Behrouz Fathi Vajargah
Faculty: Faculty of Mathematical Sciences
Department: Department of Statistics
University of Guilan
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Behrouz Fathi Vajargah
Academic Rank:

Professor

Faculty:

Faculty of Mathematical Sciences

Department:

Department of Statistics



Profile :: Education :: Publications :: Courses :: CV :: Contact


Later On!



Post Doctoral in Parallel Computing (2003),University of Reading, Department of Computer Sciences, Reading, UK.

PhD in Parallel Monte Carlo Algorithms for Matrix computations(2002), University of Reading, Department of Computer Sciences, Reading, UK.

MSc in Probability and Statistics (1988), School of Mathematics and Computer Sciences, University of Tarbiat Moalem.

BSc in Mathematics (1992), School of Mathematics and Computer Sciences, University of Kerman (Shahid Bahonar).



 1. B Fathi-Vajargah, S Ghasemalipour, Simulation of a random fuzzy queuing system with multiple servers, Journal of Contemporary Mathematical Analysis 51 (2), 103-110, 2016.

2. B Fathi- Vajargah, R Asghari, A Novel Pseudo-Random Number Generator for Cryptographic Applications , Indian Journal of Science and Technology 9 (6), 2016.

3. M. Navidi, B. Fathi-Vajargah, On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk, Applied Mathematical Modelling, 40, 1506–1513, 2016

4. B. Fathi-Vajargah, A. Asghari, A Modification on the Choatic Linear Congurational Generator, Journal of Applied Sciences, Accepted for publication, 2015.

5. B. Fathi-Vajargah, A. Asghari, Implementation of chaotic Linear Congruential Generator for Message Encryption, The Journal of Nonlinear Science and Application, Accepted for publication, 2016

6. B. Fathi-Vajargah, A. Asghari, A Pseudo Random Number Generator based on Chaotic Henon Map Generator, journal of mechatronic Electrical and Computer, Accepted for publication, 2014

7. B. Fathi-Vajargah, T. Amiri, Improving Niederreiter Quasi Random Numbers Generator in Simulation and Estimating High-dimensional Integrals, World Applied Programming, (60-67) 2015

8. H. Safari-Katesari, B. Fathi-Vajargah, Testing Adverse Selection Using Frank Copula Approach in Iran Insurance Markets, Journal of mathematics and computer Science, (154-158) 2015

9. B. Fathi-Vajargah, S. Ghasemalipour, Some results on queuing system with multiple servers via random fuzzy approach, Journal of Contemporary Mathematical Analysis, Accepted for publication, 2015.

10. B. Fathi-Vajargah, S. Ghasemalipour, Random fuzzy inventory model with fuzzy interarrival times and demands based on fuzzy simulation, Caspian Journal of Applied Sciences Research, (18-23) 2014.

11. B. Fathi-Vajargah, S. Ghasemalipour, The average chance simulation of busy time in random fuzzy queuing system with multiple servers, Annals of Fuzzy Mathematics and Informatics, (871-879) 2015

12. B. Fathi-Vajargah, A. AL-Zadeh, Reduction error in Asian option pricing based on partition Monte Carlo method, Math. Finance Lett., 2014

13. B. Fathi-Vajargah, P. Hasanalipour, A novel multivariate generalized skewnormal distribution with two parameters BGSNn,m(λ1,λ2), Journal of Applied Mathematics, Statistics and Informatics, JAMSI, 2014

14. B. Fathi-Vajargah, A. Jahanbin, A way for low ranking matrices and its stochastic computations using Monte Carlo method, Journal of Applied Mathematics, Statistics and Informatics, JAMSI,2014

15. B. Fathi-Vajargah, S. Ghasemalipour, Improving the Minimum of Long-term Expected Cost in Fuzzy Renewal Process based on Fuzzy Simulation with Halton Sequence, World Applied Programming, (1-7) 2014

16. B. Fathi-Vajargah, H. Khoshkar-Fashtomi, Monte Carlo Simulation for Interpreting, Improved Time Points of a Given Point Process Using Conditional Intensity Function, Gen. Math. Notes, (104-113) 2014

17. B. Fathi-Vajargah, A. AL-Zadeh, On the efficiency of partition pseudo random number generated in integral estimation, Eng. Math. Lett, 2014

18. B. Fathi-Vajargah, M. Khanalinia, A new generalized skew-normal distribution based on three Parameters, The Journal of mathematics and computer Science, 2014

19. B. Fathi-Vajargah, S. Ghasemalipour, Some Application of Random Fuzzy Queuing System Based On Fuzzy Simulation, International Journal of Mathematical Computational Science and Engineering, 2014

20. B. Fathi-Vajargah, H. Khoshkar-Fashtomi, On simulating point processes based on efficient algorithms, World appl. programming, (124-131) 2014

21. B. Fathi-Vajargah, H. Khoshkar-Fashtomi, Simulating of Poisson point process using conditional intensity function (Hazard function), International Journal of Advanced Statistics and Probability, (34-41) 2014

22. B. Fathi-Vajargah, M. Gharehdaghi, Improvement of Fuzzy Image Contrast Enhancement Using Simulated Ergodic Fuzzy Markov Chains, Mathematical Problems in Engineering, 2014

23. B. Fathi-Vajargah, M. Gharehdaghi, Reducing Periodicity of Fuzzy Markov Chains Based on Simulation Using Halton Sequence, Communications in Statistics - Simulation and Computation, (2169-2175) 2015

24. B. Fathi-Vajargah, A. Eskandari Chechaglou, New modified scrambled Faure
Sequences, Communications in Statistics - Simulation and Computation, 2014

25. B. Fathi-Vajargah, H. Khoshkar-Fashtomi, Simulating Nonhomogeneous Poisson Point Process Based on Multi Criteria Intensity Function and Comparison with its Simple Form, Journal of mathematics and computer Science, (133-138) 2014.
26. B. Fathi-Vajargah, R. Asghari, Simulation Method for Solving Stochastic Differential Equations with Constant Diffusion Coefficients, Journal of mathematics and computer Science, (28-32) 2014

27. B. Fathi-Vajargah, M. H. Gholizadeh, The effective Factors in Risk ClassifIcation of Personal Insurance Customers and its Application in Insurance-Businesses of Companies Insurance, Interdisciplinary, JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS, 2013

28. B. Fathi-Vajargah, F. Mehrdoust, A Robust and Accurate Quasi-Monte Carlo Algorithm for Estimating Eigenvalue of Homogeneous Integral quations, Hindawi Publishing Corporation, ISRN Computational Mathematics, 2013

29. B. Fathi-Vajargah, A. Eskandari Chechaglou, Optimal Halton Sequence via Inversive Scrambling, Communications in Statistics -Simulation and Computation, (476-484) 2013

30. B. Fathi-Vajargah, F. Farsi, The generation extinction time and the estimation of the mean using Monte Carlo method in Galton-Watson geometric offspring distribution, Advances in Computer Science and its Applications (ACSA), (382-385) 2013

31. B. Fathi-Vajargah, S. Ghasemalipour, Some applications of random fuzzy alternating renewal processes based on fuzzy simulation, Journal of Fuzzy Set Valued Analysis, (1-8) 2013

32. B. Fathi-Vajargah, P. Hasanalipour, Introducing a Novel Bivariate Generalized Skew-Symmetric Normal Distribution, Journal of mathematics and computer Science, (226-271) 2013

33. M. Moradi, B. Fathi-Vajargah, B.Daneshian, Z.Vahedipour, Poisson Mixed distributions in the branching processes Simulation, Advances in Computer Science and its Applications (ACSA), (267-270) 2012

34. B. Fathi-Vajargah, E.Radmoghaddam, Optimal Faure sequence via mix Faure with the best scrambling schemes, Advances in Computer Science and its Applications (ACSA), (306-314) 2012

35. B. Fathi-Vajargah, S. Peyk, Two-parameter generalized skew-normal distributions, Advances in Computational Mathematics and its Applications (ACMA), (222-226) 2012

36. B. Fathi-Vajargah, S. Osouli, Simulating skew normal distribution and improving the results, Advances in Computational Mathematics and its Applications (ACMA), (183-188) 2012

37. B. Fathi-Vajargah, A. Heydari-Harzavily, Random Numbers and Monte Carlo Approximation In Fuzzy Riemann Integral, The Journal of Mathematics and Computer Science, (93-101) 2012

38. B. Fathi-Vajargah, M. Moradi, Simulation branching processes by mixing Distributions, Journal of the Applied Mathematics, Statistics and Informatics, (JAMSI), 2012

39. B. Fathi-Vajargah, M. Moradi, M. Kanafchian, Monte Carlo optimization for reducing the condition number of ill conditioned matrices, Advances in Computational Mathematics and its Applications (ACMA), (169-173) 2012

40. B. Fathi-Vajargah, R. Javadzadeh Moghtader, P-quasi Random Number Generators for Obtaining Stochastic Integrals, Advances in Information Technology and Management (AITM), (207-215) 2012.

41. B. Fathi-Vajargah, S. Darjazi, Application of Newton-Raphson Algorithm in Common Random Numbers for Finding the Optimal Solution in Simultaneous Perturbation Stochastic Approximation, World Applied Programming, (68-72) 2015

42. B. Fathi-Vajargah, A. Heydari-Harzavily, Sketching the Graph of Fuzzy Riemann Integral Based on α− Level Sets, Advances in Information Technology and Management (AITM), (229-232) 2012


43. Aghaeirad, B. Fathi-Vajargah, M. Afzali, Security and privacy issues of modern banking services in Iranian banks, Advances in Computer Science and its Applications, 2012.

44. Fathi-Vajargah, M. Moradi, DIAGONAL SCALING OF ILL-CONDITIONED MATRIXES BY GENETIC ALGORITHM, Journal of Applied Mathematics, Statistics and Informatics, 2012.

45. Fathi-Vajargah, M. Gharehdaghi, H. Masoumi, STATIONARY DISTRIBUTION OF FUZZY MARKOV CHAINS USING DIFFERENT QUASI-RANDOM SEQUENCES, International Journal of Applied Mathematics (739-747) 2012

46. H. Masoumi, B. Fathi-Vajargah, Study on Behavior of Fuzzy Markov Chains, Advances in Computer Science and its Applications, 2012.

47. B. Fathi-Vajargah, S. Ghasemalipour, T-age Replacement Policy in Fuzzy Renewal Reward Processes, The Journal of Mathematics and Computer Science, (402-410) 2012

48. B. Fathi-Vajargah, M. Moradi, A new approach on discrete time and period dependent branching process, International Journal of Applied Mathematics and Computation, (49-56) 2012

49. B. Fathi-Vajargah, F. Mehrdoust, MODIFIED BROWNIAN MOTION SIMULATION AND CALCULATING ITÔ AND STRATONOVICH INTEGRALS, Journal of the Applied Mathematics, Statistics and Informatics, 2011

50. B. Fathi-Vajargah, M. Gharehdaghi, Ergodicity of Fuzzy Markov Chains Based on Simulation Using Halton Sequences, The Journal of Mathematics and Computer Science, (380-385) 2012

51. B. Fathi-Vajargah, M. Moradi, Branching Process With Dependent Periods And Its Application For Calculating Of Fibonacci Sequence, Australian Journal of Basic and Applied Sciences, (2002-2006) 2011

52. B. Fathi-Vajargah, M. Moradi, Monte Carlo Simulation for Period Dependent Branching Process, Australian Journal of Basic and Applied Sciences, (3146-3148) 2011

53. B. Fathi-Vajargah, M. Moradi, Period dependent branching process and its applications in epidemiology, Infection, Genetics and Evolution, (1225-1228) 2011

54. B. Fathi-Vajargah, F. Mehrdoust, Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest, Eigenpairs of Generalized Eigenvalue Problem, Hindawi Publishing Corporation Advances in Numerical Analysis, 2011

55. B. Fathi-Vajargah, F. Mehrdoust, New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue, International Journal of Computer Mathematics, (E41-E58) 2011

56. B. Fathi-Vajargah, F. Mehrdoust, Quasi Monte Carlo algorithm for computing smallest and largest generalized eigenvalues, ANZIAM Journal, (41-58) 2011

57. B. Fathi-Vajargah, M. Moradi, Branching Process with Delay at Reproduction Periods, Far East Journal of Theoretical Statistics, (141-151) 2010

58. B. Fathi-Vajargah, M. Kanafchian, A NEW EFFICIENT STOCHASTIC ALGORITHM FOR OPTIMIZATION PROBLEMS AND ITS IMPROVEMENT, Journal of Applied Mathematics, Statistics and Informatics, 2010

59. B. Fathi-Vajargah, F. Mehrdoust, K. Fathi, ON COMPUTING DOMINANT EIGENPAIR BY MARKOV CHAIN MONTE CARLO METHOD, Journal of Applied Mathematics, Statistics and Informatics, 2010

60. B. Fathi-Vajargah, M. Moradi, Three classifications on branching processes and their behavior for finding the solution of nonlinear integral equations, Mathematical Modelling and Analysis, (371-381) 2010

61. B. Fathi-Vajargah, F. Mehrdoust, Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair, Computer Science Journal of Moldova, 2010

62. B. Fathi-Vajargah, M. Gharehdaghi, New efficient gradient Monte Carlo algorithm for solving linear systems and its improvement, International Journal of Applied Mathematics, (561-571) 2009

63. B. Fathi-Vajargah, M. Gharehdaghi, A new gradient Monte Carlo algorithm for inverting matrix, International Journal of Applied Mathematics, 2009

64. Fathi-Vajargah, B., Fathi-Vajargah, K., Parallel Monte Carlo Methods With Compressed Data for Solving Linear Systemes, International Journal of Applied Mathematics , Vol 17, No. 2, 127-135 , 2005

65. Fathi-Vajargah, B., Sharifdoost, M., Monte Carlo simulation in Statistical Inferences and Finding the Parameters, Int. J. Appl. Math.,Vol. 19, No. 3, ٢٣٩ - ٢٤٦, 2006

66. Fathi-Vajargah, B., Moradi, M., SOLVING NON LINEAR FREDHOLM DIFFERENTIAL INTEGRAL EQUATIONS BY MONTE CARLO METHOD INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS, VOL 19; NUMB 4, pages 411-422, 2006

67. Fathi-Vajargah, B., Fathi-Vajargah, K., Parallel Monte Carlo Computations for Solving SLAE with Minimum Communications, Applied Mathematics and Computation, Vol 183, 1–9, 2006

68. Fathi-Vajargah, B., Moradi, M., Monte Carlo Algorithms for Solving Fredholm Integral Equations and Fredholm Differential Integral Equations, Applied Mathematical Sciences, Vol. 1, no. 10, 463 – 470, 2007

69. Fathi-Vajargah, B., A way to obtain Monte Carlo matrix inversion with minimal error , Applied Mathematics and Computation, vol. 191, 225–233, 2007

70. Fathi-Vajargah, B., A new algorithm with maximal rate convergence to obtain inverse matrix, Applied Mathematics and Computation, vol. 191, 280–286, 200

71. Fathi-Vajargah, B., Different stochastic algorithms to obtain matrix inversion, Applied Mathematics and Computation, vol. 189, 1841-1846, 2007

72. Fathi-Vajargah, B., New advantages to obtain accurate matrix inversion, Applied Mathematics and Computation, vol. 189, 1798–1804, 2007

73. Fathi-Vajargah, B., Comparing two stochastic methods for solving linear systems, International Journal of Applied Mathematics , Vol ( 20), No. 4, 439-448, 2007

74. Fathi-Vajargah, B., Computational performances of a New Monte Carlo Algorithm in comparison to Spai preconditioner for solving linear systems, International Journal of Applied Mathematics , Vol ( 20), No. 4, 427-437, 2007

75. Fathi-Vajargah, B., Fathi-Vajargah, K., Monte Carlo method for finding the solution of Dirichlet partial differential equations, Applied Mathematical Sciences, Vol. 1, no. 10, 453 – 462, 2007

76. Fathi-Vajargah, B., Monte Carlo Matrix Computations Based on Compression, Applied Mathematical Sciences, Vol. 2, no. 4, 149 – 159,2008

77. Fathi-Vajargah, B., PRECONDITIONED MONTE CARLO METHOD FOR COMPUTING MATRIX INVERSION, International Journal of Applied Mathematics , Vol( 21), No. 4, 533-540,2008

78. Fathi-Vajargah, B., Stochastic inverse matrix computation with minimum variance of errors, Applied Mathematics and Computation, vol. 199, 181–185, 2008

79. Fathi-Vajargah, B., Increasing the efficiency of the Monte Carlo method and reducing the length of Markov chains for solving linear systems, Far east journal of applied mathematics , Vol. 3, 285-290, 2008

80. Fathi-Vajargah, B., Monte Carlo Algorithm for obtaining eigenvlaue based on integral equations, Far East Journal of Applied Mathematics , , Vol. 3, 291-296, 2008

81. Fathi-Vajargah, B., Eskandari,A., DIFFERENT RANDOM NUMBERS GENERATORS FOR COMPUTING VOLTERRA INTEGRAL EQUATIONS OF THE SECOND KIND, Far East J. Appl. Math. 37, No. 3, 299-306, 2009

82. Fathi-Vajargah, B., Gharehdaghi , M., A NEW GRADIENT MONTE CARLO ALGORITHM FOR INVERTING MATRIX, International Journal of Applied Mathematics, Vol(22), No. 4 , 573-579, 2009

83. Fathi-Vajargah, B., Mehrdoust, F., NEW MONTE CARLO ALGORITHM FOR OBTAINING THREE DOMINANT EIGENVALUES, International journal of applied mathematics, Vol(22), No. 4, 553-559, 2009.

84. Fathi-Vajargah, B., Gharehdaghi , M., NEW EFFICIENT GRADIENT MONTE CARLO ALGORITHM FOR SOLVING LINEAR SYSTEMS AND ITS IMPROVEMENT, International Journal of Applied Mathematics , Vol( 22), No. 4, 561-571, 2009

85. Samimi, H., Fathi-Vajargah, B., Some results on the independence of events and random variables, International journal of mathematics and computation, Vol(5), No. 9, 74-76, 2009

86. Fathi-Vajargah, B., Samimi, H., Eskandari,A , A NEW EFFICIENT ALGORITHM FOR LINEAR SCRAMBLING HALTON SEQUENCE, International journal of applied mathematics, Vol( 22), No. 7, 1059-1065, 2009

87. Fathi-Vajargah, B., Investigating to Find the Stopping Rule for Monte Carlo Computations, Applied Mathematical Sciences, Vol. 3, no. 3, 141 – 147, 2009.

88. Fathi-Vajargah, B., A new successful method for simulating matrices and their inversions, International journal of applied mathematics, Vol ( 22), No. 1, 49-54, 2009

89. Fathi-Vajargah, B., Mehrdoust, F., Fathi-Vajargah, K., ON COMPUTING DOMINANT EIGENPAIR BY MARKOV CHAIN MONTE CARLO METHOD , Journal of Applied Mathematics, Statistics and Informatics , VOL(6) , No. 2, 2010.

90. Fathi-Vajargah, B., Pourdarvish, A., Mehrdoust, F., Norouzi Saziroud, f., Some Advantages on Monte Carlo Integration using Variance Reduction Procedures, Vol(1), No. 4, 2010.

 

Some Conference papers:


1. Fathi Vajargah, B. and Z. Hassanzadeh , Complex fuzzy system of linear equations with symmetric positive definite coefficient matrix,, First National Conference on Soft Computing, Roudsar, Vajargah, Iran, 2016.

2. Fathi Vajargah, B. etal, Fuzzy non-parametric predictive inference for random quantities Bernoulli, First National Conference on Soft Computing, Roudsar, Vajargah, Iran, 2016.

3. Fathi Vajargah, B. and M. Ghazizadeh, Solution of fractional Black–Scholes equation by using homotopy perturbation method, First National Conference on Soft Computing, Roudsar, Vajargah, Iran, 2016.

4. Fathi Vajargah, B. and Z. Hassanzadeh, Semiconvergence of the iterative Monte Carlo method for solving singular linear systems, The 46th Annual Iranian Mathematics Conference, University of Yazd, Iran, 2016.

5. Fathi Vajargah, B. and Mehrdoust F., On computing generalized eigenpair by Markov chain Method, Proceeding of First international conference on mathematics and statistics, pp. 1-3, Sharjah, UAE, 2010.

6. Fathi Vajargah, B., Stochastic integral and its improvement based on random number generators, Proceeding of 5th International Conference of Mathematics and Computations, pp. 470-475, Plovdiv, Bulgaria, 2008.

7. Fathi Vajargah, B., Parallel Monte Carlo computations for solving linear systems,Research weak , University of Guilan, Rasht, Iran, 2008.

8. Fathi Vajargah, B., A high accurate estimatation of the Auto-regressive time series by Monte Carlo method, Research weak , University of Guilan, Rasht, Iran, 2008.

9. Fathi Vajargah, B., Monte Carlo Method and Matrix Computations, Proceeding of 2th International Conference of Mathematics and Computations, pp. 40-45, Plovdiv, Bulgaria, 2005

 

Talk as Invited Speaker in workshops.
 

1. B. Fathi-Vajargah and A. Eskandari, Efficient Stochastic Computations, 12th Iranian Workshop on Stochastic Processes and their Applications, Universuty of Birjand, Iran, Dec. 18-19 , 2013.
2. B. Fathi-Vajargah, and S. Ghasemalipour, Random Fuzzy Numbers Generator, 12th Iranian Workshop on Stochastic Processes and their Applications, Universuty of Birjand, Iran, Dec. 18-19, 2013.
3. Fathi-Vajargah, B. and M. Gharehdaghi, Ergodic Fuzzy Markov Chains and their Application in Fuzzy Image Processing, 12th Iranian Workshop on Stochastic Processes and their Applications, Universuty of Birjand,Iran, Dec. 18-19, 2013.
4. Fathi-Vajargah, B. Intelligence Monte Carlo Computations, Workshop on Stochastic Intelligence Computations, Universuty of Guilan, Faculty of Technology and Engineering, East Of Guilan, Roudsar, Vajargah, Iran, Feb. 16-17, 2016.

 

 

 



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contact Behrouz Fathi Vajargah
fathi@guilan.ac.ir,behrouz.fathi@gmail.com
Department of Statistics,Faculty of Mathematical Sciences, University of Guilan,
Rasht, P.O. Box 1914
Iran,
Fax: 0098(0)131 3233509
Email: fathi@guilan.ac.ir,behrouz.fathi@gmail.com   Login