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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.

Fingerprint Dive into the research topics where Serguei Foss is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Tail Mathematics
Tail Asymptotics Mathematics
Queue Mathematics
Random walk Mathematics
Branching process Mathematics
Heavy Tails Mathematics
Random Access Mathematics
Subexponential Distribution Mathematics

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1996 2019

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
Queueing Networks
Queue
Interference
Grid
Stability Condition

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
Multitype Branching Process
Tail Asymptotics
Regular Variation
Busy Period
Fixed Point Problem

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
Heavy Tails
Sojourn Time
Tail Asymptotics
Queue
Customers

Limiting Properties of Random Graph Models with Vertex and Edge Weights

Foss, S. & Konstantopoulos, T., Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 626-643 18 p.

Research output: Contribution to journalArticle

Open Access
File
Graph Model
Random Graphs
apexes
Limiting
Weighted Graph