Research Output per year

## 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 Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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

## Research Output 1996 2018

## Stochastic stability of monotone economies in regenerative environments

Foss, S., Shneer, V., Thomas, J. P. & Worrall, T. Jan 2018 In : Journal of Economic Theory. 173, p. 334–360 27 p.Research output: Contribution to journal › Article

Open Access

File

Monotone

Canonical model

Stochastic stability

Stability theorem

Recursion

## Large-scale join-idle-queue system with general service times

Foss, S. & Stolyar, A. Dec 2017 In : Journal of Applied Probability. 54, 4, p. 995-1007 13 p.Research output: Contribution to journal › Article

Open Access

File

Server

Customers

Join

Queue

Routing algorithm

## Spatial random multiple access with multiple departure

Foss, S., Turlikov, A. & Grankin, M. 15 Aug 2017*2017 IEEE International Symposium on Information Theory (ISIT).*IEEE, p. 2728-2731 4 p. (IEEE International Symposium on Information Theory)

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Random access

Multiple access

Ternary

Decentralized

Asymptotic properties

## Two-dimensional ruin probability for subexponential claim size

Foss, S., Korshunov, D., Palmowski, Z. & Rolski, T. Dec 2017 In : Probability and Mathematical Statistics. 37, 2, p. 319-335 17 p.Research output: Contribution to journal › Article

Open Access

File

Probability of ruin

Ruin probability

Insurance

Divides

Proportion

## О СТРУКТУРE УСЛОВНЫХ ЦЕЛОЧИСЛЕННЫХ СЛУЧАЙНЫХ БЛУЖДАНИЙ С ОГРАНИЧЕНИЯМИ НА ЧИСЛО ПОСЕЩЕНИЙ

Sakhanenko, A. & Foss, S. 30 Nov 2017 In : Siberian Electronic Mathematical Reports. 14, p. 1265-1278 14 p.Research output: Contribution to journal › Article

Open Access

File

Random walk

Local time

Limiting

Integer

Sample path