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Faculty of Mathematics

 

 

Professor of the Mathematics of Systems

Research Interests: Random processes, networks and optimization

 

Publications

Resource pooling in electricity grids: wind, storage and transmission
F Kelly
– Queueing Systems
(2022)
100,
461
Peter Whittle, 1927–2021
F Kelly
– Journal of the Royal Statistical Society: Series A (Statistics in Society)
(2021)
185,
434
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 2019 - Proceedings of the 2019 Conference 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
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
The asymptotic behaviour of an invasion process
FP KELLY
– Journal of Applied Probability
(2016)
14,
584
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Research Groups

DPMMS retired
Statistical Laboratory

Room

D1.14

Telephone

01223 337963