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.


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.

  • 1 Similar Profiles
Model Mathematics
Servers Engineering & Materials Science
Tail Mathematics
Random walk Mathematics
Random variables Engineering & Materials Science
Markov processes Engineering & Materials Science
Fluids Engineering & Materials Science
Multiple access Mathematics

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 journalArticle

Open Access
Canonical model
Stochastic stability
Stability theorem

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 journalArticle

Open Access
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 proceedingConference contribution

Random access
Multiple access
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 journalArticle

Open Access
Probability of ruin
Ruin probability
Open Access
Random walk
Local time
Sample path