Stochastic Models Links

Projects

• A Bibliography on Queueing Models for Manufacturing
• Bibliography for Computational Probability and Statistics
• Buffon's Needle: An Analysis and Simulation
• Cellular Automata Traffic Simulator [in Japanese]
• CHANCE Database at Dartmouth College
• CTP: Communication Traffic Project
• Electronic Journal of Probability and Electronic Communications in Probability
• Finance Courses on the Web
• Financial Data Finder
• Financial Engineering News
• Financial Engineering with Mathematica
• Financial Numerical Recipes
• Financial Training, Testing and Simulators
• FINWeb
• HSSS: Highly Structured Stochastic Systems
• International Directory of Finance and Economics Professionals
• Mathematical Physics Preprint Archive
• Matrix-Analytic Cyberhome at the University of Arizona or the Adelaide mirror
• Myron Hlynka's Queueing Page
• Network Bibliography
• Numa Option Calculator
• pLab: A Server on the Theory and Practice of Random Number Generation
• Probability Abstract Service
• Probability Web
• Quantum Probability Server
• Queue Network Simulator in java
• Queue Simulation
• Robert's Online Applications!
• SAD: Stochastic Analysis Digest, Conference Information & Publication Announcements
• Stochastic Networks Web
• TELPACK: A Teletraffic Analysis Software
• Virtual Finance Library
• Virtual Laboratories in Probability and Statistics
• Worldwide Finance Faculty Directory

Researchers

A
• Ivo Adan, Eindhoven University of Technology, The Netherlands
• Venkat Anantharam, University of California, Berkeley
• Katsunori Ano, Nanzan University, Japan
• Tayfur Altiok, Rutgers University
• Jose Nelson Amaral, Pontificia Universidade Catolica do Rio Grande do Sul, Brazil
• Hossein Arsham, University of Baltimore
• Soren Asmussen, Lund University

  B

• François Baccelli, INRIA, France
• Dimitris J. Bertsimas, Massachusetts Institute of Technology
• Narayan Bhat, Southern Methodist University
• Jean Bolot, INRIA, France
• Onno J. Boxma, Eindhoven University of Technology, The Netherlands
• Andreas Brandt, Humboldt University, Germany
• Ronald Buitenhek, University of Twente, The Netherlands

  C

• S. Chakravarti, GMI, Flint, Michigan
• Hong CHEN, University of British Columbia, Canada

  D

• Hans Daduna, University of Hamburg, Germany
• Jim Dai, Georgia Institute of Technology
• Gustavo de Veciana, University of Texas
• Nick Duffield, AT&T Laboratories

  E

• Muhammad El-Taha, University of Southern Maine

  G

• Stanley Gershwin, Massachusetts Institute of Technology
• Richard Gibbens, University of Cambridge, United Kingdom
• Yavuz Gunalay, Bilkent University, Turkey
• Kunio Goto, Nanzan University, Japan
• Winfried Grassmann, University of Saskatchewan, Canada

  H

• Bruce Hajek, University of Illinois, Urbana-Champaign
• Michael J. Harrison, Stanford University
• William Henderson, University of Adelaide, Australia
• Myron Hlynka, University of Windsor, Canada
• Jian-Qiang HU, Boston University

  I

• Nobuko Igaki, Tezukayama University, Japan

  J

• Sheldon Jacobson, University of Illinois at Urbana-Champaign
• Sugih Jamin, University of Michigan

  K

• Offer Kella, Hebrew University of Jerusalem
• Frank Kelly, University of Cambridge, United Kingdom
• S. Keshav, Cornell University
• George Kesidis, University of Waterloo, Canada
• Toshikazu Kimura, Hokkaido University, Japan
• Leonard Kleinrock, University of California, Los Angeles
• Hisashi Kobayashi, Princeton University
• Takis Konstantopoulos, University of Texas
• Ger Koole, Vrije Universiteit Amsterdam, The Netherlands
• Anthony Krzesinski, University of Stellenbosch, South Africa

  L

• Meenakshi Lakshmanan, University of Cambridge, United Kingdom
• Richard Larson, Massachusetts Institute of Technology
• Guy Latouche, Université Libre de Bruxelles, Belgium
• Neil Laws, University of Oxford, United Kingdom
• Yu-Tae Lee, Dongeui University, Korea
• Haijun LI, Washington State University
• Jian-Min LI, University of Adelaide, Australia
• Zhen LIU, INRIA, France
• David Lucantoni, IsoQuantic Technologies
• John Chi-Shing LUI, Chinese University of Hong Kong

  M

• Fumiaki Machihara [in Japanese], Tokyo Denki University, Japan
• Iain MacPhee, University of Durham, United Kingdom
• Jean Mairesse, CNRS / Universite Paris 7, France
• Anatoli Manita, Moscow State University, Russia
• William A. Massey, Bell Laboratories
• Masayuki Matsui [in Japanese], University of Electro-Communications, Japan
• Nick McKeown, Stanford University
• Xiannong MENG, University of Texas-Pan American
• Sean Meyn, University of Illinois, Urbana-Champaign
• Hideo Miyahara, Osaka University, Japan
• Masakiyo Miyazawa, Science University of Tokyo, Japan
• Naoto Miyoshi, Tokyo Institute of Technology, Japan
• Masao Mori, Tokyo Institute of Technology, Japan
• Masayuki Murata, Osaka University, Japan

  N

• Philippe Nain, INRIA, France
• Marcel F. Neuts
• José Niño-Mora, Universitat Pompeu Fabra, Spain
• Shun-Chen NIU, University of Texas, Dallas

  O

• Bernt Arne Ødegaard, Norwegian School of Management (BI), Norway
• Masamitsu Ohnishi [in Japanese], Osaka University, Japan

  P

• Ioannis (Yannis) Ch. Paschalidis, Boston University
• Harry G. Perros, North Carolina State University
• Phil Pollett, University of Queensland, Australia
• Narahari U. Prabhu, Cornell University
• Marty Puterman, University of British Columbia, Canada

  R

• Jennifer Robinson, University of Massachusetts
• Svetlozar (Zari) T. Rachev, University of Karlsruhe, Germany
• Sheldon M. Ross, University of California, Berkeley

  S

• Hirotaka Sakasegawa [in Japanese], Waseda University, Japan
• Hidehiko Sanada [in Japanese], Osaka University, Japan
• Hiroaki Sandoh, University of Marketing & Distribution Sciences, Japan
• Paul Schweitzer, University of Rochester
• Richard Serfozo, Georgia Institute of Technology
• George Shanthikumar, University of California, Berkeley
• Adam Shwartz, Technion University, Israel
• Moshe Sidi, Technion University, Israel
• Karl Sigman, Columbia University
• J. MacGregor Smith, University of Massachusetts
• Shaler Stidham, Jr., University of North Carolina, Chapel Hill
• János Sztrik, Lajos Kossuth University, Hungary

  T

• Yoshio Tabata, Osaka University, Japan
• Yukio Takahashi, Tokyo Institute of Technology, Japan
• Peter Taylor, University of Adelaide, Australia
• Henk C. Tijms, Vrije Universiteit, Amsterdam, The Netherlands
• Stephen Turner, University of Cambridge, United Kingdom

  V

• Geert-Jan Van Houtum, Eindhoven University of Technology, The Netherlands
• Jan A. Van Mieghem, Northwestern University
• Jan-Kees C.W. Van Ommeren, University of Twente, The Netherlands
• Mark P. Van Oyen, Northwestern University
• Kenneth Vastola, Rensselaer Polytechnic Institute

  W

• Jean Walrand, University of California, Berkeley
• Richard Weber, University of Cambridge, United Kingdom
• Ward Whitt, AT&T Laboratories
• Ruth Williams, University of California, San Diego

  Y

• David YAO, Columbia University
• Masami Yasuda, Chiba University, Japan
• Raymond YEUNG, Chinese University of Hong Kong

  Z

• Stan Zachary, Heriot-Watt University, United Kingdom
• Zhi-Li ZHANG, University of Minnesota
• Yiqiang Q. ZHAO, Carleton University, Canada

Note: If you are a researcher interested in stochastic models, and also if you are opening your Web page that you would like to be included in the list above, please send information by e-mail to kimura@econ.hokudai.ac.jp.