Professor Frank Kelly | Department of Pure Mathematics and Mathematical Statistics

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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

– Proceedings of the ACM Special Interest Group on Data Communication

(2019)

44

(DOI: 10.1145/3341302.3342085)

A Markov model of a limit order book: Thresholds, recurrence, and trading strategies

F Kelly, E Yudovina

– Mathematics of Operations Research

(2018)

43,

181

(DOI: 10.1287/moor.2017.0857)

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

(DOI: 10.1057/palgrave.jors.2600523)

Markov Point Processes

BD RIPLEY, FP KELLY

– Journal of the London Mathematical Society

(2016)

15,

188

(DOI: 10.1112/jlms/s2-15.1.188)

Regional Taxonomy Using Trend-Surface Coefficients and Invariants

AD CLIFF, FP KELLY

– Environment and Planning A: Economy and Space

(2016)

9,

945

(DOI: 10.1068/a090945)

A paradox of congestion in a queuing network

JE Cohen, FP Kelly

– Journal of Applied Probability

(2016)

27,

730

(DOI: 10.1017/s0021900200039280)

On stochastic population models in genetics

FP Kelly

– Journal of Applied Probability

(2016)

13,

127

(DOI: 10.1017/s002190020004907x)

Braess's paradox in a loss network

NG Bean, FP Kelly, PG Taylor

– Journal of Applied Probability

(2016)

34,

155

(DOI: 10.2307/3215183)

On stochastic population models in genetics

FP KELLY

– Journal of Applied Probability

(2016)

13,

127

(DOI: 10.2307/3212672)

Networks of queues with customers of different types

FP KELLY

– Journal of Applied Probability

(2016)

12,

542

(DOI: 10.2307/3212869)