15 February 2017

Claudio Cristino joined ASA

Claudio Cristino joined the Advanced Systems Analysis program as a Postdoctoral Research Scholar funded by the Brazilian Federal Agency for Support and Evaluation of Graduate Education (CAPES). His research work at IIASA focuses on generalized renewal processes both in theoretical, and applied dimensions. 


Claudio Cristino graduated from the Federal University of Ouro Preto (in Geological Engineering) in 1991. He received his MSc degree and PhD degree in Mathematics at the Federal University of Pernambuco, in 2001 and 2008 respectively. Claudio Cristino has been an Associate Professor at the Statistics and Informatics Department of the Federal Rural University of Pernambuco since 2008, and he is a researcher with the Biometrics and Applied Statistics Postgraduate Program (UFRPE), where he supervises MSc and PhD students. His research interests spans various aspects of probability theory, discrete dynamical systems, special stochastic processes, diffusion processes on discrete structures and risk on networks. His current research focuses on the models of times between events on networks or systems with the objective of assessment and evaluating risk of undesirable events.

Generalized Renewal Process - Theory and Applications

Various characteristics can be observed on the systems and the quality of "operation" of the system can be established by evaluating indexes that expose how reliable is determined system for your assignment. The system vulnerability can also be evaluated in order to establish optimal conditions to ensure states probabilistically protocols corrective or preventive measures. Models that take into account the "virtual age" of the system, initially developed to add an aging/rejuvenation factor including operating time of the interference fractions before interventions in the systems and processes of renewal are called generalized renewal processes (GRPs).

Studying GRPs plays the key role in understanding, modeling and maintenance of dynamic systems in several areas of knowledge. They deal with the challenge of restoration using stochastic modeling. For this, a GRP generalizes a family of probability distributions, adding whole parameters rejuvenation parameter dedicated primarily to reflect the renewal imposed by the interventions in the system.

The aim of the Claudio Cristino’s post-doctoral project is to develop models of generalized renewal processes based on generalized extreme value distribution with applications in analytical studies of times between rare events and their consequences in formalizing risk of systems. More specifically, the interaction with the IIASA groups allows the formulation of sub-models especially applied to those problems that are targets groups: rare phenomena models (for example, floods and droughts); models of natural catastrophic events with or without environmental or social consequences such as earthquakes, landslides, or agricultural pests; vulnerability and risk of financial networks.



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Last edited: 20 April 2017

CONTACT DETAILS

Claudio Cristino

Postdoctoral Research Scholar (CAPES)

Advanced Systems Analysis

Capacity Building and Academic Training

T +43(0) 2236 807 606

Postdoctoral research at IIASA

CAPES

Brazilian Federal Agency for Support and Evaluation of Graduate Education

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313