Laboratory of Applied Probabilistic Analysis

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Alex Dudin


ALEXANDER N. DUDIN has got Master degree in Applied Mathematics in 1976 from Belarusian State University, PhD degree in 1982 from Vilnius University (now Lithuania) and Doctor of Science degree in 1992 from Tomsk University (now Russia). He had scientific visits to BEZ-Systems (USA), 1993, Free University of Amsterdam, 1995, Science University of Tokyo, 1997, Korean... Read Full Biography

Valentina Klimenok


VALENTINA I. KLIMENOK has got PhD degree in Probability Theory and Mathematical Statistics in 1992 and Doctor of Science degree in 2002 from Belarusian State University. Currently she is the Chief Scientific Researcher of the Laboratory of Applied Probabilistic Analysis in Belarusian State University, Professor of the Probability Theory and Mathematical Statistics Department. She participated in scientific projects funded by the INTAS... Read Full Biography

About us...

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   You visit site of Research Laboratory of Applied Probabilistic Analysis in Belarusian State University, Minsk, Belarus.
   Laboratory conducts research in applied probability, theory of stochastic processes in queueing processes in particular, and their applications to telecommunications, call centers, data bases design, etc.
   Main achievements of the members of laboratory include:

  • Investigation of multi-dimensional structured Markov chains (quasi-Toeplitz and asymptotically quasi-Toeplitz Markov chains in particular) including derivation of ergodicity conditions and constructive algorithms for calculating the stationary distribution;
  • Investigation of M/G/1, BMAP/PH/N and M/M/00 queues operating in Markovian and semi-Markovaian synchronous and asynchronous random environment;
  • Investigation of numerous single- and multiserver queueing models with controlled arrival and service rates and parametric (threshold, hysteresis, etc) strategies of control;
  • Investigation of single- and multiserver retrial queueing models with correlated arrival process;
  • Investigation of numerous single- and multiserver queueing models with the Batch Markovian Arrival Process;
  • Investigation of unreliable queueing systems, systems with negative customers, systems with vacations and systems with disasters;
  • Investigation of tandem queueing systems with correlated arrival process;
  • Investigation of systems with finite capacity, different strategies of customers admission and correlated arrival process;
  • Software development for characteristics calculation and optimization for all kinds of queues listed above.

   Results are published in the following Journals:
   "Journal of Applied Probability" (1999,2004,2008), "Journal of Applied Mathematics and Stochastic Analysis" (1996,1999,2003),"Queueing Systems" (1998, 2000-2002, 2005, 2006), "Performance Evaluation" (2001,2005,2007,2009, 2011), "Mathematical and Computer Modelling" (1999, 2003, 2005), "Mathematics and Computers with Application"(2005),"Mathematical Problems in Engineering" (1999, 2000, 2006, 2012), "Probability in Engeeniring and Informational Sciences" (1997),"Annals of Operations Research" (2002, 2006,2008), "Operations Research Letters" (2001, 2003, 2005), "European Journal of Operational Research" (1999, 2004), "RAIRO Operations Research" (2004), "European Transactions on Telecommunications" (2005), "IEEE Communications Letters" (2006-2008), "Stochastic Analysis and Applications" (2006), "Journal of Communication Software and Systems" (2006), "Automation and Remote Control" (1980, 1981, 1985, 1991, 1993, 1995-1997, 1999-2011), "International Journal of Simulation: Systems, Science and Technology" (2005), "Computers and Operations Research" (2009, 2010), "Computers and Industrial Engineering" (2005, 2011), "Austrian Journal of Statistics" (2005), Top" (1999), "Automatic Control and Computer Science" (1985, 1987-1993, 1998, 2002-2010), "Asia-Pacific Journal of Operational Research" (2007, 2010), "Journal of Statistical Planning and Inference" (2005), "Lecture Notes in Computer Science" (2006-2011),"Computer Networks" (2009, 2011), Problems of Information Transmission (2010, 2011), etc.
   Results are presented in conferences or invited lectures in:
  • USA (1993,2001)
  • Holland (1995, 2000)
  • Israel (1996, 1999)
  • Japan (1997)
  • Australia (1997, 2002, 2004)
  • Spain (1998, 2002, 2006, 2010)
  • Korea (1998, 2004-2008)
  • Latvia (1999, 2004)
  • Germany (2000, 2003, 2004, 2006)
  • Belgium (2000)
  • India (2002, 2011)
  • France (2006, 2007)
  • UK (2005-2009)
  • Greece (2008)
  • China (2010)
  • Portugal (2010)
  • Italy (2011).

   Some papers are coauthored with foreign colleagues including: K. Avrachenkov (France), K. Al-Begain (UK), L. Breuer (Germany-UK), S. Chakravarthy (USA), B.D. Choi (Korea), C.S. Kim (Korea), U.R. Krieger (Germany), A. Krishnamoorthy (India), M.H. Lee (Korea), P. Nain (France), S. Nishimura (Japan), V. Vishnevsky (Russia), etc.
   Laboratory organizes (annually in 1985-1999 and bienally in 2001-2011) Belarusian Winter Workshops in Queueing Theory which are currently the main forum of specialists in queueing theory on post-Soviet territory. See
   Software "SIRIUS" created in laboratory consists of about 50 modules designed for calculation of performance characteristics of different queueing systems with the Batch Markov Arrival Process (systems with single or multiple servers, with infinite and finite buffers, with losses and retials, controlled systems, systems with disasters, etc.) Software has user-friendly interface. Due to the strict state regulation, software can not be distributed for free and requires payment. To the best of our knowledge, this software has no analogues both in respect to variety of the queueing models and in respect to the generallity of requirements to system parameters. Input flows are assumed to be of the BMAP, service times are generally distributed or are defined by semi-Markovian process for single-server queues and have phase type distribution for multi-server queues. Different strategies of customers admission and retrials are allowed.
Thank you for visit our site. If you have any questions, please, write to Alexander Dudin.

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