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"Basically, I'm not interested in doing research and I never have been. I'm interested in understanding, which is quite a different thing. And often to understand something you have to work it out yourself because no one else has done it." --David Blackwell (1919-2010); Interview in Mathematical People, 1983.

© notice: copyright belongs to the publisher in most cases; the author asserts copyright in all other cases; linked documents are not exact replicas of published ones in that they may contain small errors and typos.

PhD students: Katja Gabrysch (nee Trinajstic) (PhD Dec. 2016), co-advised with Svante Janson Beatriz Villarroel (PhD Jan. 2017), co-advised with Andreas Korn

If you can't find a copy of a paper below, go to my old page or send me email. I'm still not in the mood of updating this. Too much hassle.

Selected writings

• Polynomial approximations to continuous functions and stochastic compositions.
  With Linglong Yuan and Michael Zazanis.
  Expositiones Mathematicae, to appear, 2017+
• On the extendibility of finitely exchangeable probability measures. (revised).
  With Linglong Yuan, 2016.
• A probabilistic interpretation of the Gaussian binomial coefficients.
  With Linglong Yuan,
  J. Appl. Prob, to appear, 2017+
• Power law condition for stability of Poisson hail.
  With Sergey Foss and Tom Mountford.
  J. Theor. Probab., to appear, 2016+
• A direct proof of the finite exchangeability representation theorem.
  With Svante Janson and Linglong Yuan.
  J. Math. Anal. Appl. 442, no. 2, 703-714, 2016.
• Clausen's problem and triangular lattices.
  With Joe Higgins.
• A review of Burke's theorem for Brownian motion.
  Queueing Systems 83, No. 1-2, 1-12, 2016.
• Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials.
  With Zhenxia Liu and Xiangfeng Yang
  Journal Appl. Prob. 53, No. 3, 747-764, 2016.
• Runs in coin tossing: a general approach for deriving distributions for functionals.
  With Lars Holst.
  Journal of Applied Probability 52, No. 3, 752-770, 2015.
• The mobile Boolean model: an overview and further results. July 2013.
  
• Convergence to the Tracy-Widom distribution for longest paths in a directed random graph.
  With Katja Trinajstić.
  Alea 10(2), 699-718, 2013.
• A multilinear algebra proof of the Cauchy-Binet formula and a multilinear version of Parseval's identity.
  Linear Algebra and its Applications 439, 2651-2658, 2013.
• Iterating Brownian motions, ad libitum.
  With Nicolas Curien.
  J. Theor. Prob., 27, 433-448, 2012.
• Limit theorems for a random directed slab graph.
  With Denis Denisov and Serguei Foss.
  Annals of Applied Probability, 702-733, 2011.
• On the excursions of reflected local time processes.
  With Andreas Kyprianou and Paavo Salminen.
  To appear in the Advances in Applied Probability 2011?
• Integral representation of Skorokhod reflection.
  With Venkat Anantharam.
  To appear in the Proc. Amer. Math. Soc. 139, No. 6, 2227-2237, 2011.
• Stationary flows and uniqueness of invariant measures.
  With François Baccelli.
  Quart. Appl. Math. 68, No. 2, 213-228, 2010.
• A stochastic epidemiological model and a deterministic limit for BitTorrent-like peer-to-peer file-sharing networks.
  With George Kesidis and Perla Sousi.
  Springer Lecture Notes in Computer Science 5425, 26-36, 2009.
  Full version here: http://arxiv.org/abs/0811.1003.
• Analysis of stochastic fluid queues driven by local time processes.
  With Andreas Kyprianou, Marina Sirviö and Paavo Salminen.
  Advances in Applied Probability 40, 1072-1103, 2008.
• A note on the convergence of renewal and regenerative processes to a Brownian bridge.
  With Serguei Foss.
  arXiv:0708.3667v1, 2007.
• The principle of a single big jump: discrete and continuous time modulated random walks with heavy-tailed increments.
  With Serguei Foss, and Stan Zachary.
  J. Theor. Prob. 20, 581-612, 2007.
• Regulating functions on partially ordered sets.
  With Venkat Anantharam.
  Order 22, 145-183, 2005.
• Multi-access interference process is self-similar in multimedia CDMA cellular networks.
  With Junshan Zhang.
  IEEE Transactions on Information Theory 51, no.3, 1024-1038, 2005.
• An overview of some stochastic stability methods.
  With Serguei Foss.
  Journal of the Operations Research Society of Japan 47, no. 4, 275-303, 2004.
• Convergence and convergence rate to fractional Brownian motion for weighted random sums.
  With Alexander Sakhanenko.
  Siberian Electronic Mathematical Reports 1, 47-63, 2004.
• Non-product form and tail asymptotics for a class of Lévy stochastic networks.
  With Günter Last and Si-Jian Lin.
  Queueing Systems 46, no. 3-4, 409-437, 2004.
• Extended renovation theory and limit theorems for stochastic ordered graphs.
  With Serguei Foss.
  Markov Processes and Related Fields 9, 413-468, 2003.