VITA: SIDNEY RESNICK

Professor and Director
School of Operations Research
and Industrial Engineering
Cornell University, 214 Rhodes Hall, Ithaca, NY 14853

130 Lexington Drive, Ithaca NY 14850 USA

(607) 255-1210 (w), (607) 257-7833 (H), (607) 592-2101 (mobile)
(607) 255-9129 - fax
sir1@cornell.edu
Education:
B.S. (Mathematics), Queens College, New York June 1966.
M.S. (Mathematical Statistics), Purdue University, February 1968
Ph.D. (Mathematical Statistics), Purdue University, January 1970

B.S. received cum laude with departmental honors in mathematics, Phi Beta Kappa
N.S.F. Trainee, Purdue University, 1966-69

Professional Experience:
Summer 1967 Operations Research and Statistics Division, Ford Motor Company, Dearborn, Michigan
1969-70 Research Fellow, Department of Mathematical Statistics, Purdue University
February 1970 - February 1972 Lecturer, Faculty of Industrial and Management Engineering, Technion, Haifa, Israel.
September 1971 Assistant Professor, Department of Statistics, Stanford University
December 1977 Associate Professor, Department of Statisics, Colorado State University
May 1981 Professor, Department of Statistics, Colorado State University
July, 1987 Professor, Operations Research and Industrial Engineering, Cornell University
July, 1999 - June 2004 Director, School of Operations Research and Industrial Engineering, Cornell University

Membership in Professional Societies:

Institute of Mathematical Statistics
INFORMS

Honors:

Fellow of the Institute of Mathematical Statiystics
Departmental nominee for Humanities and Sciences excellence-in-teaching award, 1975-76
Lady Davis Fellowship, 1981
Oliver P. Pennock Distinguished Service Award, Colorado State University, 1984
U.K. Science and Engineering Research Council Fellowship, 1985
Fellow of the International Statistical Institute, 1988
Designated by Merrill Presidential Scholar Michael Paul as the faculty member who most influenced his Cornell career, 1991.

Special Appointments:

July 1, 1971 - Oct. 1, 1971 Visiting research associate. Appointed jointly by the Mathematics Institute of the University of Amsterdam and the Mathematics Center, Amsterdam.
Sept. 1975 - Feb. 1976 Visiting Scientist, CSIRO, Division of Mathematics and Statistics, Canberra, Australia
  Visiting Fellow, Department of Statistics, SGS, Australian National University, Canberra, Australia
Aug. 1, 1977 - Nov. 30, 1977 Visiting research associate, Erasmus University, Rotterdam, Holland
Sept. 1, 1981 - Jan. 30, 1982 Visiting research associate, Erasmus University, Rotterdam, Holland
Feb. 1, 1982 - July 31, 1982 Visiting Fellow, Technion, Faculty of Industrial and Management Engineering, Technion, Haifa, Israel
Aug. 1, 1985 - July 31, 1986 S.E.R.C. Research Fellow, Department of Mathematics, Sussex University, Brighton, UK
July 1, 1992 - July 21, 1992 Visiting Fellow, ETH, Department of Mathematics, Zurich, Switzerland.
January, 1996 Visiting research associate, Erasmus University, Rotterdam, Holland
July 10-24, 1997; Fall 1999 Visiting researcher, Department of Statistics, University of North Carolina, Chapel Hill.
Spring 1999 Visiting Scientist, AT&T Labs Research, Florham Park, NJ.

Selected Invited Conference Lectures:

July 27 - Aug. 3, 1973 Invited lecturer, Summer Research Institute, Canadian Math. Congress, Carleton University, Ottawa. Three lectures on Extremal Processes, Records and Maxima.
Aug.5 - 9, 1974 Invited lecturer, Fourth Conference on Stochastic Processes and Their Applications, York University, Ontario. Topic: Extremal Processes.
Aug. 25 - 28, 1975 Invited lecturer, IMS annual meeting, Atlanta, Georgia. Session: Maximal Processes. Title: A Survey of Extremal Processes.
June 15 - 16, 1979 Invited lecturer, AMS Western Regional Meeting, Vancouver. Title: Regularly Varying Tail Probabilities and Point Processes.
Mar. 12 - 14, 1980 Invited lecturer, IMS Eastern Regional Meeting, Charleston, South Carolina. Session: Stable and Operator Stable Laws on Euclidean Spaces II. Title: Point Processes and Multivariate Stable Laws.
Aug. 18-21, 1980 Invited lecturer, IMS Regional Meeting, Ann Arbor, Michigan. Session: Applied Probability. Title: Storage Processes with General Release Rule and Additive Inputs.
Aug. 17-20, 1981 Applied Probability session organizer, IMS Annual Meeting, Vail, Colorado.
Mar. 17, 1982 Invited lecturer: Annual Meeting of the Israel Statistical Society. Title: Extremal Processes and Records.
Aug. 15-18, 1983 Invited lecturer: IMS Annual Meeting, Toronto. Title: Point Processes, Regular Variation and Weak Convergence.
May 14-16, 1984 Applied Probability session organizer, Point Processes, ORSA/TIMS Annual Meeting, San Francisco, California.
May 30 - June 1, 1984 Mini-conference on Inference for Stochastic Processes, Lexington, Kentucky. Invited lecture: Tail Estimates Motivated by Extreme Value Theory.
June 18-20, 1984 Applied Probability session organizer, IMS Western Regional Meeting, Logan, Utah.
Aug. 21-24, 1984 Invited lecturer, IMS Annual Meeting, Lake Tahoe, California. Title: Limit Theory for Moving Averages of Random Variables.
Mar. 20-30, 1985 Invited lecturer, IMS Regional Meeting, Austin, Texas. Applied Probability Session. Title: Records from Improving Populations.
Nov. 13-15, 1985 Invited lecturer, l4th Lunteren meeting of Dutch Statistics Society. Title: Limit Theory for Moving Averages.

Mar. 19, 1986 Invited lecturer, Belgian Contact Group in Probability, Leuven. Title: Records in the Plane and Random Sets.
April 27, 1986 Invited lecturer, 22nd Gregynog Statistical Conference, Wales. Title: Records from Improving Populations.
June 13, 1986 Invited lecturer, North Britain Probability Theory Seminar, Strathclyde University, Glasgow. Title: Limit Theory for Moving Averages.
June 22, 1987 Invited lecturer, NSF Workshop: Extremes of Random Processes in Applied Probability, Santa Barbara, Ca. Titles: (1) Moving Averages of Random Variables with Regularly Varying or Exponential-like Tails. (2) Multivariate Extremes and Random Sets.
Dec. 6, 1987 Invited lecturer, Conference on extreme values, Oberwolfach, Germany. Title: Multivariate Records.
Mar. 18, 1988 Invited lecturer, Syracuse and Rochester Universities, Joint Symposium on Probability Theory. Title: Some Mulivariate Extreme Value Problems.
Mar. 26-28, 1988 Invited lecturer, Mini-Conference on Independent Random Variables: Their Sums and Extremes. Boston, Mass. Title: Point Processes and Weak Convergence.
Mar. 5-7, 1990 Invited lecturer, SIAM Conference on Applied Probability, New Orleans. Title: Choice Theory.
April 1-4, 1990 Program Chair and invited lecturer, IMS Eastern Regional Meeting, Baltimore. Title: Scaled Limits of Random Samples in $ R \hspace{-.15in} I \hspace{.08in}^d$ .
April 11-12, 1992 Invited lecturer, AMS Regional Meeting, Lehigh University. Title: Densities with Gaussian Tails.
March 15, 1993 Session organizer: IMS Probability Meeting, Bloomington Indiana. Session title: Heavy tailed modelling and long range dependence.
May 3-6, 1993 Invited lecturer, NIST/Temple University Conference on Extreme Values, Gaithersburg, Md. Title: Some Choice Models.
May 19-28, 1994 Invited lecturer, Conference on Multivariate Extreme Value Estimation with Applications to Economics and Finance, Rotterdam, Holland. Title: Estimating the limit distribution of multivariate extremes.
June 20-25, 1994 Invited lecturer, Third World Congress of the Bernoulli Society for Mathematical Statistics and Probability and the 57th Annual Meeting of the Institute of Mathematical Statistics, University of North Carolina, Chapel Hill. Title: Linear programming time series estimators.

Mar. 20-22, 1995 Invited lecturer, Third ORSA (now INFORMS) Telecommunications Conference, Sheraton Inn, Boca Raton, Florida. Title: Estimation for Heavy Tailed Time Series with teletraffic applications.
June 14-16, 1995, Invited lecturer, 8-th Applied Probability Group Conference Georgia Institute of Technology, Atlanta, Georgia. Sponsored by the ORSA/TIMS Applied Probability Group Title: "On Heavy Tailed Modelling".
July 17, 1995 CSS Presidential Invited Speaker, IMS/ CSS Annual statistics meetings, Montreal. Title: Heavy Tailed Modelling.
May 28, 1996 Invited Talk: Annual Meeting of the Israel Statistical Society, Jerusalem: Why nonlinearities can ruin the heavy tailed modellers day.
Feb 2-8, 1997 Invited Talk: Oberwolfach conference on Point Processes and their Applications, Pitfalls of modeling heavy tailed data.
May 5-7, 1997 Session organizer: Heavy Tails and/or Long Range Dependence, INFORMS, San Diego.
June 10, 1997 Invited speaker, Portuguese Statistical Society Annual Meeting: Heavy tailed modeling-What works and what doesn't.
June 30, 1997 Invited speaker, Ninth INFORMS Applied Probability Conference, Boston. Title: Patterns of buffer overflow in fluid queues exhibiting long range dependence.
October 13, 1997 Invited speaker, Dimacs Conference on End-to-end Network modeling, Princeton NJ. Title: Fluid queues, buffer overflows and on/off modeling.
Dec. 18, 1997 Invited speaker, Rotterdam (Holland) Conference on Extreme Values. Title: Why the sample correlation function will break your heart.
April 24, 1998 Invited speaker, Applied Probability Day, Columbia University. Title: Why the sample correlation function will break your heart.
Aug. 18-22, 1998 Conference on "Extremes, Risk and Safety", Stochastic Center, Gothenberg, Sweden. Title: Fluid queues, telecommunication models with heavy tailed inputs and long range dependence.
April 12-16, 1999 Eindhoven, Holland; Eurandom Conference on Network Modelling. Title: Heavy tails and long range dependence in network traffic modelling.
June 3-5, 1999 American University, Washington DC, Conference on Heavy Tails and their Applications. Title: Is network traffic best approximated by fBM or a Lévy stable motion?

Oct. 22-24, 1999 Institute of Mathematics and its Applications Hot Topics Workshop: "Scaling Phenomena in Communication Networks" , University of Minnesota.
April 15, 2000 Seaway Section of the Mathematics Association of America. Harry M. Gehman Lecture: Infinite Node Poisson Models with Heavy Tailed Transmission Times; Applied Probability Modeling of Data Networks.
March 22, 2001 Third Prem S. Puri Memorial Lecture, Purdue University: Infinite source Poisson models with heavy tailed transmission times: Probabilistic modeling and data networks.
June 18-20, 2001 Canadian Institute of Actuaries Annual Meeting: Extreme Value Theory. Toronto, Ontario.
Oct. 28-Nov. 3, 2001 Mathematisches Forschungsinstitut Oberwolfach, Germany; Conference on Stable Laws, Processes and Applications. Invited talk: Data Network Modeling on Large and Small Time Scales.
Dec. 10-15, 2001 SEMSTAT, Gothenberg, Sweden. Invited 5 hour lecture on Modeling Data Networks.
June 3-8, 2002 Finland Summer School, 6 hours of lectures on Heavy tailed modeling with application to finance and data network models.
Nov 6-10, 2002 Symposium: The age of regular variation: tales on tails; symposium on the occasion of Guus Balkema's 65th birthday. B.C.P. Jansen Instituut, University of Amserdam. Invited talk on "Limits of on/off hierarchical product models for data transmission.
Oct. 27-28, 2002 Western Regional meeting of the American Math Society; Meeting number 981, University of Utah. Special session on Time Series, Heavy Tails, and Applications Invited talk:Limits of on/off hierarchical product models for data transmission.
Jan 21-26, 2003 Eurandom, Eindhoven, The Netherlands: Conference on extremes of dependent variables. Two invited talks: (a) Limits of on/off hierarchical product models for data transmission. (b) The extremal dependence measure for dependent data.
July 23-27, 2003 International Society of Baysian Analysis, San Juan, Puerto Rico. Invited paper: Extremal Dependence and Detection of Asymptotic Independence.
Aug. 13-20, 2003 International Statistics Institute Annual Meeting, Berlin, Germany. Invited paper: Extremal Dependence.
Oct. 11-12, 2003 990th AMS Regional Meeting, Binghamton, NY: Invited paper: Extremal Dependence Measurement.

Nov. 17-21, 2003 UK Extremes Group, Lancaster UK: Invited lecture: Extremal Dependence and Hidden Regular Variation.
Nov. 30-Dec. 06, 2003 Mathematisches Forschungsinstitut, Oberwolfach Germany: Meeting on Applied Probability. Plenary Lecture: Extremal Dependence with Applications to Data Network Modeling and Finance.

Editorial Work:

Book Reviews:

STOCHASTIC CALCULUS AND STOCHASTIC MODELS, by McShane in the Journal of the Australian Statistical Society, Vol. 18, No. 3.
THE ASYMPTOTIC THEORY OF EXTREME ORDER STATISTICS, Galambos; Math. Reviews. 80b: 60040, February 1980.
STATISTICAL ANALYSIS OF COUNTING PROCESSES, M. Jacobsen, Journal of the American Statistical Association.

Contracts, Grants and Fellowships

Statistics-Stochastic Modelling, Principal Investigator; 8/1/75-8/31/76; NSF OIP75-14513.
Extreme values, stable laws and stochastic models, co-Principal Investigator; 2 months summer; 7/15/78-7/31/80; NSF MCS 78-00915.
Lady Davis Fellowship, 2/81-6/81. Technion, Haifa, Israel.
Extreme values, stable laws and stochastic models, 2 months summers, 1981-1984, National Science Foundation, MCS-820235.
Extreme values, stable laws and stochastic models, 2 months summers, 1985-1988, National Science Foundation.
Science Engineering Research Council Fellowship, 8/85-7/86; England.
Extreme values and stochastic models, 2 months summer, 1988-1991, National Science Foundation.
Center for Applied Mathematics Special Years on Extremes, Stable Processes and Heavy Tailed Phenomena, Cornell University, 6/88-8/90.
Nato Collaborative Research Grant (with L. de Haan), 1990. Renewed 1993-1996.
US-Israel Binational Science Foundation Grant, 1990-1993. Renewed 1993-1996.
Extreme values, heavy tailed phenomena and related topics, 2 months summer, 1991-1994, National Science Foundation.
Point process and heavy tailed modelling with application to teletraffic networks, (with David Heath and Gennady Samorodnitsky), 1992-1994, National Security Agency.
Topics in heavy tailed modelling (with Gennady Samorodnitsky), 2 months summer, 1994-1997, National Science Foundation.
Topics in heavy tailed modelling (with David Heath and Gennady Samorodnitsky), 1995-1996, National Security Agency.
Topics in heavy tailed modeling and long range dependence (with Gennady Samorodnitsky), 1997-2000, National Science Foundation.
Topics in heavy tailed modeling, long range dependence and telecommunications models (with Gennady Samorodnitsky), 1998-2000, National Security Agency.
Network Traffic Modeling and Analysis, 1999, National Science Foundation and AT&T Labs Research.

University and Departmental Service:

1972-73 Qualifying exams committee, TV committee, Phi Beta Kappa representative.
1973-74 Departmental admissions committee, seminar chairman, Phi Beta Kappa representative
1974-75 Chairman, Committee in Charge, University Undergraduate Mathematical Sciences Program; departmental Master's student advisor
1978-79 Special seminars chairman; College Curriculum Committee
1979-80 Special seminars chairman; graduate recruiting and admissions
1980-83 Graduate Program Director; Executive Committee
1983-84 Graduate Program Director; Chairman of the Executive Committee; Promotion and Tenure Committee

1986-87 Executive Committee, Hiring Committee
1987-97 Engineering College Library Committee
1987-88 Search Committee, Research Initiatives Committee
1988-89 Search Committee for Head of Statistics Field, Promotion Committee, Standards Committee
1989-9 Search Committee (Biometrics), Standards Committee, Curriculum Committee
1990-91 Dean's Ad Hoc Promotion Committee, Computing Committee, Tenure and Promotion Committee
1991-93 Department Tenure and Promotion Committee
1992-95 Associate Director for Graduate Studies,
1995-1998 Faculty Council/Faculty Senate
1995-6 Faculty Search Committee, New Director and Directions Committee

1996-8 Faculty Committee on Admissions and Financial Aid.
1997-8 Targeted Hiring Committee, Promotion and Tenure Committee.
1999-2004 Director, School of Operations Research and Industrial Engineering.
2001-2 Provost Committee on Economic Development in New York State and Cornell's Land Grant Mission.
2003-4 Chair, Engineering Dean's Committee for Space Planning.

External Service:

1981-89 Committee for Conferences in Stochastic Processes (CCSP) of the Bernoulli Society
1982-85 Faculty advisor of Hillel/ASI, Colorado State University
1984-86 Program Committee for the First World Congress of the Bernoulli-Society in Tashkent, USSR, September 1986
1986 Institute of Mathematical Statistics Nominating Committee
1988-91 Institute of Mathematical Statistics Council.
1993 Institute of Mathematical Statistics Publications Committee
1995 NSF proposal review panel.

1996 Co-opted member of the IMS Search Committee for a new editor for ANNAP.
1997 NSF proposal review panel for probability.
1998-2001 Institute of Mathematical Statistics Fellows Committee.
2000 Institute of Mathematical Statistics ad hoc committee on electronic publishing.

Doctoral Students:

Joseph Deken (August 1976)
Daren B.H. Cline (August 1983)
Rocco Ballerini (August 1985)
Edward Mulrow (August 1986)
James Marengo (August 1986)
Keizo Kinoshita (August 1988)
Rishin Roy (August 1990)
Catalin Starica (1996)
Eric Van den Berg (1998)
Fang Xue (1998)
Krishanu Maulik (2002)
Dhruv Bargava (in progress)

Post-doctoral Students:

Douglas McBeth (Fall, 1991)
Marie Kratz (Fall 1993, 1994, 1995)

Publications:

  1. (1970) Limit laws for maxima of sequence of random variables defined on a Markov chain (with M. F. Neuts). Advances in Applied Probability, Vol. 2, pp. 323-343.

  2. (1971) Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov Chain. Z. Wahrscheinlichkeitstheorie, Vol. 18, pp. 197-217.

  3. (1971) Tail equivalence and its applications. Journal of Applied Probability, Vol. 8, No. 1, pp. 136-156.

  4. (1971) On the times of births in a linear birth process (with M. F. Neuts). Journal of the Australian Mathematical Society, Vol. XII, Part 4, pp. 473-473.

  5. (1972) Products of distributions attracted to extreme value laws. Journal of Applied Probability, Vol. 8, pp. 781-793.

  6. (1972) Stability of maxima of random variables defined on a Markov chain. Advances in Applied Probability, Vol. 4, pp. 285-295.

  7. (1973) Limit laws for record values. Journal of Stochastic Processes and Their Applications, Vol. 1, pp. 67-82.

  8. (1973) Almost sure stability of maxima (with R. J. Tomkins). Journal of Applied Probability, Vol. 10, pp. 387-401.

  9. (1973) Records values and maxima. Annals of Probability, Vol. 1, pp. 650-662.

  10. (1973) The structure of extremal processes (with Michael Rubinovitch). Advances in Applied Probability, Vol. 5, pp. 287-307.

  11. (1973) Almost sure limit points of record values (with Laurens de Haan). Journal of Applied Probability, Vol. 10, pp. 528-542.

  12. (1973) Extremal processes and record value times. Journal of Applied Probability, Vol. 10, pp. 864-868.

  13. (1974) Inverses of extremal processes. Advances in Applied Probability, Vol. 6, pp. 392-406.

  14. (1975) Weak convergence to extremal processes. Annals of Probability, Vol. 3, pp. 951-960.

  15. (1975) The behavior near the original of the supremum functional in a process with stationary, independent increments (with M. Rubinovitch). Journal of Applied Probability, Vol. 12, pp. 159-160.

  16. (1976) The stationary distribution and first exit probabilities of a storage process with general release rule (with J. M. Harrison). Mathematics of Operations Research, Vol. 1, pp. 347-358.

  17. (1976) An extremal decomposition of a process with stationary, independent increments. Technical Report 79, Department of Statistics, Stanford University.

  18. (1977) Max-infinite divisibility (with A. A. Balkema). Journal of Applied Probability, Vol. 14, pp. 309-319.

  19. (1977) Limit theory for multivariate sample extremes (with L. deHaan). Z. Wahrscheinlichkeitstheorie, Vol.40, pp. 317-337.

  20. (1977) Extreme values of independent stochastic processes (with B. M. Brown). Journal of Applied Probability, Vol. 14, pp. 732-739.

  21. (1977) Weak convergence with random indices (with R. Durrett). Journal of Stochastic Processes and Their Applications, Vol. 5, pp. 213-220.

  22. (1978) Recurrence classification of risk and storage processes (with J. M. Harrison). Mathematics of Operations Research, Vol. 3, pp. 57-66.

  23. (1978) Functional limit theorems for dependent variables (with R. Durrett). Annals of Probability, Vol. 6, pp. 829-846.

  24. (1978) Derivatives of regularly varying functions in $ R^d$ and domains of attraction of stable distributions (with L. deHaan). Journal of Stochastic Processes and Their Applications, Vol. 8, pp. 349-355.

  25. (1978) Regularly varying tail probabilities and point processes. Technical Report No. 4, Department of Statistics, Colorado State University.

  26. (1979) A bivariate stable characterization and domains of attraction (with P. Greenwood). Journal of Multivariate Analysis, Vol. 9, pp. 206-221.

  27. (1979) Conjugate II-variation and process inversion (with L. de Haan). Annals of Probability, Vol. 7, pp. 1028-1035.

  28. (1980) A simple asymptotic estimate for the index of a stable distribution (with L. de Haan). Journal of the Royal Statistical Society. Series B, Vol. 42, Part 1.

  29. (1981) On the observation closest to the origin (with L. de Haan). Journal of Stochastic Processes and their Applications, Vol. 11, pp. 301-308.

  30. (1982) Local limit theorems for sample extremes (with L. de Haan). Annals of Probability, Vol. 10, pp. 396-414.

  31. (1982) Storage processes with general release rule and additive inputs (with P. J. Brockwell and R. Tweedie). Advances in Applied Probability, Vol. 14, pp. 392-433.

  32. (1982) Extremal processes. Review: Encyclopedia of Statistical Sciences, Wiley, New York.

  33. (1982) Weak convergence and range analysis for dams with Markovian input rate (with P. J. Brockwell and N. Pacheco-Santiago). Journal of Applied Probability, Vol. 19, pp. 272-289.

  34. (1982) Birth, immigration and catastrophe processes (with P. J. Brockwell and J. M. Gani). Advances in Applied Probability, Vol. 14, pp. 709-731.

  35. (1982) Limit theory for moving averages of random variables with regularly varying tail probabilities (with R. Davis). Annals of Probability, Vol. 13, pp. 179-195.

  36. (1983) Catastrophe processes with continuous state space (with P. J. Brockwell and J. M. Gani). Australian Journal of Statistics, Vol. 25, pp. 208-226.

  37. Rank tests for multivariate trend (with B. M. Brown). Australian Journal of Statistics, Vol. 26, pp. 58-67.

  38. (1984) Asymptotically balanced functions and stochastic compactness of sample extremes (with L. de Haan). Annals of Probability, Vol. l2, pp. 588-608.

  39. (1984) Stochastic compactness and point processes (with L. de Haan). Journal of the Australian Mathematical Society, Vol. 37, pp. 307-316.

  40. (1984) Domains of attraction and regular variation in $ R^d$ (with L. de Haan and E. Omey). Journal of Multivariate Analysis, Vol. 14, pp. 17-33.

  41. (1984) Limiting behavior of sums and the term of maximum modulus (with R. A. Maller). Proceedings of the London Mathematical Society, Vol. 49, pp. 385-422.

  42. (1984) Tail estimates motivated by extreme value theory (with R. Davis). Annals of Statistics, Vol. 12, pp. 1467-1487.

  43. (1985) Records from improving populations (with Rocco Ballerini). Journal of Applied Probability, Vol. 22, pp. 487-502.

  44. (1985) More limit theory for the sample correlation function of moving averages (with R. Davis). Stochastic Processes and Their Applications, Vol. 20, pp. 257-279.

  45. (1986) Limit theory for sample covariances and correlation functions (with R. Davis). Annals of Statistics, Vol. 14, pp. 533-558.

  46. (1986) Uniform rates of convergence to extreme value distributions. Probability and Statistics: Essays in Honor of Franklin Graybill. North Holland.

  47. (1986) Point processes, regular variation and weak convergences. Advances in Applied Probability, Vol. 18, pp. 66-138.

  48. (1986) Extremal properties of a class of moving averages (with R. Davis, J. Marengo). Proceedings of the 45th Session of the ISI, 26.2, pp. 1-14.

  49. (1987) Records in the presence of a linear trend (with R. Ballerini). Advances in Applied Probability, Vol. 19, pp. 801-828.

  50. (1987) Embedding sequences of successive maxima in extremal process, with applications (with R. Ballerini). Journal of Applied Probability, Vol. 24, pp. 827-837.

  51. (1987) On regular variation of probability densities (with L. de Haan). Stochastic Processes and their Applications, Vol. 25, pp. 83-95.

  52. (1987) The convex hull of a random sample (with D. Davis and E. Mulrow). Stochastic Models. Vol. 3, pp. 1-29.

  53. (1988) Association and multivariate extreme value distributions. Gani Festschrift: Studies in Statistical Modelling and Statistical Science, ed. C.C. Heyde, pp. 261-271, Statistical Society of Australia.

  54. (1988) Almost sure limit sets of random samples in $ R {\hspace{-.14in}} I {\hspace{.07in}}^d $ (with E. Mulrow and R. Davis). Advances in Applied Probability, Vol. 20, pp. 573-599.

  55. (1988) Distributions that are both subexponential and in a domain of attraction of an extreme value distribution (with C. M. Goldie). Advances in Applied Probability, Vol. 20, pp. 706-718.

  56. (1988) Subexponential distributions tails and point processes (with C.M. Goldie). Stochastic Models, 4, 361-372.

  57. (1988) Multivariate records and shape. Proceedings of Oberwolfach Conference on Extreme Value Theory (with Keizo Kinoshita). Lecture Notes in Statistics #51, ed. J. Husler and R. Reiss, pp. 222-233.

  58. (1988) Extremes of moving averages of random variables from the domain of the double exponential distribution (with R. Davis). Stochastic Processes and Their Applications, Vol. 30, pp. 41-68.

  59. (1989) Extremal behaviour of solutions to a stochastic difference equation with applications to arch-processes (with L. de Haan, H. Rootzen, C. de Vries). Stochastic Processes and Their Applications, Vol. 32, pp. 213-224.

  60. (1989) Quantifying closeness of distributions of sums and maxima when tails are fat (with Eric Willekens). Stochastic Processes and Their Applications, Vol. 33, pp. 201-216.

  61. (1989) Basic properties and prediction of max-arma processes (with Richard Davis). Advances in Applied Probability, Vol. 21, pp. 781-803.

  62. (1989) Records in a partially ordered set (with C. M. Goldie). Annals of Probability, Vol. 17, pp. 678-699.

  63. (1990) Multivariate extremal processes, leader processes and dynamic choice models (with Rishin Roy). Advances in Applied Probability, Vol. 22, pp. 309-331.

  64. (1990) Leader and maximum independence for a class of discrete choice models (with R. Roy). Economics Letters, Vol. 33, pp. 259-263.

  65. (1990) Moving averages of random series with random coefficients and random coefficient autoregressive models (with E. Willekens). Stochastic Models, Vol. 7, 511-526.

  66. (1991) Extremes of moving averages of random variables with finite endpoint (with R. Davis). Annals of Probability, Vol. 19, pp. 312-328.

  67. (1991) Convergence of scaled random samples in $ R^d$ (with Keizo Kinoshita). Annals of Probability, 19, 1640-1663.

  68. (1991) Point processes and Tauberian theory. The Mathematical Scientist, Vol. 16, 83-106.

  69. (1991) Max-geometric infinite divisibility and stability (with Z. Rachev). Stochastic Models, 7, 191-219.

  70. (1991) Random USC functions, max-stable processes and continuous choice (with R. Roy). Annals of Applied Probability, 1, 267-292.

  71. (1992) On min-stable horse races with infinitely many horses. Mathematical Social Sciences, Vol. 23, 119-145.

  72. (1993) Prediction of stationary max-stable processes (with R. Davis). Annals of Applied Probability, 3, 497-525.

  73. (1992) Multivariate subexponential distributions (with D. Cline). Stochastic Processes and Their Applications, 42, 49-72.

  74. (1992) Estimation for autoregressive processes with positive innovations (with P. Feigin). Stochastic Models, 8, 479-498.

  75. (1993) Estimating the home range (with L. de Haan). J. Appl. Probability, 31, 700-720.

  76. (1993) Densities with Gaussian tails (with A. Balkema and C. Kluppelberg). Proc. London Math. Soc., (3) 66, 568-588.

  77. (1994) Super-extremal processes, max-stability and dynamic continuous choice (with R. Roy). Annals of Applied Probability, 4, 791-811.

  78. (1994) Super-extremal processes and the arg-max process (with R. Roy). J. Appl. Probability, 31, 958-978.

  79. (1994) Estimating the limit distribution of multivariate extremes (with L. de Haan). Stochastic Models, 9, 275-309 .

  80. (1994) Extreme values and choice theory (with R. Roy). Extreme Value Theory and Applications, edited by Galambos, J., Lechner, J., Simiu, E. 319-336. Kluwer Academic Publishers, Dordrecht, Holland.

  81. (1994) Random transformations for Poisson processes and sup-integral processes (with L. de Haan). Stochastic Models, 10(1), 205-221.

  82. (1994) Stability of random sets generated by multivariate samples (with D. McBeth). Stochastic Models, 10, 549-574.

  83. (1994) Limit distributions for linear programming time series estimators (with P. D. Feigin). Stochastic Processes and their Applications, 51, 135-166.

  84. (1994) Crossings of max-stable processes (with R. Davis). Journal of Applied Probability, 31, 130-138.

  85. (1995) Consistency of Hill's estimator for dependent data (with C. Starica). Journal of Applied Probability, 32, 139-167.

  86. (1995) Testing for Independence in Heavy Tailed and Positive Innovation Time Series (with P. Feigin and C. Starica). Stochastic Models, 11, 587-613.

  87. (1995) Many Multivariate Records (with C.M. Goldie). Stochastic Processes and their Applications, 59, No. 2, 185-216.

  88. (1996) Second order regular variation, convolution and the central limit theorem (with J. Geluk, L. de Haan and C. Starica). Stochastic Processes and their Applications, 33, 128-239.

  89. (1996) Second order regular variation and rates of convergence in extreme value theory (with L. de Haan). Ann. Probbility, 24, 97-124.

  90. (1996) Ordered Independent Scattering (with C.M. Goldie). Stochastic Models, 12, 523-528.

  91. (1996) The qq-estimator and heavy tails (with Marie Kratz). Stochastic Models, 12, 699-724.

  92. (1996) Parameter Estimation for Moving Averages with Positive Innovations (with Paul D. Feigin, Marie F. Kratz). Annals of Applied Probability, 6, 1157-1190.

  93. (1996) Limit theory for bilinear processes with heavy tailed noise (with Richard Davis). Ann. Applied Probability, 6, 1191-1210.

  94. (1997) Heavy tail modelling and teletraffic data. Annals of Statistics, 25 1805-1869.

  95. (1997) Asymptotic behavior of Hill's estimator for autoregressive data (with C. Starica). Stochastic Models, 13, 703-723.

  96. (1997) Smoothing the Hill estimator (with Catalin Starica). Advances in Applied Probability, 29, 271-293.

  97. (1997) Performance decay in a single server exponential queueing model with long range dependence (with Gennady Samorodnitsky). Operations Research, 45, 235-243.

  98. (1997) Discussion of the Danish data on large fire insurance losses. The Astin Bulletin, 27, 139-151.

  99. (1997) Patterns of buffer overflow in a class of queues with long memory in the input stream (with D. Heath and G. Samorodnitsky). Annals of Applied Probability, 7, 1021-1057.

  100. (1997) Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena (with Paul D. Feigin). Advances in Applied Probability, 29, 759-805.

  101. (1998) On asymptotic normality of the Hill estimator (with L. de Haan). Stochastic Models, 14, 849-867.

  102. (1998) Heavy tails and long range dependence in on/off processes and associated fluid models (with D. Heath and G. Samorodnitsky). Mathematics of Operations Research, 23, 145-165.

  103. (1998) Why non-linearities can ruin the heavy tailed modeler's day. A Users guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distribution and Processes. Ed: R. Adler, R. Feldman, M. Taqqu. Birkhauser, Boston.

  104. (1998) Living on the edge (with P. Embrechts and G. Samorodnitsky). Risk Magazine, 11, 96-100.

  105. (1998) Sample correlations of infinite variance time series models: an empirical and theoretical study (with J. Cohen, G. Samorodnitsky). Journal of Applied Mathematics and Stochastic Analysis, 11, 255-282.

  106. (1998) Heavy tailed hidden semi-Markov models (with A. Subramanian). Stochastic Models, 14, 319-334.

  107. (1998) Tail index estimation for dependent data (with C. Starica). The Annals of Applied Probability, 8, 1156-1183.

  108. (1999) Limit distributions for exponential families (with A. Balkema and C. Klüppelberg). Bernoulli, 5, 951-968.

  109. (1998) Smoothing the moment estimator of the extreme value parameter (with C. Starica). Extremes, 1:3, 263-293.

  110. (1999) Pitfalls of fitting autoregressive models for heavy tailed times series (with P. Feigin). Extremes, 1, 391-422.

  111. (1999) Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues (with G. Samorodnitsky). Queueing Systems, 33, 43-71.

  112. (1999) How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails (with D. Heath and G. Samorodnitsky) The Annals of Applied Probability, 9, 352-375.

  113. (1999) Extreme value theory as a risk management tool (with Embrechts, P. and Samorodnitsky, G.). North American Actuarial Journal, volume 3, number 2, 30-41.

  114. (2000) How to make a Hill plot (with Holger Drees and L. de Haan). Annals of Statistics, 28 (1), 254-274.

  115. (2000) Weak Convergence of high-speed network traffic models (with E. van den Berg). Journal of Applied Probability, 37 (2), 575-597.

  116. (2000) A heavy traffic limit theorem for workload processes with heavy tailed service requirements (with G. Samorodnitsky). Management Science, 46, 1236-1248.

  117. (2001) Steady state distribution of the buffer content for M/G/$ \infty$ input fluid queues (with G. Samorodnitsky). Bernoulli, 7 (2), 191-210.

  118. (2000) A test for nonlinearity of time series with infinite variance. (With E. van den Berg). Extremes, 3 (4), 145-172.

  119. (1999) How misleading can sample acf's of stable ma's be? (Very!) (with G. Samorodnitsky and Fang Xue). Annals of Applied Probability, 9 (3), 797-817.

  120. (1999) Infinite source Poisson models with heavy tailed transmission times. Survey for The American University Conference Proceedings: Heavy tails and Applications. Conference proceedings published on CD and edited by John Nolan and A. Swami.

  121. (2000) Sample correlation behavior for the heavy tailed general bilinear process (with Eric van den Berg). Stochastic Models, 16 (2), 233-258.

  122. (2000) Growth rates of sample covariances of stationary symmetric $ \alpha$-stable processes associated with null recurrent Markov chains (with G. Samorodnitsky and F. Xue). Stochastic Processes and their Applications, 85 (2), 321-339.

  123. (2000) Self-similar communication models and very heavy tails (with H. Rootzén). Annals of Applied Probability, 10, 753-778.

  124. (2000) Fluid queues, on/off processes and teletraffic modeling with highly variable and correlated inputs (with G. Samorodnitsky). In SELF-SIMILAR NETWORK TRAFFIC AND PERFORMANCE EVALUATION, editors: A. Erramilli, W. Willinger and C. Park, 171-192.

  125. (2000) The maximum of the periodogram for a stable sequence (with T. Mikosch and G. Samorodnitsky). Annals of Probability, 28, 885-908.

  126. (2001) Stability for multivariate exponential families (with A. Balkema, C. Klüppelberg). Proceedings of the Seminar on Stability Problems for Stochastic Models, Part III (Nalpolhkeczow), Journal of Mathematical Sciences (New York), volume 106(2), 2777-2791.

  127. (2002) A single channel on/off model with TCP-like control (with M. Borkovec, A. Dasgupta and G. Samorodnitsky). Stochastic Models,18(3), 333-367.

  128. (2002) Is network traffic approximated by stable Lévy motion or fractional brownian motion? (with T. Mikosch, A.W. Stegeman and H. Rootzén). Annals of Applied Probability, 12(1), 23-68.

  129. (2002) Asymptotic independence and a network traffic model (with K. Maulik and H. Rootzén). Journal of Applied Probability, 39(4), 671-699.

  130. (2002) Extremal dependence: Internet traffic applications (with F. Hernandez Campos, J. S. Marron, Cheolwoo Park, K. Jeffay). Submitted.

  131. (2002) Hidden regular variation, second order regular variation and asymptotic independence. Extremes, 5(4), 303-336.

  132. (2003) Domains of attraction for exponential families (with A. A. Balkema and C. Kl'uppelberg, Stochastic Processes and their Applications, 107(1), 83-103.

  133. (2003) Modeling Data Networks. In: SemStat: Seminaire Europeen de Statistique, Exteme Values in Finance, Telecommunications, and the Environment, 287-372, editors B. Finkenstadt and H. Rootzen, Chapman-Hall, London.

  134. (2003) The Extremal Dependence Measure and Asymptotic Independence. To appear: Stochastic Models.

  135. (2003) Small and large time scale analysis of a network traffic model (with K. Maulik). Queueing Systems, 43(3),221-250.

  136. (2003) Point processes associated with stationary stable processes (with G. Samorodnitsky). Technical report.

  137. (2003) Characterizations and examples of hidden regular variation (with K. Maulik). Technical report available at www.orie.cornell.edu/$ \sim$sid.

  138. (2003) Empirical Testing of the infinite source Poisson data traffic model (with C.A. Guerin, H. Nyberg, O. Perrin, H. Rootzén and C. Starica). Stochastic Models, 19(2), 151-200.

  139. (2003) Limits of On/Off Hierarchical Product Models for Data Transmission (with G. Samorodnitsky). Annals of Applied Probability, 13(4), 1355–1398.

  140. (2003) Wavelet Analysis of Conservative Cascades (with A. Gilbert, G. Samorodnitsky and W. Willinger). Bernoulli, 9(1),97-135.

  141. (2003) The self-similar and multifractal nature of a network traffic model (with K. Maulik). Stochastic Models, 19(4), 549-577.

  142. (2004) On the foundation of multivariate heavy tail analysis. In Stochastic Methods and their Applications, Publisher: Applied Probability Trust, J. Applied Probability Special Volume 41A; C.C. Heyde festschrift.

Books:

1987   Extreme Values, Regular Variation and Point Processes. Springer-Verlag, New York.

1992   Adventures in Stochastic Processes. Birkhauser, Boston.

1998   A Probability Path. Birkhauser, Boston.

2001   Lévy Processes, Theory and Applications (volume edited with O. Barndorff-Nielsen, T. Mikosch). Birkhauser, Boston.

12/31/03


Sid Resnick 2004-01-02