Haya Kaspi

Haya Kaspi received her Ph.D. from the School of Operations Research at Cornell University in 1979. After spending a year as a postdoctoral fellow at the Department of Statistics in Princeton University, she joined the Technion, where she is now Professor.She has made contributions to the general theory of Markov processes and potential theory, regenerative systems and to applications in operations research including, in particular, queueing networks and stochastic optimization. She was awarded the Alon Fellowship, she is an IMS Fellow and won the 2011 Ito prize jointly with Nathalie Eisenbaum. She has served on the editorial and advisory boards of Probability Theory and Related Fields, Stochastic Processes and their Applications, and Annals of Probability.

Prof. Kaspi's research work during the past three decades has concentrated on the theory of Markov processes and potential theory, the theory of regenerative systems, excursion theory, and properties of local times of Markov processes. She has also worked on applications of the theory to problems in Operations Research, specifically  to stochastic optimization(multi armed bandits) and to queueing and inventory theory. Her more recent research is devoted to the study od Permanental processes and their use in the study of the continuity of local times of Markov processes and to fluid and diffusion approximations of many servers queues via measure valued processes.