probability Letters, Queueing Systems: Theory and
Applications, Probability in the Engineering and Informational Sciences,
Medical Care, and Statistics in Medicine. He has conducted research
funded by the Department of Health and Human Services, Agency for Healthcare
Research and Quality, the Robert Wood Johnson Foundation, and the Veterans
Health Administration. He has also worked as a consultant. Professor Peköz has also taught on the faculty at Harvard, UCLA and
also at UC Berkeley, where he received an award for outstanding
instruction. At Boston University he was
awarded the Broderick Prize for Teaching.
Books
Papers
1.
E. Peköz
and A. Röllin. New rates for exponential
approximation and the theorems of Renyi and Yaglom. Under Review.
2.
E. Peköz, M.
Shwartz, C. Christiansen, D. Berlowitz. Approximate
Bayesian models for aggregate data when individual-level data is confidential
or unavailable. Under Review.
3.
M. Brown, E. Peköz and S.M. Ross. Finding expectations of monotone
functions of binary random variables by simulation, with applications to
reliability, finance, and round robin tournaments. Under Review.
4.
E. Peköz,
A. Röllin, V. Cekanavicius and
M. Shwartz. A
three-parameter binomial approximation. To
appear, Journal of Applied Probability.
5.
M. Brown, E. Peköz and
S.M. Ross. A Random Permutation Model
Arising in Chemistry. Journal
of Applied Probability, 45
(2008), no. 4, pp. 1060-1070.
6.
E. Peköz, S. Ross, S. Seshadri. How Nearly Do Arriving Customers
See Time-Average Behavior? Journal of
Applied Probability, 45 (2008), no. 4, pp. 963-971.
7.
E. Peköz,
S. Ross. Relating Customer and Time
Averages Using ‘Forward’ Coupling From the Past. Journal of Applied Probability, 45 (2008), no. 2,
pp. 568-574.
8.
M. Shwartz, J.Ren, E. Peköz, X.Wang, A. Cohen, J.Restuccia . Estimating a Composite Measure of
Hospital Quality from the Hospital Compare Database: Differences When Using a
Bayesian Hierarchical Latent Variable Model versus Denominator-Based Weights. Medical
Care, Volume 46, Number 8, August 2008, pp. 778-785.
9.
M. Brown, E. Peköz and S.M. Ross. Coupon Collecting. Probability in the Engineering and
Informational Sciences, 22 (2008), pp. 221-229.
10.
S. Ziya, H. Ayhan, R. Foley, E. Peköz. A Monotonicity
Result for a G/GI/c Queue with Balking or Reneging. Journal of Applied
Probability, 43 (2006), no. 4, pp. 1201-1205.
11.
E. Peköz. A Compound Poisson
Approximation Inequality. Journal of Applied Probability, 43 (2006),
no. 1, pp. 282--288.
12.
E. Peköz, J.
Blanchet. Heavy Traffic Limits via
Brownian Embeddings. Probability in the Engineering and Informational
Sciences, 20 (2006), pp. 595-598
13.
M. Shwartz, A. Ash, E. Peköz. Risk
Adjustment and Risk-Adjusted Provider Profiles. Journal of Healthcare
Technology and Management, Volume 7, Number 1-2 (2006), pp. 15 - 42.
14. M. Shwartz, E. Peköz, M. Posner, J. Restuccia, L. Iezzoni. Do Variations in Disease
Prevalence Limit the Usefulness of Population-Based Hospitalization Rates For
Studying Variations in Hospital Admissions? Medical Care.
43(1):4-11, January 2005.
15. E. Peköz and S.M. Ross. Compound random variables. Probability
in the Engineering and Informational Sciences, 18 (2004), no. 4, 473-484.
16. E. Peköz. Samuelson's Fallacy of Large Numbers
and Optional Stopping. Article
reprinted in Paul A.Samuelson: Critical
Assessments of Contemporary Economists, John Cunningham Wood and Michael McLure (eds.), New York: Routledge,
2004.
17. E. Peköz, R. Righter, and C. Xia. Characterizing Losses During Busy Periods in Finite Buffer Systems. Journal
of Applied Probability, 40, 1, March 2003, pp. 250-256.
18.
E. Peköz. Some Memoryless
Bandit Policies. Journal of Applied Probability, 40, 1, March 2003,
pp. 250-256.
19.
Ash, M. Shwartz, and E. Peköz. Comparing Outcomes Across Providers. LI. Iezzoni,
ed. Risk Adjustment for Measuring Health Care Outcomes, 3rd
edition. Health Administration
Press, Chicago, IL, 2003.
20.
E. Peköz, M.
Shwartz, L. Iezzoni, A. Ash, M. Posner, J. Restuccia. Comparing the Importance of
Disease Rate vs. Practice Style Variations in Explaining Small Area Variations
in Hospitalization Rates for Two Respiratory Conditions. Statistics in
Medicine, Vol 22, 2003, pp. 1775-1786.
21.
E. Peköz and
N. Joglekar. Poisson Traffic Flow in a General
Feedback Queue. Journal of Applied Probability, 39, 2002, pp.
630-636.
22.
E. Peköz. Optimal Policies for
Multi-server Non-preemptive Priority Queues. Queueing
Systems: Theory and Applications, 42, 2002, pp. 91-101.
23.
E. Peköz. Samuelson's Fallacy of Large Numbers
and Optional Stopping. Journal of Risk and Insurance, 2002, Vol. 69,
No. 1, pp. 1-7.
24.
E. Peköz and
M. Lapre. Inequalities for Queues with a
Learning Server. Queueing Systems:
Theory and Applications, 37, 2001, pp. 337-347.
25.
E. Peköz. More on Using Forced to Idle Time
to Improve Performance in Polling Models. Probability in the Engineering
and Informational Sciences, 13, 1999, pp. 489 - 496.
26.
E. Peköz. Ignatov's
Theorem and Correlated Record Values. Statistics and Probability Letters,
43, 1999, pp. 107-111.
27.
E. Peköz. On the Mean Number of Refusals in
a Busy Period. Probability in the Engineering and Informational
Sciences, 13, 1999, pp. 71-74.
28.
E. Peköz and
S.M. Ross. Mean Cover Times for
Coupon Collecting and Star Graphs. In Advances in Applied Probability
and Stochastic Processes, Academic Publishers, Boston, January 1999.
29.
E. Peköz. A Note on Reliability Inequalities Via Conditional Inequalities. Journal of Applied
Probability, 36, 1999, pp. 1251-1254.
30.
E. Peköz and
S.M. Ross. Estimating the Mean
Cover Time for a Semi-Markov Process Via Simulation.
Probability in the Engineering and Informational Sciences, 11, 1997, pp.
267-271.
31.
S. Hershkorn,
E. Peköz, and S.M. Ross. Policies without Memory for the
Infinite-Armed Bernoulli Bandit under the Average-Reward Criteria. Probability
in the Engineering and Informational Sciences, 10, 1996, pp. 21-28.
32.
E. Peköz. Stein's Method for Geometric
Approximation. Journal of Applied Probability, 33, 1996, pp.
707-713.
33.
E. Peköz and
S.M. Ross. A Simple
Derivation of Exact Reliability Formulas for Linear and Circular Consecutive k-of-n:F Systems. Journal of Applied Probability, 32,
1995, pp. 554-557.
34.
E. Peköz and
S.M. Ross. Improving Poisson
Approximations. Probability in the Engineering and Informational
Sciences, 8, 1994, pp. 449-462.
Links
·
Operations
Management Department
·
Center
for Information and Systems Engineering (CISE)
·
Institute
for Operations Research and the Management Sciences (INFORMS)
·
My CV
