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CURRICULUM VITAE

Anatolii A. Puhalskii

February 2023

EDUCATION AND DEGREES

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, 2007, Dr. Sci., Mathematics and Physics

PROFESSIONAL EXPERIENCE 

1990 - present Senior researcher, Institute for Problems in Information Transmission of the Russian Academy of Sciences, Moscow, Russia

1996 Associate professor, Moscow Institute of Radio-engineering, Electronics and Automation, Moscow, Russia

1993-1994 Associate professor, State Jewish Academy, Moscow, Russia

1991 Research associate, Newcastle University, Newcastle, UK

1990 Assistant professor, Moscow Institute of Physics and Technology, Moscow, USSR

1979-1990 Researcher, Institute of Control Science of the USSR Academy of Sciences, Moscow, USSR

1997 - 2019 Associate professor, Crooked University in the City (a.k.a. CU Denver)

VISITING POSITIONS2006 A Marie Curie fellow at the Heriot-Watt University, Edinburgh, UK.

2005 Visiting researcher at Cork college, Cork, Ireland.

2001, 1997 Visiting researcher, Weierstrass Institute of Applied Analysis and Stochas-

tics, Berlin, Germany

1997 Visiting researcher, Basic Research Institute in Mathematical Sciences, Bristol, UK

1997 Visiting researcher, Dublin Institute of Advanced Studies, Dublin, Ireland

1996 Visiting researcher, INRIA, Sophia-Antipolis, France

1996, 1994, 1993 Visiting researcher, Bell Laboratories, Murray Hill, NJ, USA

1994-1995 Visiting associate professor, University of Colorado at Denver, Denver, CO, USA

RESEARCH INTERESTS

Stochastic Processes

Large Deviations

Diffusion Approximation

Queueing

Mathematical Finance

Idempotent Probability

REFEREED PUBLICATIONS

2022 Moderate deviation asymptotics of the GI/G/n queue in the Haln{Whitt regime, Queueing Systems, v.100, pp. 341{343

2022 On the metastability of a loss network with diminishing rates, Markov Processes and Related Fields, v.28, pp.365{398

2019 The geometry of big queues, Problems of Information Transmission, v. 55, no. 2, pp. 174{200

2019 Large deviations of the long term distribution of a non-Markov process, Electronic Communications in Probability, v. 24, no. 35, pp. 1{11

2019 On long term investment optimality, Applied Mathematics and Optimization, v. 80, no. 1, pp. 1{62

2016 On large deviations of coupled diusions with time scale separation, Annals of Probability, v. 44, no. 4, pp. 3111{3186

2015 Non-Markovian state-dependent networks in critical loading, Stochastic Models, v. 31, no. 1, pp. 43{66 (with C. Lee)

2013 On the number of isolated vertices in a growing random graph, Rocky Mountain Journal of Mathematics, v.43, no.6, pp. 1941-1989

2013 On the Mt=Mt=Kt +Mt queue in heavy trac, Mathematical Methods of Operations Research, v.78, no.1, pp. 119-148

2012 Discrete Evolutionary Birth-Death Processes and their Large Population Limits, Stochastic Models, v. 28, no. 3, pp. 388{412 (with B.Simon)

2011 On Portfolio Choice by Maximizing the Outperformance Probability, Mathematical Finance, v. 21, no. 1, pp. 145-167.

2011 On the Limit Law of a RandomWalk Conditioned to Reach a High Level, Stochastic Processes and their Applications, v. 121, no. 2, pp. 288{313 (with S.G. Foss)

2010 On Many-Server Queues in Heavy Trac, Annals of Applied Probability, v. 20, no. 1, pp. 129{195 (with J.E Reed)

2007 The Action Functional for the Jackson Network, Markov Processes and Related Fields, v. 13, no. 1, pp. 99{136,

2007 A Large Deviation Principle for Join the Shortest Queue, Mathematics of Operations Research, v. 32, no. 3, pp. 700-710 (with A.A. Vladimirov).

2005 Stochastic Processes in Random Graphs, Annals of Probability, v. 33, no. 1, pp. 337-412.

2004 On Some Degenerate Large Deviation Problems, Electronic J. 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.

2000 The multiclass GI/PH/N queue in the Haln-Whitt regime, Advances in Applied Probability, v. 32, no. 2, pp. 564{595 (with M.I. Reiman)

2000 Non-ergodicity of queueing networks when their uid models are unstable, Problems in Informaion Transmission, v. 36, no. 1, 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 Estimating functions evaluated by simulation: a Bayesian/analytic approach, The Annals of Applied Probability, v. 8, no. 4, pp. 1184-1215 (with J.R. Koehler and B. Simon).

1998 Functional large deviation principles for waiting and departure processes, Probability in the Engineering and Information Sciences, v. 12, pp. 479-507 (with W. Whitt).

1998 On large-deviation eciency in statistical inference, Bernoulli, v. 4, no. 2, pp. 203-272 (with V. Spokoiny).

1998 A critically loaded multirate link with trunk reservation, Queueing Systems, v. 28, no. 1-3, pp. 157-190 (with M.I. Reiman).

1998 Polling systems in heavy trac: a Bessel process limit, Mathematics of Operations Research, v. 23, no.2, pp. 257-304 (with E.G. Coman, 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 A heavy-trac analysis of a closed queueing system with a GI=1 service center, Queueing Systems, v. 25, pp. 235-280 (with E.V. Krichagina).

1997 Functional large deviation principles for rst-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.

1995 Polling systems with zero switchover times: a heavy-trac averaging principle, The Annals of Applied Probability, v. 5, no. 3, pp. 681-719 (with E.G. Coffman, Jr., and M.I. Reiman).

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.

1994 On the invariance principle for the rst passage time, Mathematics of Operations Research, v. 19, no. 4, pp. 946-954.

1993 On the theory of large deviations, Theory of Probability and Applications, v. 38, no. 3, pp. 490{497.

1993 Limiting results for multiprocessor systems with breakdowns and repairs, Queueing Systems, v. 14, no. 3-4, pp. 291-311 (with I. Mitrani).

1992 Limit theorems on large deviations for semimartingales, Stochastics and Stochastics Reports, v. 38, pp. 201-249 (with R.Sh. Liptser).

1992 A mean-eld limit for a class of queueing networks, Journal of Statistical Physics, v. 66, no. 3/4, pp. 803-806 (with F. Baccelli, F.I. Karpelevich, M.Ya. Kelbert, A.N. Rybko, and Yu.M. Suhov).

1991 Storage limited queues in heavy trac, Probability in the Engineering and Informational Sciences, v. 5, pp. 499-522 (with E.G. Coffman, Jr. and M.I. Reiman).

1991 Modelling of a modied Omega network in the regime with the reissuing of blocked requests, Automation and Remote Control, no. 9 (with G.G. Veselovskii and A.Yu. Zalozhnev).

1990 A multiphase system with blocking in heavy traffic, Automation and Remote Control, no. 8.

1988 Tandem queue with nite intermediate waiting room and blocking in heavy traffic, Problems in Control and Information Theory, v. 17, no. 1 (with Ya.A. Kogan).

1988 Diffusion approximation for a system with queue dependent input and arbitrary service, Theory of Probability and Applications, v.33, no.1 (with E.V. Krichagina and R.Sh. Liptser).

1986 Stability of a multiphase queueing system with holding, Journal of Soviet Mathematics, v. 34, no. 2, pp. 1528-1534.

1982 Some inequalities for a multiphase queueing system, Problems in Information Transmission, no. 4.

1982 Ergodicity and stability of a multiphase system with blocking and an innite input queue, Automation and Remote Control, no. 11.

1981 Ergodicity of a multiphase queueing system with blocking, Bulletin of the USSR Academy of Sciences, ser. Engineering Cybernetics, no. 3.

BOOKS

2005 Large Deviations of Stochastic Dynamical Systems. Theory and Applications. (In Russian). Fizmatlit, Moscow.

2001 Large Deviations and Idempotent Probability, Chapman & Hall/CRC Press.

PRESENTATIONS AT MEETINGS OR SEMINARS PRESENTED

2021 Large deviation limits of invariant measures, Conference Chebyshev -200, Moscow

2017 On long term investment optimality, 39th conference on Stochastic Processes and their Applications, Moscow

2010 Compactness methods in large deviations. { Invited lectures, Heath Lectures series, Carnegie Mellon University, Pittsburgh, PA, May.

2009 On the many server queue in heavy trac. { Invited seminar, Colorado State University, September, 2009.

2009 On the asymptotics of a biased random walk conditioned to reach a high level. { Dobrushin"s conference, Institute for Problems in Information Transmission, Moscow, Russia, July.

2006 Some asymptotics for random graphs. { Invited seminar, Ecole normale superieure, Paris, France.

2006 Some asymptotics for random graphs. { Invited seminar, Hamilton Institute, Maynooth, Ireland.

2006 Some asymptotics for random graphs. { Invited seminar, Leeds University, Leeds, UK.

2006 Large deviations of stochastic systems with discontinuous dynamics. { Invited talk. New directions in Applied Probability: Stochastic Networks and Beyond,

2006, Heriot-Watt University, Edinburgh, UK.

2006 A large deviation principle for the Jackson network. { Invited talk IVth Conference on Limit Theorems in Probability Theory and Their Applications, 21 25 August, 2006, Novosibirsk, Russia. Invited talk.

2005 Stochastic Processes in Random Graphs - Invited seminar, University of Southern California.

2002 Large deviations of semimartingales - Invited seminar, University of Colorado at Colorado Springs.

2002 Idempotent Ito equations - Invited seminar, New Mexico State University at Las Cruses.

2002 Large Deviation Convergence - Invited seminar, Bowling Green University, Bowling Green, Ohio.

2001 Large deviation convergence - Plenary lecture, 27th Conference on Stochastic Processes and Their Applications, Cambridge, UK

2000 Idempotent probability and large deviations - Invited lecture, AMS meeting, Toronto, Canada.

2000 Large deviations of semimartingales - Invited seminar, University of Illinois at Urbana-Champaign.

2000 Large and moderate deviation asymptotics for many server queues - Invited talk, INFORMS Conference, Salt Lake City.

1999 Maxingales and maxingale problems - Invited seminar, University of California at San Diego.

1998 On large deviation eciency in statistical inference - Invited seminar, Stanford University.

1998 Large deviations, idempotent semigroups and max-plus calculus - Invited seminar, Wyoming University, Laramie.

1997 A weak convergence approach to large deviations - Invited Seminar, Dublin Institute of Advanced Studies, Dublin, Ireland.

1996 Moderate deviations for queues in critical loading - Conference in memory of R.L. Dobrushin, Paris, France.

1995 A functional Sanov theorem and large deviations of the statistical empirical process - INFORMS Conference, Paris, France.

1990 On functional principle of large deviations - Conference on Stochastic Processes, Bakuriani, USSR

RECOGNITIONS, HONOURS, ETC.

2001 The INFORMS Applied Probability Society Best Publication Award (with M.I. Reiman and E.G. Coman).

2019 Terminated by the University of the Crooked, for the Crooked and by the Crooked (a.k.a. University of Colorado), https://pbu1ldp.wixsite.com/crookeduinthecity, https://www.linkedin.com/in/anatolii-puhalskii-1674bb63/