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Department of Pure Mathematics and Mathematical Statistics

 

Professor of the Mathematics of Systems

Research Interests: Random processes, networks and optimization

 

Publications

HPCC: High precision congestion control
Y Li, R Miao, H Harry, Y Zhuang, F Feng, L Tang, Z Cao, M Zhang, F Kelly, M Alizadeh, M Yu
– SIGCOMM '19 - PROCEEDINGS OF THE ACM SPECIAL INTEREST GROUP ON DATA COMMUNICATION
(2019)
44
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
F Kelly, E Yudovina
– Mathematics of Operations Research
(2018)
43,
181
Rate control for communication networks: shadow prices, proportional fairness and stability
FP Kelly, AK Maulloo, DKH Tan
– Journal of the Operational Research Society
(2017)
49,
237
Markov Point Processes
BD RIPLEY, FP KELLY
– Journal of the London Mathematical Society
(2016)
s2-15,
188
Regional Taxonomy Using Trend-Surface Coefficients and Invariants
AD CLIFF, FP KELLY
– Environment and Planning A: Economy and Space
(2016)
9,
945
The asymptotic behaviour of an invasion process
FP KELLY
– Journal of Applied Probability
(2016)
14,
584
On stochastic population models in genetics
FP KELLY
– Journal of Applied Probability
(2016)
13,
127
Braess's paradox in a loss network
NG Bean, FP Kelly, PG Taylor
– Journal of Applied Probability
(2016)
34,
155
A paradox of congestion in a queuing network
JE Cohen, FP Kelly
– Journal of Applied Probability
(2016)
27,
730
A paradox of congestion in a queuing network
JE Cohen, FP Kelly
– Journal of Applied Probability
(2016)
27,
730
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Room

D1.14

Telephone

01223 337963