Birth: September 23, 1953, Ust-Kamenogorsk, Kazakhstan.
Family status: Married, 2 children.
Education: D.D. (Doctor of Science, or Research Doctorate; 1992), Institute of Mathematics, Novosibirsk, Russia.
(Stochastic Recursive Sequences and Their Applications in Queueing) Ph.D. (1982), Institute of Mathematics, Novosibirsk, Russia.
(Extremal Problems in Queueing Theory: with
B.A.Rogozin) M.Sc. (1975), Novosibirsk State University, Russia.
(Recurrence Properties of the Oscillating Random Walk: with
B.A.Rogozin)
Classes at undergraduate level in Probability and in
Mathematical Statistics
for
students in mathematics, in economics and in geophysics
(for more than 20 years).
Classes at graduate level in Stability of Stochastic
Processes and in Queueing Theory
at Dept. of Probability and Mathematical
Statistics
(for more than 15 years).
Supervising of more than 20 undergraduate and
5 graduate students.
Co-author of 2 textbooks:
(With
A. A. Borovkov,
I. S. Borisov, etc.)
"Problems and Exercises in Mathematical Statistics",
Novosibirsk State University Publisher, 1989;
(With D. A. Korshunov)
"Problems and Exercises in Probability Theory", Novosibirsk State
University Publisher, 1997.
Associate editor for "Queueing Systems",
"Markov Processes and Related Fields", and "Siberian Industrial
Mathematical Journal".
Co-organizer of a number of conferences and workshops in
Russia. Organizer of various sessions in
conferences such as INFORMS Applied Probability, etc.
Visiting Professor at INRIA - Sophia Antipolis, France
(October, 92 - June, 93), at Technical University of Braunschweig, Germany
(April, 94 - March, 95) and at Colorado State University,
Dept. of Statistics (August - December, 96).
"Estimates of Convergence Rates in Multi-Server Queues".
Theor.Probab.Appl., 1984, Vol.29, No.3, 605-606.
"Queues with Customers of Several Types". In:
Limit Theorems and Related
Problems, ed.
A. A. Borovkov.
Optimization Software, 1984, 348-377.
"On the Certain Method of the Estimation of the Convergence Rate in
Ergodicity and Stability Theorems for Multi-Server Queues".
In: Limit Theorems in Probability Theory. Institute of Mathematics, Novosibirsk ,
1985, Vol.5, 126-137.
"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.
"Comparison of Service Disciplines in GI/GI/m Queues".
INRIA Research Report No.1097, 1989.
(With N.G. Zagorujko, V.M. Velichko, Novosibirsk)
"Statistical Approach to the Speech Recognition".
In: Proceedings of 15th School on Automatic Speech Recognition.
Tallinn, 1989, 9-14.
"Some Properties of Open Queueing Networks". Problems of Information
Transmission, 1989, Vol.25, No.3, 90-97 .
(With
A. A. Borovkov,
I. S. Borisov, etc.)
"Problems and Exercises in Mathematical Statistics",
Novosibirsk State University Publisher, 1989; 58 p.
(With V. V. Kalashnikov; Moscow, Russia)
"Regeneration and Renovation in Queues". Queueing Systems, 1991, Vol.8, No.3, 211-224.
(With N. Chernova; Novosibirsk, Russia)
"On Ergodicity of Multi-Server Non-Completely Admissible Communication Systems".
Problems of Information Trasmission,
1991, Vol.27, No.2, 9-14.
(With
A. A. Borovkov;
Novosibirsk, Russia)
"Stochastically Recursive Sequences and Their
Generalizations". Siberian Advances in Mathematics,
1992, Vol.2, No.1, 16-81.
"On the Ergodicity Conditions for Stochastically
Recursive Sequences". Queueing Systems, 1992, Vol.12, No.3, 287-296.
"Stochastic Recursive Sequences and Their Applications in Queueing"
Research Doctorate, Novosibirsk, Institute of Mathematics. 1992, 291 p.
(With S. Asmussen; Denmark)
"Renovation, Regeneration and Coupling in Multi-
Server Queues in Continuous Time". Front. Pure and Appl. Probab.:
Proceedings of 3-d Finn.-Sov. Symp. Probab.
Theory and Math. Statist.
Utrecht etc., 1993, Vol.1, 1-6.
(With S. Zuyev) "On a Certain Segment Process with Voronoi Clustering".
INRIA Research Report No. 1993, 1993.
(With
A. A. Borovkov) "Two Ergodicity Criteria for
Stochastically Recursive Sequences".
Acta Applicandae Mathematicae, 1994, Vol.34,
Nos. 1-2, 125-134.
(With F. Baccelli,
B. Gaujal; INRIA, France)
"Structural, Temporal and Stochastic Properties of Unbounded Free-Choice Petri Nets".
INRIA Research Report No. 2411, 1994.
(With N. Chernova) "Ergodic Properties of Polling Systems".
Research Report 6/1995, Institute of Mathematics, Novosibirsk.
(With G. Hooghiemstra, M. Keane; Delft, The Netherlands)
"On a Problem of Jon Wellner."
Statistica Neerlandica, 1994, Vol.48, No.2, 44-57.
PostScript - file
(With F. Baccelli,
B. Gaujal; INRIA, France)
"Free Choice Petri Nets - An Algebraic Approach".
IEEE Trans. Aut.Control, 1996, Vol.41, No.12, 1751-1778. PostScript - file
(With G. Last) "Stability of Polling Systems with
General Service Policies and with State Dependent Routing".
TU Braunschweig Research Report No. 95/6, 1995
Probability in the Engineering and Informational Sciences, 1998, Vol.12,
No.1, 49-68. PostScript - file ,
PDF - file (requires Acrobat Reader)
(With A. Rybko, Moscow, Russia) "Stability of Multiclass
Jackson-Type Networks". Markov Processes and Rel.Fields,
1996, Vol.2, No.3, 261-287. PostScript - file
(With S. Zouev, INRIA, France) "On a Voronoi Aggregative
Process Related to a Bivariate Poisson Process".
Adv.Appl.Probab., 1996, Vol.28, No.4, 965-981. PostScript - file
(With F. Baccelli, J.Mairesse, INRIA, France)
"Stationary Ergodic Jackson Networks: Results and
Counter-Examples".
In: Stochastic Networks. Theory and Applications.
Clarenton Press. Oxford, 1996, 281-307. PostScript - file
(With N. Chernova) "Comparison Theorems and Ergodic
Properties of Polling Systems." Problems of Information
Transmission, 1996, Vol.32, No.4, 46-71. PostScript - file (in Russian)
(With N. Chernova, A. Kovalevskii) "On the
Stability of Polling Models".
Proceedings of 34th Allerton Conference,
Monticello, Illinois. 1996, 220-227.
(With E. Altman; INRIA, France) "Polling on a Space with
General Arrival and Service Time Distributions".
Operations Research Letters, 1997, Vol.20, No.4, 187-194. PostScript - file
(With D. A. Korshunov)
"Problems and Exercises in Probability Theory", Novosibirsk State
University Publisher, 1997, 116 p.
(With E. Riehl and S. Stidham, Jr., UNC and E. Altman).
"Perfomance Bounds and Pathwise Stability for Generalized
Vacation and Polling Systems". Operation Research,
1998, Vol.46, No.1, 137-148. PostScript - file
(With N. Chernova)
"On Stability of a Partially Accessible Multi-Station Queue with State-Dependent Routing". Queueing Systems, 1998, Vol.29, No.1, 55-73. PostScript - file
(With R.L.Tweedie and J.N.Corcoran, ColoState Uni.)
"Simulating the Invariant Measures of Markov Chains using
Backward Coupling at Regeneration Time", Probability in the Engineering and
Informational Sciences , 1998, Vol.12, 303 - 320.
PostScript - file
(With A.Kovalevskii, Novosibirsk Technical University)
"A Stability Criterion via Fluid Limits and Its Application to a Polling
Model", Queueing Systems , Vol.32, 131-168.
PostScript - file
(With
A.A.Borovkov
)
"Estimates of excess over
an arbitrary boundary for a random walk and their applications" (in Russian),
Theory of Probability and Its
Applications, 1999, Vol.44, No.2, 249-277. Zipped PostScript - file
"Stochastic Queueing Systems and Networks" , 21 p.
Submitted.
(With S. Zachary)
"Asymptotics for the maximum of a modulated random walk
with heavy-tailed increments"
Submitted to special volume in memory of
F. Karpelevich, 2001.
PDF - file (requires Acrobat Reader)
(With S. Zachary)
"The maximum on a random time interval of a random walk
with long-tailed increments and negative drift"
, 2001.
PDF - file (requires Acrobat Reader)
(With T. Konstantopoulos, Univ. of Texas at Austin, USA).
On Asymptotics of Stochastic Ordered Graphs.
Invited talk in:
INFORMS Applied Probability Conference,
University of Ulm, Germany, July 1999.
On The Phi-Renovation, Backwards Coupling, and Perfect Simulation.
Invited talk in: Meeting on Applied Probability,
Oberwolfach, Germany, December 1998.
Stability of a Polling Model with Many Servers via Fluid
Approximation. Invited talk in: International Workshop on
Networks and Random Structures on Trees, Sandbjerg,
Denmark, June 1997.
On the stability of polling models.
Invited talk in: 34th Allerton Conference,
Monticello, Illinois, October 1996.
Polling models with state-dependent routing. Invited talk in:
Conference in Probability and Mathematical Statistics,
Omsk, Russia, August 1995.
Stability of polling models with general routing mechanism.
Royal Statistical Society Research Workshop in
Stochastic Networks, Heriot-Watt University, Riccarton,
Edinburgh, August 1995.
Limit behaviour of polling models with state-independent
routing mechanism. Invited talk in: INFORMS Applied Probability
Conference. Georgia Institute of Technology, Atlanta, Georgia,
June 1995.
On generalizations of the Kingman's subadditive ergodic theorem.
Research Workshop in Applied Probability, Oberwolfach,
Germany, December 1994.
Stability of queueing models.
Baltic Workshop in Probability, Dept. of Stochastics,
University of
Kiel, Germany, October
1994.
Comparison theorems and ergodicity of polling models.
Invited talk in: Conference on Stochastic Modelling,
Dept. of Stochastics, University of Ulm, Germany, September
1994.
On the saturation rule for stability of queues: applications
to polling models.
Invited talk in: Conference on Applied Probability,
Dept. of Statistics, Leiden University, The Netherlands,
April 1994.
On the stability of Jackson-type queueing networks.
Invited talk in: 22nd International Conference on Stochastic
Processes and Their Applications,
CWI, Amsterdam, The Netherlands, June 1993.
Coupling and renovation.
Invited talk in: INRIA/ORSA/TIMS/SMAI Conference in
Applied Probability, Paris, France, June 1993.
Stability of stochastic recursive sequences.
Invited talk in: Conference on Probability Theory and
Applications, Petrozavodsk, Russia,
August 1992.
Coupling in queueing.
Invited talk in: Probability Session at Banach Center,
Polish Academy of Sciences, Warsaw, April 1990.
On the stationary majorants for stochastically recurrent sequences.
Invited talk in: Fifth International Vilnius Conference on
Probability Theory and Mathematical Statistics,
Vilnius, Lituania, June 1989.
Ergodicity and stability theorems for the stochastically recurrent
sequences. Invited talk in: 18th European Meeting of
Statisticians, Berlin, Germany, August 1988.
The ergodic theorem for a class of queueing systems.
Invited talk in: First World Congress of Bernoulli Society,
Tashkent, Uzbekistan, June 1986.
On the existence of renovation in multi-server queues.
Invited talk in: Fourth International Vilnius Conference
on Probability Theory and Mathematical Statistics,
Vilnius, Lituania, June 1985.
The Method of Renovating Events and its Applications in Queueing
Theory. Invited talk in: International Symposium on
Semi-Markov Processes and Their Applications, Brussels, Belgium,
June 1984.
4/2000 - 3/2003 Russian State Scientific Scholarship
9/97- 6/2000 French-Russian Lyapounov Institute Grant
1/98 - 12/99 Soros Professor Award
12/96 - 11/98 US Civilian Research and Development Foundation Grant
10/94 - 1/2001 INTAS (International Association for the promotion
of cooperation with scientists from the Independent States of the Former
Soviet Union) Grants
1/94 - pres. Russian Foundation for Basic Research Grant
1/94 - 12/97 Russian Universities Foundation Grant
1/94 - 12/95 International Science Foundation Grant
