Scholar
Sergey Foss
Google Scholar ID: tRVsLywAAAAJ
Professor, Maxwell Institute and HWU, Edinburgh and Sobolev Institute of Mathematics
Citations & Impact
Citations
1,379
H-index
16
i10-index
34
Publications
20
Co-authors
44
list available
Publications
Resume (English only)
Academic Achievements
- Continuously published academic works from 2001 to 2023, with multiple publications each year.
Research Experience
- Professor at Novosibirsk State University (until 2000). Leading Researcher at S.L. Sobolev Institute of Mathematics (on leave). Principal Organiser of SCS Programme (2010) at the Isaac Newton Institute.
Education
- 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.
Background
- Current 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, and manufacturing). Jointly with co-authors, developed various methods for the asymptotic analysis and simulation of stochastic processes, including the fluid approximation approach, the renovation method, the saturation rule, and direct Markovian methods based on splitting techniques. Recent publications focus on random walks, Markov processes, and stochastic networks with heavy-tailed increments. In recent years, started to work on problems related to spatial stochastic models and percolation theory, with applications in wireless networks.
