Sidney Resnick
School of Operations Research and Information Engineering
Short Vita: Sidney Resnick

Lee Teng Hui Professor in Engineering
School of Operations Research and Information Engineering
Cornell University
Rhodes Hall 284, Ithaca NY 14853
sir1 at

BS, Mathematics, June 1966, Queens College, New York
Ph.D., Mathematical Statistics, Purdue University, Indiana, January 1970

Professional Experience:
July 1999--June 2004, Director, School of Operations Research and Industrial Engineering, Cornell University
July 1987--present, Professor, ORIE, Cornell University.
December 1977--1987, Professor, Statistics, Colorado State University.
1971-1977, Assistant Professor, Statistics, Stanford University
1970--1972, Lecturer, Faculty of Industrial and Management Engineering, Technion, Haifa, Israel.

Fellow: Institute of Mathematical Statistics, International Statistical Institute.
Oliver Pennock Distinguished Service Award, Colorado State University.
1984 Outstanding Educator award from Cornell Merrill Presidential Scholar.

Special Appointments:
Von Neuman Visiting Professor, TU Munich.
AT\&T Labs-Research, Florham Park, NJ.
Department of Statistics, University of North Carolina.
S.E.R.C. Research Fellow, Department of Mathematics, Sussex University, UK.
Faculty of Industrial Engineering and Management, Technion, Haifa, Israel.
Erasmus University, Rotterdam, Holland.
ETH Zurich.
CSIRO and Australian National University, Canberra.
University of Amsterdam.
Mathematics Centrum, Amsterdam.

Editorial positions:
Associate Editor: Extremes, 2006 - 2014
Associate Editor: Stochastic Models, 1985 - 2015
Associate Editor: The Mathematical Scientist, 1988 -- present
Associate Editor: Journal of Applied Probability, 1989-2013
Associate Editor: Annals of Applied Probability, 1989 - 1993
Associate Editor: Stochastic Processes and their Applications, 1993 --1996
Consultant, Birkhauser-Boston.
Editorial board of the Birkhauser series: Progress in Probability and its Applications and Progress in Probability.
Editorial board of Springer series: Operations Research and Financial Engineering.

Contracts, Grants and Fellowships:
MURI: PI--Multi-university Research Initiative 2012-2017,
NSF, 1975-2002,
NSA 1994-2006,
NSF Industry/University Grant (1999),
Lady Davis Fellow, Israel, 2/81-6/81,
UK Science Engineering Research Council Fellowship 8/85-7/86,
Nato, 1990-1996,
US-Israel Bi-National Science Foundation,1990--1996.

Selected Publications:
(1979) A bivariate stable characterization and domains of attraction (with P. Greenwood). Journal of Multivariate Analysis, Vol. 9, pp. 206-221.
(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.
(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.
(1986) Limit theory for sample covariances and correlation functions (with R. Davis). Annals of Statistics, Vol. 14, pp. 533-558.
(1986) Point processes, regular variation and weak convergences. Advances in Applied Probability, Vol. 18, pp. 66-138.
(1987) Records in the presence of a linear trend (with R. Ballerini). Advances in Applied Probability, Vol. 19, pp. 801-828.
(1990) Multivariate extremal processes, leader processes and dynamic choice models (with Rishin Roy). Advances in Applied Probability, Vol. 22, pp. 309-331.
(1991) Convergence of scaled random samples in $R^d$ (with Keizo Kinoshita). Annals of Probability, 19, 1640--1663.
(1994) Estimating the limit distribution of multivariate extremes (with L. de Haan). Stochastic Models, 9, 275--309.
(1994) Limit distributions for linear programming time series estimators (with P. D. Feigin). Stochastic Processes and their Applications, 51, 135--166.
(1996) The qq-estimator and heavy tails (with Marie Kratz). Stochastic Models, 12, 699--724.
(1997) Heavy tail modelling and teletraffic data. Annals of Statistics, 25 1805--1869.
(2000) How to make a Hill plot (with H. Drees, L. de Haan). Accepted: Annals of Statistics.
(2000) Self-similar communication models and very heavy tails (with H. Rootz\'en); Annals of Applied Probability, 10, 753--778.
(2000) A Network Traffic Model with Random Transmission Rate (with K. Maulik)
(2000) A Single Channel on/off Model with TCP-Like Control (with M. Borkovec, A. Dasgupta and G. Samorodnitsky). Stochastic Models.
(2000) Empirical testing of the infinite source Poisson data traffic model (with C.A. Guerin, H. Nyberg, O. Perrin, H. Rootzén and C. Starica)
(2001) Small and Large Time Scales Analysis of a Network Traffic Model (with K. Maulik)
(2001) Limits of On/Off Hierarchical Product Models for Data Transmission (with G. Samorodnitsky)
(2002) Is Network Traffic Approximated by Stable Lévy Motion or Fractional Brownian Motion? (with T. Mikosch, H. Rootzén and A.W. Stegeman).Annals of Applied Probability.

(1987) Extreme Values, Regular Variation, and Point Processes, Springer-Verlag, NY.
(1992) Adventures in Stochastic Processes, Birkhauser, Boston
(1998) A Probability Path. Birkhauser, Boston.
(2001) Levy Processes, Theory and Applications (volume edited with O. Barndorff-Nielsen, T. Mikosch). Birkhauser, Boston.
(2007) Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Springer-Verlag, New York.

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)
Bikramjit Das (2009)
Abhimanyu Mitra (2010)
Luis Lopez-Oliveros (2010)
Dave Zeber (2011)
Joyjit Roy (2015; ABT)
Tiandong Wang (2017)

Reports & Papers

Short Vita

Vita (PDF format)



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