Chair of Probability

Serguei Foss
(Sergey Foss)


foss(at)old.math.nsc.ru,  s.foss(at)hw.ac.uk

  http://old.math.nsc.ru/LBRT/v1/foss/index.html,  http://www.ma.hw.ac.uk/ams/people/pages/foss.php

Link to ArXiV.org:

http://arxiv.org/find/math/1/au:+Foss_S/0/1/0/all/0/1

 


My photo
Education
Research and Professional Experience
Teaching Experience
Main Scientific Interests
Administrative Duties
Other Activities
Research Publications
Textbooks
Conference Papers
Research Reports
Conference Presentations

Education


Research and Professional Experience


Teaching Experience at HWU

Teaching Experience at NSU and IM


Main Scientific Interests


Other Activities


Main Research Publications

  1. Sergey Foss, Masakiyo Miyazawa. "Two-node queueing network with a heavy-tailed random input: the strong stability case" (submitted).

     Download from Arxiv.org

  2. Maria Frolkova, Sergey Foss, Bert Zwart. "Random Fluid Limit of an Overloaded Polling Model" (submitted).

     Download from Arxiv.org

  3. Sergey Foss, Stan Zachary. "Stochastic sequences with a regenerative structure that may depend both on the future and on the past" (to appear in Adv. Appl. Probab.)

     Download from Arxiv.org

  4. Natalia Chernova, Sergey Foss, Bara Kim. "A polling system whose stability region depends on a whole distribution of service times". Operations Research Letters, 41 (2013), No.1, 188–190.

     Download from Arxiv.org

  5. Søren Asmussen, Sergey Foss. "On exceedance times for some processes with dependent increments" (to appear in J. Appl.Probab.).

     Download from Arxiv.org

  6. Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese. "Stability and performance of greedy server systems. A review and open problems", Queueing Systems, 68 (2011), 221—227.

     PDF-file

  7. Sergey Foss, Leonardo T. Rolla, Vladas Sidoravicius. "Transience of a Server with Greedy Strategy on the Real Line", 2011.

     Download from Arxiv.org

  8. Charles Bordenave, Sergey Foss and Günter Last. "On the greedy walk problem", Queueing Systems, 68 (2011), 333—338.

     PDF-file

  9. Maria Frolkova, Serguei Foss, Bert Zwart. "Fluid Limits for an ALOHA-type Model with Impatient Customers". Queueing Systems, 72 (2012), Issue 1-2, p. 69—101

     Download from Arxiv.org

  10. Francois Baccelli, Sergey Foss. "Poisson Hail on a Hot Ground", Journal of Applied Probability, 48A (2011), 343—366.

     Download from Arxiv.org

  11. Natalia Chernova, Sergey Foss, Bara Kim. "On the Stability of a Polling System with an Adaptive Service Mechanism", Annals of Oper. Res., 198 (2012), p. 125—144.

     Download from Arxiv.org    ANOR open access.

  12. Sergey Foss, Seva Shneer and Andrey Tyurlikov. "Stability of a Markov-modulated Markov Chain, with application to a wireless network governed by two protocols". Stochastic Systems, 2 (2012), No. 1, p. 208–231.

     Download from Arxiv.org

  13. Sergey Foss, Dmitry Korshunov. "On Large Delays in Multi-Server Queues with Heavy Tails". Mathematics of Operations Research 37 (2012) 201—218.

     Download from Arxiv.org

  14. Sergey Foss, James Martin, Philipp Schmidt. "Long-range last-passage percolation on the line", 2011 (to appear in Annals of Applied Probability).

     Download from Arxiv.org

  15. Denis Denisov, Serguei Foss, Takis Konstantopoulos. "Limit theorems for a random directed slab graph", Ann. Appl. Probab., 22, Number 2 (2012), 702—733.

     slabgraph_subm.pdf,  Download from Arxiv.org  Project Euclid

  16. P. Brémaud, S. Foss. "Ergodicity of a stress release point process seismic model with aftershocks". Markov Processes and Related Fields, 16 (2010), 389—408.

     PDF-file

  17. A.M.Turlikov, S.G.Foss. "On the ergodic algorithms in random multi-access systems with 'Success/Failure' feedback". Problems of Information Transmission, 46 (2010), 91—109.

     PDF-file (in Russian)

  18. Sergey Foss, Dmitry Korshunov and Stan Zachary. "An Introduction to Heavy-tailed and Subexponential Distributions" Mathematisches Forschunginstitut Oberwolfach, Oberwolfach Preprints (OWP) 2009--13, 108 p.

     PDF-file

  19. Serguei Foss, Dmitry Korshunov, Stan Zachary. "Convolutions of long-tailed and subexponential distributions", Journal of Applied Probability, 46 (2009), 756—767.

     Download from Arxiv.org

  20. Serguei Foss, Andrew Richards. "On Sums of Conditionally Independent Subexponential Random Variables", Mathematics of Operation Research, 35 (2010), 102-119.

     PDF-file

  21. Denis Denisov, Sergey Foss, Dmitry Korshunov. "Asymptotics of randomly stopped sums in the presence of heavy tails", Bernoulli, 16 (2010), 971—994.

     Download from Arxiv.org  PDF-file

  22. Francois Baccelli, Giovanna Carofiglio, Serguei Foss. "Proxy Caching in Split TCP: Dynamics, Stability and Tail Asymptotics". In: "From Semantics to Computer Science", Cambridge University Press, 2009, 425—451.

     PDF-File

  23. Sergey G. Foss, Anatolii A. Puhalskii. "On the limit law of a random walk conditioned to reach a high level". Stochastic Processes and Their Applications, 1221 (2011), 288–313.

     Download from Arxiv.org

  24. Serguei Foss, Takis Konstantopoulos. "A note on the convergence of renewal and regenerative processes to a Brownian bridge", 6 pages.

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  25. D. Denisov, S. Foss and D. Korshunov. "Lower limits for distributions of randomly stopped sums", Theory of Probability and Its Applications, 52 (2007), 794–802.

     Download from Arxiv.org

  26. S. Foss. "On exact asymptotics for a stationary sojourn time distribution in a tandem of queues for a class of light-tailed distributions." Problems of Information Transmission, 43 (2007), No.4, 93–108.

    PDF-file (in Russian), Download from Arxiv.org (in English)

  27. D. Denisov, S. Foss and D. Korshunov. "On lower limits and equivalences for distribution tails of randomly stopped sums", EURANDOM Report 04/2007, 11 p., Bernoulli 14 (2008), No.2, 391–404.

    PDF-file,  Download from Arxiv.org

  28. C. Bordenave, S. Foss, V. Shneer. "A Random Multiple Access Protocol with Spatial Interactions", Journal of Applied Probability, 46 (2009), 844—865.

     Download from Arxiv.org

  29. S. Foss and S. Zachary. "On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions", Siberian Mathematical Journal, 47 (2006), No.6. p.1265–1274.

    PDF-file (in Russian),  Download from Arxiv.org (in English)

  30. S. Foss, T. Konstantopoulos and S. Zachary. "Discrete and continuous time modulated random walks with heavy-tailed increments", Journal of Theoretical Probability, 20 (2007), No.3, 581—612.

    PDF-file,  Download from Arxiv.org

  31. S. Foss and D. Korshunov. "Lower Limits and Equivalences for Convolution Tails", Annals of Probability 35 (2007), No.1, 366—383.

    Download from Arxiv.org

  32. S. Foss, A. Sapoghnikov. "Convergence Rates in Monotone Separable Stochastic Networks", Queueing Systems, 52 (2006), No.2, 125—137.

    PDF-file

  33. A. Kovalevskii, V. Topchii and S. Foss. "On the Stability of a Queueing System with Uncountably Branching Fluid Limits", Problems of Information Transmission, 41 (2005), No.3, 254—279.

    PDF-file (in English), PDF-file (in Russian)

  34. S. Foss, D. Korshunov. "Heavy tails in multi-server queues", 35 p., Queueing Systems, 52 (2006), No.1, 31—48.

    GnuZipped PostScript-file   PDF-file

  35. S. Foss, Z. Palmowski, S. Zachary. "The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk", Annals of Applied Probability, 15 (2005) No.3, 1936—1957.

    PDF-file,  Download from Arxiv.org

  36. F. Baccelli, S. Foss and M. Lelarge. "Tails in generalized Jackson networks with subexponential service-times distributions". Journal of Applied Probability, 42 (2005), 513–530.

    Zipped PostScript-file

  37. S. Foss, T. Konstantopoulos. "An overview of some stochastic stability methods". Journal of Operation Research Society Japan, 47 (2004) No.4, 275—303.

    PDF-file

  38. O.J. Boxma, S.G. Foss, J.-M. Lasgouttes, and R. Núñez Queija. "Waiting time asymptotics in the single server queue with service in random order", Queueing Systems, 46 (2004) 35–73.

    Zipped PostScript-file   PDF-file

  39. D. Denisov, S. Foss and D. Korshunov. "Tail asymptotics for the supremum of a random walk when the mean is not finite", Queueing Systems, 46 (2004), 15–33.

    PDF-file

  40. F. Baccelli, S. Foss and M. Lelarge. "Asymptotics of subexponential max-plus networks: the stochastic event graph case", Queueing Systems, 46 (2004), 75–96.

    Zipped PostScript-file

  41. F. Baccelli, S. Foss. "Moments and tails in monotone-separable stochastic networks", Annals of Applied Probability, 14 (2004), 612—650.

    Zipped PostScript-file   PDF-file

  42. S. Foss, A. Sapozhnikov. "On the Existence of Moments for the Busy Period in a Single-Server Queue", Mathematics of Operation Research, 29 (2004), No. 3, 592—601.

    PDF-file

  43. S. Asmussen, S. Foss and D. Korshunov. "Asymptotics for sums of random variables with local subexponential behaviour", Journal of Theoretical Probability, 16 (2003) No.2, 489–518.

    Zipped PostScript-file

  44. D. Denisov, S. Foss. "On transience conditions for Markov chains and random walks". Siberian Mathematical Journal, 44 (2003), 53–68.

    Zipped PostScript-file   PDF-file

  45. S. Foss, T. Konstantopoulos. "Extended renovation theory and limit theorems for stochastic ordered graphs", Markov Processes and Related Fields, 9 (2003), No. 3, 413–468.

    Zipped PostScript-file   PDF-file

  46. S. Foss, S. Zachary. "The maximum on a random time interval of a random walk with long-tailed increments and negative drift", Annals of Applied Probability, 13 (2003), 37—53.

    Zipped PostScript-file   PDF-file

  47. S. Foss, S. Zachary. "Asymptotics for the maximum of a modulated random walk with heavy-tailed increments", Analytic Methods in Applied Probability (in memory of Fridrih Karpelevich), American Mathematical Society Translations, Series 2, 207 (2002), 37—52.

    PDF-file

  48. S. Foss. "Stochastic queueing systems and networks" , 21 p. Electronic version: at http://www.nsu.ru/mmf/tvims/foss/que/queue.pdf.
  49. S. Foss, N. Chernova. "On optimality of FCFS discipline in multi-channel queueing systems and networks". Siberian Mathematical Journal, 42 (2001), No. 2, 372–385.

    Zipped PostScript-file (in English)   PDF-file (in English)  PostScript-file (in Russian)   PDF-file (in Russian)

  50. S. Foss, D. Denisov. "On transience conditions for Markov chains", Siberian Mathematical Journal, 42 (2001), No. 2, 364–371.

    PDF-file (in English)   PostScript-file (in Russian)   PDF-file (in Russian)

  51. S. Foss, D. Korshunov. "Sampling at a random time with a heavy-tailed distribution", Markov Processes and Related Fields, 6 (2000), 643–658.

    Zipped PostScript-file   PDF-file

  52. A. Borovkov, S. Foss. "Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications", Theory of Probability and Its Applications, 44 (1999), No.2, 249–277 (pp. 231–253 in English).

    Zipped PostScript-file (in Russian)  PDF-file (in English)

  53. S. Foss, A. Kovalevskii. "A stability criterion via fluid limits and its application to a polling model", Queueing Systems , 32 (1999), 131–168.

    Zipped PostScript-file

  54. S. Foss, R.L. Tweedie and J.N. Corcoran. "Simulating the Invariant Measures of Markov Chains using Backward Coupling at Regeneration Time", Probability in the Engineering and Informational Sciences, 12 (1998), 303–320.

    Zipped PostScript-file

  55. S. Foss, R.L. Tweedie. "Perfect Simulation and Backward Coupling", Stochastic Models, 14 (1998), Nos.1–2, 187–204.

    Zipped PostScript-file

  56. S. Foss, N. Chernova. "On stability of a partially accessible multi-station queue with state-dependent routing". Queueing Systems, 29 (1998), No.1, 55–73.

    Zipped PostScript-file

  57. S. Foss, G. Last. "On the stability of greedy polling systems with general service policies". Probability in the Engineering and Informational Sciences, 12 (1998), No.1, 49–68.

    Zipped PostScript-file   PDF-file

  58. E. Altman, S. Foss, E. Riehl and S. Stidham, Jr. "Perfomance bounds and pathwise stability for generalized vacation and polling systems". Operation Research, 46 (1998), No.1, 137–148.

    Zipped PostScript-file

  59. E. Altman, S. Foss. "Polling on a space with general arrival and service time distributions". Operations Research Letters, 20 (1997), No.4, 187–194.

    Zipped PostScript-file

  60. S. Foss, N. Chernova. "Dominance theorems and ergodic properties of polling systems". Problems of Information Transmission, 32 (1996), No.4, 46–71.

    PDF-file (in English) Zipped PostScript-file (in Russian)

  61. S. Foss, N. Chernova. "On stability of polling models with infinite number of queues". Siberian Mathematical Journal, 37 (1996), No.4, 940–956.

    Zipped PostScript-file (in English)   Zipped PostScript-file (in Russian)

  62. F. Baccelli, S. Foss, J. Mairesse. "Stationary ergodic Jackson networks: results and counter-examples". In: Stochastic Networks. Theory and Applications. Clarendon Press, Oxford, 1996, 281–307.

    Zipped PostScript-file

  63. S. Foss, S. Zuyev. "On a Voronoi aggregative process related to a bivariate Poisson process". Advances in Applied Probability, 28 (1996), No.4, 965–981.

    Zipped PostScript-file

  64. S. Foss, A. Rybko. "Stability of multiclass Jackson-type networks". Markov Processes and Related Fields, 2 (1996), No.3, 261–287.

    Zipped PostScript-file

  65. F. Baccelli, S. Foss, B. Gaujal. "Free choice Petri nets - an algebraic approach". IEEE Transactions on Automatic Control, 41 (1996) No. 12, 1751—1778.

    Zipped PostScript-file

  66. S. Foss, G. Last. "Stability of Polling Systems with State Dependent Routing and with Exhaustive Service Policies". Annals of Applied Probability, 6 (1996), No.1, 116–137.

    Zipped PostScript-file , PDF-file

  67. F. Baccelli, S. Foss. "On the Saturation Rule for the Stability of Queues". Journal of Applied Probability, 32 (1995), No.2, 494–507.

    Zipped PostScript-file   PDF-file

  68. S. Foss, G. Hooghiemstra, M. Keane. "On a Problem of Jon Wellner". Statistica Neerlandica, 48 (1994), No.2, 44–57.

    Zipped PostScript-file

  69. F. Baccelli, S. Foss. "Ergodicity of Jackson-Type Queueing Networks". Queueing Systems, 17 (1994), 5–72.

    Zipped PostScript-file   PDF-file

  70. A. Borovkov, S. Foss. "Two Ergodicity Criteria for Stochastically Recursive Sequences". Acta Applicandae Mathematicae, 34 (1994), Nos. 1–2, 125–134.
  71. S. Asmussen, S. Foss. "Renovation, Regeneration and Coupling in Multi-Server Queues in Continuous Time". In: Front. in Pure and Applied Probability, Utrecht, 1 (1993), 1–6.
  72. S. Foss. "On the Ergodicity Conditions for Stochastically Recursive Sequences". Queueing Systems, 12 (1992), No.3, 287–296.

    PDF-file

  73. A. Borovkov, S. Foss. "Stochastically Recursive Sequences and Their Generalizations". Siberian Advances in Mathematics, 2 (1992), No.1, 16–81.

    GnuZipped PostScript-file, PDF-file

  74. S. Foss, N. Chernova. "On Ergodicity of Multi-Server Non-Completely Admissible Communication Systems". Problems of Information Trasmission, 27 (1991), No.2, 9–14.
  75. S. Foss. "Ergodicity of Queueing Networks". Siberian Mathematical Journal, 32 (1991), No.4, 183–202.
    English translation: Siberian Mathematical Journal, 32 (1992), 690–705.

    PDF-file

  76. S. Foss, V.V. Kalashnikov. "Regeneration and Renovation in Queues". Queueing Systems, 8 (1991), No.3, 211–224.

    PDF-file

  77. S. Foss. "Some Properties of Open Queueing Networks". Problems of Information Transmission, 25 (1989), No.3, 90–97 .
  78. S. Foss. "The Method of Renovating Events and its Applications in Queueing Theory". In: Semi-Markov Models. Theory and Applications. Proceedings of an International Symposium on Semi-Markov Processes and Their Applications. New-York: Plenum Press, 1986, 337–350.
  79. S. Foss. "On the Certain Method of the Estimation of the Convergence Rate in Ergodicity and Stability Theorems for Multi-Server Queues". In: Trudy Instituta Matematiki (Proceedings of the Institute of Mathematics, Novosibirsk), 5 (1985), 126–137.
  80. S. Foss. "Queues with Customers of Several Types". In: Limit Theorems and Related Problems, ed. A. A. Borovkov. Optimization Software, 1984, 348–377.
  81. S. Foss. "Estimates of Convergence Rates in Multi-Server Queues". Theory of Probability and its Applications, 29 (1984), No.3, 605–606.
  82. S. Foss. "On Ergodicity Conditions for Multi-Server Queueing Systems". Siberian Mathematical Journal, 24 (1983), No.6, 168–175.
    English translation: "Conditions for Ergodicity in Queues with Many Servers and Waiting", Siberian Mathematical Journal, 24 (1984), 961–968.

    PDF-file

  83. S. Foss. "Systems with several customers classes". In: Trudy Instituta Matematiki (Proceedings of the Institute of Mathematics, Novosibirsk), 1 (1982), 212–237 (in Russian).
  84. S. Foss. "Comparison of Service Disciplines in Multi-Server Queues". Siberian Mathematical Journal, 22 (1981), No.1, 190–197.
    English translation: "Comparison of Servicing Strategies in Multichannel Queueing Systems", Siberian Mathematical Journal, 22 (1981), 141–147.

    PDF-file

  85. S. Foss. "On Systems with Several Classes Customers". Theory of Probability and its Applications, 25 (1980), No.1, 135–137.
  86. S. Foss. "Approximation of Multichannel Queueing Systems". Siberian Mathematical Journal, 21 (1980), No.6, 132–140.
    English translation: Siberian Mathematical Journal, 21 (1981), 851–857.

    PDF-file

  87. S. Foss, B. Rogozin. "The Recurrence of Oscillating Random Walk". Theory of Probability and its Applications, 23 (1978), No.1, 161–169.

    PDF-file


Books

  1. (With A. A. Borovkov, I. S. Borisov, etc.) "Problems and Exercises in Mathematical Statistics", Novosibirsk State University Publisher, 1989; 58 p.
  2. (With D. Korshunov) "Problems and Exercises in Probability Theory", Novosibirsk State University Publisher, 1997, 116 p.
  3. (With I. Asymont and D. Korshunov) "Problems and Exercises in Probability Theory". Lan' Publisher, St Petersburg, 2004, 192 p.
  4. S. Foss, D. Korshunov, S. Zachary, "An Introduction to Heavy-Tailed and Subexponential Distributions", Springer Series in Operations Research and Financial Engineering, 2011.

Selected conference papers published as proceedings

  1. "Some open problems related to stability". 100 years of queueing - The Erlang Centennial. Copenhagen April 1-3, 2009.

    PDF-file

  2. F. Baccelli, G. Carofiglio and S.Foss. "Proxy Caching in Split TCP: Dynamics, Stability and Tail Asymptotics". In: Proceedings of INFOCOM conference, April 2008, Phoenix, USA.

    PDF-file

  3. F. Baccelli, S. Foss. "Tails in monotone-separable stochastic networks". In: Proceedings of the SSSC IFAC Workshop on Max-Plus Algebras, Prague, August 2001, Elsevier, 16 p.

    Zipped PostScript-file  

  4. S. Foss, N. Chernova, A.Kovalevskii. "Stability of Polling Systems with State-Independent Routing". In: Proceedings of 34th Allerton Conference, Monticello, Illinois, 1996, 220–227.

    Zipped PostScript-file   PDF-file  

  5. S. Foss, N.G. Zagoruyko, V.M. Velichko. "Statistical Approach to the Speech Recognition". In: Proceedings of 15th School on Automatic Speech Recognition. Tallinn, 1989, 9–14.


Selected Research Reports

  1. S. Foss. "Comparison of Service Disciplines in GI/GI/m Queues". Research Report No.1097, INRIA (France), 1989, 12 p.
  2. E. Altman, S. Foss. "Polling Systems with General Arrivals". Research Report No.1992, INRIA (France), 1993, 24 p.
  3. S. Foss, S. Zuyev. "On a certain segment process with Voronoi clustering". Research Report No.1993, INRIA (France), 1993, 26 p.
  4. F. Baccelli, S. Foss, B. Gaujal. "Structural, temporal and stochastic properties of unbounded free-choice Petri nets". Research Report No.2411, INRIA (France), 1994.
  5. S. Foss, N. Chernova. "Ergodic properties of polling systems". Research Report 6/95, Institute of Mathematics, Novosibirsk, 1995, 37 p.
    PDF-file (in Russian)

Encyclopaedia Articles and Editorial Introductions

  1. S. Foss. The G/G/1 Queue. Wiley Encyclopedia of Operations Research and Management Science.

    PDF-file

  2. S. Foss. Editorial. Queueing Systems, 64 (2010), 1–3.

    PDF-file

  3. O. Boxma and S. Foss. Editorial. Queueing Systems, 62 (2009), 195.
  4. A. Borovkov, S. Foss. "Renovating event". In: Probability and Mathematical Statistics. Encyclopaedia. Scientific Publisher "Large Russian Encyclopaedia'', 1999, p. 406.
  5. A. Borovkov, S. Foss, V. Kalashnikov. "Stability theorems in the queueing theory". In: Probability and Mathematical Statistics. Encyclopaedia. Scientific Publisher "Large Russian Encyclopaedia", 1999, p.753.
  6. S. Foss and T. Konstantopoulos. Editorial Introduction. Queueing Systems, 32 (1999), 1–3.
  7. T. Konstantopoulos, S. Foss and S. Zachary. Editorial Introduction. Queueing Systems, 46 (2004), 5–7.

Selected Conference Presentations and Lectures


Chair of Probability   Top