Recent papers

Mathematics of energy systems

• Identifying and understanding wind-generation's contribution to securing peak electricity demand, with David Brayshaw and Chris Dent. Journal of Risk and Reliability (2012). To appear. pdf file.

• Probability theory of capacity value of additional generation, with Chris Dent. Journal of Risk and Reliability (2012). To appear. pdf file.

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

Probability

• Loss networks, with Ilze Ziedins. To appear (2009). abstract and paper

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

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

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

• 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). abstract and paper

• 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). abstract and paper

• 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). (abstract)
  pdf file: 180 Kb

• A note on Veraverbeke's theorem Queueing Systems. 46, 9-14, (2004). (abstract)
  pdf file: 140 Kb

• 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). (abstract)
  pdf file: 150 Kb

• 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). (abstract)
  pdf file: 150 Kb

• 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). (abstract)
  postscript file: 800 Kb, pdf file: 350 Kb

• Distributed Admission Control, with Frank Kelly and Peter Key. IEEE Journal on Selected Areas in Communications 18 (12), 2617-2628, (2000). (abstract)
  postscript file: 1.2 Mb, pdf file: 375 Kb

• Dynamics of large uncontrolled loss networks. Journal of Applied Probability, 37 (3), 685-695, (2000). (abstract)
  postscript file: 870 Kb, pdf file: 160 Kb

• Loss networks and Markov random fields, with Ilze Ziedins. Journal of Applied Probability, 36 (2), 403-414, (1999). (abstract)
  postscript file: 1 Mb, pdf file: 160 Kb

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

• 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). ( abstract)
  

• On two-dimensional Markov chains in the positive quadrant with partial spatial homogeneity. Markov Processes and Related Fields, 1, 267-280, (1995). (abstract)
  postscript file: 190 Kb, compressed postscript file: 90 Kb

• 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, 273-292, (1995). (abstract)
  postscript file: 450 Kb, compressed postscript file: 180 Kb

• 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. (abstract)
  postscript file: 160 Kb, compressed postscript file: 70 Kb

Statistics

• Horizontal asymmetry and steepness distributions for wind-driven ocean waves from severe storms, with Paul Stansell and Julian Wolfram. Applied Ocean Research, 25, 137-155, (2003). (abstract)
  pdf file: 530 Kb
• Multivariate extrapolation in the offshore environment, with Graham Feld, Gillian Ward and Julian Wolfram. Applied Ocean Research, 20, 273-295, (1998). (abstract)
  pdf file: 750 Kb

Energy

• 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, To appear (2010). pdf file: 530 Kb