**
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

607-255-1210

sir1 at cornell.edu.

**Education:**

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.

**Honors:**

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.

**Books:**

(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.