Sheldon M. Ross

Professor

Ph.D. Stanford University, 1968
statistics

E-mail: rossieor.berkeley.edu

"Computer simulations let us analyze complicated systems that can't be analyzedmathematically. With an accurate computer model, we can make changes and see how theywill affect a system."

Research
  • Stochastic Models
  • Simulation
  • Statistical Analysis
  • Financial Engineering
Publications
  • "The Mean Waiting Time for a Pattern,"Probability in the Engineering and Informational Sciences, 1999
  • "Average Run Lengths for Moving Average Control Charts,"Probability in the Engineering and Informational Sciences, 1999
  • "Hitting Time in an M/G/1 Queue" (with S. Seshadri),Journal of Applied Probability, 1999
  • Simulation, 2nd Edition, Academic Press, 1997
  • Introduction to Mathematical Finance: Options and Other Topics, Cambridge University Press, 1999
Ph.D. Theses Supervised
  • "The Self-Organizing List and Processor Problems under Randomized Policies," Thanet Makjamroen
  • "State Dependent Queues," Xiang Zhang
  • "A Bayesian Approach to the Processor Reordering Problem," S. Herschkorn
  • "Improving Poisson Approximations and Bounds," E. Pekoz