Professor Tony Lawrance (Emeritus Professor)
Professor Lawrance came to Warwick in 2004 and became an Emeritus Professor in 2014. Previously he was at the University of Birmingham as head of Statistics & Management Mathematics, after being 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 was Chairman of the West Midlands Group 2005-2015. 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, undertaken 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 hidden 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 two areas, first, exploratory graphics of time series volatility which reveal the form of volatility expression, and second, the representation of some well-known autoregressive financial volatility models by linear autoregressive moving average models of their squared variables with volatile dependent innovations. Research activities are supported by international collaborators from Australia, Canada, France, Hong Kong, India, Japan and USA.
Publications include the following:
Lawrance, A. J. Papamarkou, T. and Uchida, A. (2017). Synchronised laser chaos communication: Statistical investigation of an experimental system. IEEE Journal of Quantum Electronics 53: (2) 1-10.
Lawrance, A. J. (2017). Communicating with Chaos: A Case of Statistical Engineering. Statistical Science 31(4): 568-877.
Papamarkou, T. and Lawrance, A.J. (2014). Nonlinear dynamics of trajectories generated by fully-stretching piece-wise linear maps. International Journal of Bifurcation and Chaos, 24, 145007-11.
Lawrance, A. J. (2013). Exploratory graphics for time series volatility. Journal of the Royal Statistical Society, Series C - Applied Statistics 62(5): 669-686.
Lawrance, A. J. and Papamarkou, T. (2013). Paired Bernoulli circular spreading: attaining the BER lower bound in a CSK setting. Circuits, Systems and Signal Processing 32: 143-166.
Lawrance, A. J. and Balakrishna, N. (2012). Development of product autoregressive models. Journal of the Indian Statistical Association 50: 1-20.
Lawrance, A. J. (2010). Volatile ARMA modelling of GARCH squares. Central European Journal of Economic Modelling and Econometrics 2: 195-203.
Lawrance, A. J., Kaddoum, G., Charge, P. and D Roviras (2010). Chaos communication performance: theory and computation. Circuits Systems and Signal Processing 30: 185-208.
Contact details:
Email: A.J.Lawrance@warwick.ac.uk
Web: http://www.warwick.ac.uk/go/ajlawrance
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