Stan Zachary: Publications

Books

• An Introduction to Heavy-tailed and Subexponential Distributions (2nd edition)
  with Sergey Foss and Dimitry Korshunov.
  Springer (2013).
  Oberwolfach Preprint

• Stochastic Networks: Theory and Applications
  with F. P. Kelly and I. Ziedins.
  Oxford (1996).

Papers

1. Probability
2. Statistics
3. Energy Systems

Probability

• Stochastic sequences with a renegerative structure that may depend both on the future and on the past
  with Sergey Foss.
  Advances in Applied Probability, 45 (4), 1083-1110 (2013).
  arxiv preprint

• Loss networks
  with Ilze Ziedins.
  In: Queueing Networks: A Fundamental Approach (edited by Richard J. Boucherie and Nico M. van Dijk), 701-728 (2011).
  arxiv preprint

• Convolutions of long-tailed and subexponential distributions
  with Sergey Foss and Dima Korshunov.
  Journal of Applied Probability, 46 (3), 756-767 (2009).
  arxiv preprint

• Stability of processor sharing networks with simultaneous resource requirements
  with Jennie Hansen and Cian Reynolds.
  Journal of Applied Probability, 44 (3), 636-651 (2007).
  arxiv preprint

• A note on insensitivity in stochastic networks
  Journal of Applied Probability, 44 (1), 238-248 (2007).
  arxiv preprint

• Discrete and continuous time modulated random walks with heavy-tailed increments
  with Serguei Foss and Takis Konstantopoulos.
  Journal of Theoretical Probability, 20 (3) 581-612 (2007).
  arxiv preprint

• On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions
  with Serguei Foss.
  Siberian Mathematical Journal, 47 (6), 1034-1041 (2006).
  arxiv preprint

• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
  with Serguei Foss and Zbigniew Palmowski.
  Annals of Applied Probability,15 (3), 1936-57 (2005).
  Open access.

• A note on Veraverbeke's theorem
  Queueing Systems. 46 (1-2), 9-14 (2004).
  arxiv preprint

• The maximum on a random time interval of a random walk with long-tailed increments and negative drift
  with Serguei Foss.
  Annals of Applied Probability, 13 (1), 37-53 (2003).
  Open access.

• Asymptotics for the maximum of a modulated random walk with heavy-tailed increments
  with Serguei Foss.
  In Analytic Methods in Applied Probability: In Memory of Fridrih Karpelevich (edited by Yu. M. Suhov), American Mathematical Society (2002).
  arxiv preprint

• A refinement of the Hunt-Kurtz theory of large loss networks, with an application to virtual partitioning
  with Ilze Ziedins.
  Annals of Applied Probability, 12 (1), 1-22 (2002).
  Open access.

• Distributed Admission Control
  with Frank Kelly and Peter Key.
  IEEE Journal on Selected Areas in Communications 18 (12), 2617-2628 (2000).
  preprint

• Dynamics of large uncontrolled loss networks
  Journal of Applied Probability, 37 (3), 685-695 (2000).
  preprint

• Loss networks and Markov random fields
  with Ilze Ziedins.
  Journal of Applied Probability, 36 (2), 403-414 (1999).
  preprint

• Dynamic and equilibrium behaviour of controlled loss networks
  with Nigel Bean and Richard Gibbens.
  Annals of Applied Probability, 7 (4), 873-885 (1997).
  Open access.

• The asymptotic behaviour of large loss networks
  In Stochastic Networks: Theory and Applications (edited by F P Kelly, S Zachary, and I Ziedins), Oxford University Press, 193-203 (1996).
  preprint

• On two-dimensional Markov chains in the positive quadrant with partial spatial homogeneity
  Markov Processes and Related Fields, 1, 267-280 (1995).
  preprint

• Asymptotic analysis of single resource loss systems in heavy traffic, with applications to integrated networks
  with Nigel Bean and Richard Gibbens.
  Advances in Applied Probability, 27 (1), 273-292 (1995).
  preprint

• The performance of single resource loss systems in multiservice networks
  with Nigel Bean and Richard Gibbens.
  In The Fundamental Role of Teletraffic in the Evolution of Telecommunications Networks, Proceedings of the 14th International Teletraffic Congress, Antibes, Juan-les-Pins, France, 6-10 June 1994. (Edited by Jacques Labetoulle and James W Roberts), 13-21.
  preprint

• On blocking in loss networks
  Advances in Applied Probability, 23 (2), 355-372 (1991).
  

• Control of stochastic loss networks, with applications
  Journal of the Royal Statistical Society. Series B (Methodological), 50 (1), 61-73 (1988).
  

• Bounded, attractive and repulsive Markov specifications on trees and on the one-dimensional lattice
  Stochastic Processes and their Applications, 20 (2), 247-256 (1985).
  

• Countable state space Markov random fields and Markov chains on trees
  Annals of Probability, 11 (4), 894-903 (1983).
  Open access.

• Point process limits of lattice processes
  with Julian Besag and Robin Milne.
  Journal of Applied Probability, 19 (1), 210-216 (1982).
  

Statistics

• Modelling under-reporting in epidemics
  with Kokouvi Gamado and George Streftaris.
  J. Math. Biol., 69 (3), 737-765 (2014).

• Generalised data augmentation and posterior inferences
  with Gavin Gibson and George Streftaris.
  J. Statist. Planning & Inference, 141 (1), 157-171 (2011).

• Horizontal asymmetry and steepness distributions for wind-driven ocean waves from severe storms
  with Paul Stansell and Julian Wolfram.
  Applied Ocean Research, 25 (3), 137-155 (2003).
  preprint

• Multivariate extrapolation in the offshore environment
  with Graham Feld, Gillian Ward and Julian Wolfram.
  Applied Ocean Research, 20 (5), 273-295 (1998).
  preprint

• Characteristics of background and evoked discharges of multireceptive neurons in lumbar spinal cord of cat
  with Wilma Steedman
  Journal of Neurophysiology, 52 (1), 1-15 (1990).

• Statistical analysis of ongoing activity of neurones in the substantia gelatinosa and in lamina iii of cat spinal cord
  with Wilma Steedman, A Iggo, V Molony, and S Korogod.
  Quarterly Journal of Experimental Physiology, 68, 736-743 (1983).
  Open access.

Energy Systems

• Estimation of Joint Distribution of Demand and Available Renewables for Generation Adequacy Assessment
  with Chris Dent.
  Submitted. (2014).
  preprint

• Optimal control of storage incorporating market impact and with energy applications
  with James Cruise, Lisa Flatley and Richard Gibbens.
  Submitted. (2014).
  arxiv preprint

• Optimal control of storage for arbitrage, with applications to energy systems
  with James Cruise and Richard Gibbens.
  48th Annual Conference on Information Sciences and Systems (CISS), 1-6 (2014).
  arxiv preprint

• Probability theory of capacity value of additional generation
  with Chris Dent.
  Journal of Risk and Reliability 226 (1), 33-43 (2012)
  preprint.

• Wind-generation's contribution to securing peak electricity demand - meterological insights
  with David Brayshaw and Chris Dent.
  Journal of Risk and Reliability 226 (1), 44-50 (2012).
  preprint.

• Capacity value of additional generation: probability theory and sampling uncertainty
  with Chris Dent.
  Probabilistic Methods Applied to Power Systems conference, Istanbul. (2012).
  arxiv preprint.

• The Role of Risk Modelling in the Great Britain Transmission Planning and Operational Standards
  with C.J. Dent, K.R.W. Bell,A.W. Richards, D. Eager, G.P. Harrison and J.W. Bialek.
  Probabilistic Methods Applied to Power Systems conference, Singapore. (2010).
  preprint