Alan Falleur
RUSIS 2006
Texas State University

As of fall 2006, I will be a third year mathematics student at Texas State University in beautiful San Marcos, Texas. Originally, my background was in physical science, but now I'm studying pure mathematics with an emphasis on probability and mathematical statistics. I'm aiming for a Ph.D. program in statistics, either at Rice University, Texas A&M University, or some big, fancy university outside of Texas. I hope to be in graduate school by fall 2008.
This summer Javier Gomez and I worked on some statistical issues in an area of financial mathematics called portfolio theory. In particular, we wrote a variety of Monte Carlo simulations to test the sampling properties of a certain statistical estimator which had some relevance to the general problem of ranking financial portfolios according to stochastic dominance. We did this using a combination of R and Mathematica.
I would strongly encourage any student who is serious about going to statist ics graduate school to apply to the RUSIS program or another program like it. Gradu ate school is extremely demanding, and a lot is needed beyond what's commonly presented at the undergraduate level to be successful during your first year. The students at RUSI S have to learn a great deal of statistical computation (R and S-Plus) as well as gain s ome familiarity with markup languages like LaTex. This is invaluable I think because a lack of computational expertise is a common problem facing first year graduate stude nts in math and statistics

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