Erol A. Peköz
Professor of Operations and Technology 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 Operations Management and Finance. These include queueing models for congestion in operations, theory of
rare events, Monte Carlo simulation, risk management, and statistical models
for health care provider profiling. His work appears in academic journals such
as Annals of Probability, Bernoulli, Journal of Applied Probability, 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 for Pfizer and the Accenture
Institute for High Performance Business. 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
·
S. Ross, E. Peköz. A
Second Course in Probability, ProbabilityBookstore.com, Boston: May 1, 2007. Read an interview about it here, a
review from the MAA (Mathematical Association of America) here, a review from Choice
Magazine here,
and a review from Amazon here.
·
E. Peköz. The Manager’s Guide to Statistics. ProbabilityBookstore.com, Boston: March 1,
2009. Read a review from The American
Statistician here.
Papers
·
E. Peköz, A. Röllin and N. Ross. Degree asymptotics
with rates for preferential attachment random graphs. Accepted
to appear in Annals of Applied
Probability, 2012.
·
E. Peköz, A. Röllin and N. Ross. Total variation and local
limit error bounds for geometric approximation. Accepted to appear in Bernoulli, 2012.
·
E. Peköz and
A. Röllin. Exponential approximation for
the non-critical Galton-Watson process and for occupation times of Markov
chains. Electronic Journal of Probability, No. 51 (2011), pp. 1381–1393.
·
E. Peköz and A. Röllin. New rates
for exponential approximation and the theorems of Renyi
and Yaglom. Annals of
Probability, Vol.
39 (2011), No. 2, 587–608.
·
M. Shwartz, E. Peköz,
A. Labonte, J. Heineke, and J.D. Restuccia. Bringing Small Area Variations in
Hospitalization Rates Back to the Hospital: The Propensity to Hospitalize Index
– and a Test of Roemer’s Law. Accepted to appear in Medical Care, 2011.
·
M. Shwartz, E. Peköz, J. Burgess, C. Christiansen. Shrinkage estimators
for composite measure of quality conceptualized as a formative construct. Accepted to appear in Health Services Research, 2012.
·
E. Peköz, M. Shwartz, C. Christiansen,
D. Berlowitz. Approximate
models for aggregate data when individual-level data sets are very large or
unavailable. Statistics in Medicine, 29 (2010), pp.
2180–2193.
·
M. Brown, E. Peköz
and S.M. Ross. Some results
for skip-free random walk. Probability
in the Engineering and Informational Sciences, 24 (2010), 1–17.
·
Stolzmann K.L., Meterko M.,
Shwartz M., Young G.J., Peköz E.A., Benzer J.K., Osatuke K., White B. and Mohr D.C. Accounting for Variation in
Technical Quality and Patient Satisfaction: The Contribution of Patient,
Provider, Team and Medical Center. Medical Care, 48 (2010), no. 8, pp. 676
– 682.
·
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. In Stochastic Analysis, Stochastic Systems, and
Applications to Finance, Allanus Tsoi, David Nualart, George Yin,
Editors, 2011..
·
E. Peköz, A. Röllin, V. Cekanavicius and M.
Shwartz. A three-parameter
binomial approximation. Journal of
Applied Probability, 46, no. 4 (2009), 1073-1085.
·
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.
·
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.
·
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.
·
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.
·
M. Brown, E. Peköz and S.M.
Ross. Coupon Collecting. Probability in the Engineering and
Informational Sciences, 22 (2008), pp. 221-229.
·
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.
·
E. Peköz. A Compound Poisson
Approximation Inequality. Journal of Applied Probability, 43 (2006),
no. 1, pp. 282--288.
·
E. Peköz, J. Blanchet. Heavy Traffic Limits via Brownian
Embeddings. Probability in the Engineering and Informational Sciences,
20 (2006), pp. 595-598
·
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.
·
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.
·
E. Peköz and S.M. Ross. Compound random variables. Probability
in the Engineering and Informational Sciences, 18 (2004), no. 4, 473-484.
·
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.
·
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.
·
E. Peköz. Some Memoryless
Bandit Policies. Journal of Applied Probability, 40, 1, March 2003,
pp. 250-256.
·
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.
·
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.
·
E. Peköz and N. Joglekar. Poisson Traffic Flow in a General
Feedback Queue. Journal of Applied Probability, 39, 2002, pp.
630-636.
·
E. Peköz. Optimal Policies for
Multi-server Non-preemptive Priority Queues. Queueing
Systems: Theory and Applications, 42, 2002, pp. 91-101.
·
E. Peköz. Samuelson's Fallacy of Large Numbers
and Optional Stopping. Journal of Risk and Insurance, 2002, Vol. 69,
No. 1, pp. 1-7.
·
E. Peköz and M. Lapre.
Inequalities for Queues with
a Learning Server. Queueing Systems:
Theory and Applications, 37, 2001, pp. 337-347.
·
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.
·
E. Peköz. Ignatov's
Theorem and Correlated Record Values. Statistics and Probability Letters,
43, 1999, pp. 107-111.
·
E. Peköz. On the Mean Number of Refusals in
a Busy Period. Probability in the Engineering and Informational
Sciences, 13, 1999, pp. 71-74.
·
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.
·
E. Peköz. A Note on Reliability Inequalities Via Conditional Inequalities. Journal of Applied
Probability, 36, 1999, pp. 1251-1254.
·
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.
·
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.
·
E. Peköz. Stein's Method for Geometric
Approximation. Journal of Applied Probability, 33, 1996, pp.
707-713.
·
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.
·
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
