Prof. Sergey Foss FRSE



School of Mathematical & Computer Sciences; Actuarial Mathematics and Statistics

Phone: +44 (0)131 451 3238
  • CMG07
  • School of Mathematical & Computer Sciences; Actuarial Mathematics and Statistics
  • Heriot-Watt University
  • Edinburgh
  • EH14 4AS
  • United Kingdom
Sergey Foss

Research profile

Roles and responsibilities
  • Teaching (2011/12): Statistical Methods for MSc Act Sci, Stochastic Processes 1 for 3d year UG students, SMSTC
  • Head of Dept Research Committee

My present 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, andmanufacturing). Jointly with co-authors, I developed various methods for the asymptotic analysis and for simulation of stochastic processes, including the fluid approximation approach, the renovation method, the saturation rule, and direct Markovian methods based on the splitting techniques. Also, my recent publications are devoted to the study of random walks, Markov processes, and stochastic networks with heavy-tailed increments. Within last few year I started to work on problems related to spatial stochastic models and to percolation theory, with applications in wireless networks.

Selected publications
  •  S. Foss, D. Korshunov, and S. Zachary. An Introduction to Heavy-Tailed and Subexponential Distributions. Springer, June 2011.
  •  S. Foss and D. Korshunov. "Lower Limits and Equivalences for Convolution Tails", Annals of Probability 35 (2007), No.1, 366--383.
  • Serguei Foss, Andrew Richards. "On Sums of Conditionally Independent
    Subexponential Random Variables", Mathematics of Operation Research,
    35(2010), 102--119
  • S. Foss and A. Puhalskii. ``Random Walks and Levy Processes
    Conditioned Not to Overshoot'', Stochastic Processes and
    Their Applications, 121 (2011), 288--313.
  • D. Denisov, S. Foss, and T. Konstantopoulos. ``Limit Theorems
    for a Random Directed Slab Graph'', The Annals of Applied Probability,
    to appear.

Full list is on my website.   


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. Professor at Novosibirsk State University (until 2000). Leading Sci Researcher at S.L.Sobolev Institute of Mathematics (on leave). Principal Organiser of SCS Programme (2010) at the I Newton Institute.

Further information
  • Editorial work: Queueing Systems (EiC), SPA, Adv/J ApplProbab, MPRF (AsEditor)
  • There are PhD and RA vacancies around
  • Organiser of 6 applied probability conferences in Edinburgh (jointly with S Zachary)
  • Recent grant awards: EPSRC (Math for Energy), RS (International Collaboration), EURO-NF (Framework 7), various EPSRC, LMS, RS, EMS, OW travel/conference grants