Queueing Theory

Queueing Theory

Faculty Research Interests

applied probability, computational finance, MCMC, queueing theory, rare-event analysis, simulation methodology, and risk theory

applied probability, stochastic systems, and heavy-tailed phenomena, including applications to the analysis of ranking algorithms, random graphs and queueing theory

queueing theory, stochastic networks, point processes, insurance risk, economics, stochastic simulation, modeling of USA Presidential Elections

applied probability, queueing systems, stochastic networks, stochastic-process limits, performance approximations and numerical transform inversion with applications to communications, computer, production and service systems