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Personal profile

Research interests

My present research interests are principally in stability, continuity, optimisation, and long-range dependence in stochastic processes; exact simulation and tail asymptotics of steady-state distributions in Markovian models (with applications in (tele)communications, queueing, risk, andmanufacturing). Jointly with co-authors, I developed various methods for the asymptotic analysis and for simulation of stochastic processes, including the fluid approximation approach, the renovation method, the saturation rule, and direct Markovian methods based on the splitting techniques. Also, my recent publications are devoted to the study of random walks, Markov processes, and stochastic networks with heavy-tailed increments. Within last few year I started to work on problems related to spatial stochastic models and to percolation theory, with applications in wireless networks.

Biography

MSc (1975) in Mathematics and Applied Mathematics from Novosibirsk State University, PhD (1982) in Extremal Problems in Queueing Theory, DSc (1992) in Stochastic Recursive Sequences and Their Applications. Professor at Novosibirsk State University (until 2000). Leading Sci Researcher at S.L.Sobolev Institute of Mathematics (on leave). Principal Organiser of SCS Programme (2010) at the I Newton Institute.

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Research Output

Local stability in a transient Markov chain

Adan, I., Foss, S., Shneer, S. & Weiss, G., 24 Jun 2020, In : Statistics and Probability Letters. 165, 108855.

Research output: Contribution to journalArticle

  • Interference Queueing Networks on Grids

    Sankararaman, A., Baccelli, F. & Foss, S., 18 Oct 2019, In : Annals of Applied Probability. 29, 5, p. 2929-2987 59 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 1 Citation (Scopus)
    5 Downloads (Pure)

    Regular variation in a fixed-point problem for single-and multi-class branching processes and queues

    Asmussen, S. & Foss, S., 1 Feb 2019, In : Advances in Applied Probability. 50, A, p. 47-61 15 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 2 Citations (Scopus)
    7 Downloads (Pure)

    Comments on: Polling: past, present and perspective

    Foss, S., Oct 2018, In : TOP. 26, 3, p. 374-378 5 p.

    Research output: Contribution to journalComment/debate

    Customer Sojourn Time in GI / GI / 1 Feedback Queue in the Presence of Heavy Tails

    Foss, S. & Miyazawa, M., Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 1195-1226 32 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 12 Downloads (Pure)