Frank Kelly's Home Page

A list of my papers is available as either a BibTeX(.bib) file or a Postscript(.ps) file.

If you are a mathematical scientist planning to visit Cambridge, you should certainly take a look at the Isaac Newton Institute for Mathematical Sciences.

I am currently working on the mathematical modelling of multiservice networks, and especially the development of pricing structures. The following may be of interest.

A paper on mathematical models of multi-service networks, and a paper on dynamic routing to appear in the proceedings of the Minnesota IMA meeting on Stochastic Networks (or see here).
The Stochastic Networks Web, including a set of pages produced for the Royal Statistical Society Research Workshop on Stochastic Networks .
The current draft of a paper on pricing and effective bandwidths that I presented at the recent Internet Economics Workshop.
Mitch Kapor's Home Page, Hal Varian's WWW server and Nicholas Economides' `Economics of Networks' are sources on business and economic aspects of the internet. An article by Herb Brody entitled "Internet@crossroads.$$$" describes some of the debate about Internet pricing, and a recent Economist article is a good source for statistics.
Current Internet traffic workloads.

I am writing up a paper based on the Clifford Paterson lecture, entitled "Modelling communication networks, present and future"; I shall be giving the lecture again in August, in Edinburgh. Comments and suggestions welcome!

Another interest is finance: see the preface to a recent volume on mathematical models in finance.

To the Cambridge Statistical Laboratory's Home Page.

f.p.kelly@statslab.cam.ac.uk