Tolya Puhalskii, CU-Denver.


Curriculum Vitae
ANATOLII PUHALSKII

AREAS OF EXPERTISE: probability theory, queueing theory, large deviation theory, weak convergence theory

EDUCATION AND DEGREES
Institution Date Degree Major
Moscow Institute of Physics and Technology 1979 M.Sc. Physics and Control Science
Moscow Institute of Physics and Technology 1984 Ph.D. Mathematics and Operations Research
Institute for Problems in Information Transmission 2006 Dr. Sci. Mathematics and Informatics

 

PROFESSIONAL EXPERIENCE

1997 -
Associate professor, University of Colorado at Denver
1990 -
Senior researcher, Institute for Problems in Information Transmission of the Russian Academy of Sciences
1996
Associate professor, Moscow Institute of Radio-engineering, Electronics and Automation
1994-1995
Visiting associate professor, University of Colorado at Denver
1993-1994
Associate professor, State Jewish Academy, Moscow
1991
Research associate, Newcastle University
1990
Assistant professor, Moscow Institute of Physics and Technology
1979-1990
Researcher, Institute of Control Science of the USSR Academy of Sciences

SELECTED PUBLICATIONS
2005
Stochastic Processes in Random Graphs, Annals of Probability, v. 33, no. 1, pp. 337-412.
2004
On Some Degenerate Large Deviation Problems, Electronic Journal of Probability, v. 9, pp. 862-886.
2003
On Large Deviation Convergence of Invariant Measures, J. Theoret. Probability, v. 16, no. 3, pp. 689-724.
2001
Large Deviations and Idempotent Probability, Chapman & Hall/CRC.
2000
Non-Ergodicity of Queueing Networks when Their Fluid Models are Unstable, Problemy Peredachi Informatsii, v. 36, no. 1, pp. 26-46 (with A.N. Rybko, in Russian).
1999
Large Deviations of Semimartingales: A Maxingale Problem Approach. II. Uniqueness for the Maxingale Problem. Applications, Stochastics and Stochastics Reports, v. 68, pp. 65-143.
1999
Moderate Deviations for Queues in Critical Loading, Queueing Systems, v. 31, no. 3-4, pp. 359-392.
1998
On Large-Deviation Efficiency in Statistical Inference, Bernoulli, v. 4, no. 2, pp. 203-272 (with V. Spokoiny).
1998
Functional Large Deviation Principles for Waiting and Departure Processes, Probab. Engin. Inform. Sciences, v. 12, pp. 479-507 (with W. Whitt).
1998
Polling Systems in Heavy Traffic: A Bessel Process Limit, Mathematics of Operations Research, 1998, v. 23, no. 2, pp. 257-304 (with E.G. Coffman, Jr., and M.I. Reiman).
1997
Large Deviations of Semimartingales: A Maxingale Problem Approach I. Limits as Solutions to a Maxingale Problem, Stochastics and Stochastics Reports, v. 61, pp. 141-243.
1997
Functional Large Deviation Principles for First-Passage-Time Processes, The Annals of Applied Probability, v. 7, no. 2, pp. 362-381 (with W. Whitt).
1995
Large Deviation Analysis of the Single Server Queue, Queueing Systems, v. 21, pp. 5-66.
1994
The method of stochastic exponentials for large deviations, Stochastic Processes and their Applications, v. 54, pp. 45-70.
1994
Large deviations of semimartingales via convergence of the predictable characteristics, Stochastics and Stochastics Reports, v. 49, pp. 27-85.
1991
On functional principle of large deviations, in: ``New trends in probability and  statistics'',
V.Sazonov and T.Shervashidze, eds., VSP/Mokslas, v. 1, pp. 198-218.