## October 2018

### Eindhoven Stochastics Seminar

Andreas Kyprianou (University of Bath) Some strange results in fragmentation-coalescence models We analyse a class of fragmentation-coalescence processes defined on finite systems of particles organised into clusters. Coalescent events merge multiple clusters simultaneously to form a single larger cluster, while fragmentation breaks up a cluster into a collection of singletons. Under mild conditions on the coalescence rates, we show that the distribution of cluster sizes becomes non-random in the large-scale limit. Moreover, we discover that, in the limit of small…

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Joris Mulder (Tilburg University) The Matrix-F Prior for Estimating and Testing Covariance Matrices The matrix-F distribution is presented as prior for covariance matrices as an alternative to the conjugate inverted Wishart distribution. A special case of the univariate F distribution for a variance parameter is equivalent to a half-t distribution for a standard deviation, which is becoming increasingly popular in the Bayesian literature. The matrix-F distribution can be conveniently modeled as a Wishart mixture of Wishart or inverse Wishart distributions,…

Find out more »## December 2018

### Eindhoven Stochastics Seminar

Ziv Scully (Carnegie Mellon University) SOAP: One Clean Analysis of All Age-Based Scheduling Policies We consider an extremely broad class of M/G/1 scheduling policies called SOAP: Schedule Ordered by Age-based Priority. The SOAP policies include almost all scheduling policies in the literature as well as an infinite number of variants which have never been analyzed, or maybe not even conceived. SOAP policies range from classic policies, like first-come, first-serve (FCFS), foreground-background (FB), class-based priority, and shortest remaining processing time (SRPT);…

Find out more »## January 2019

### Eindhoven Stochastic Colloquium

Jeannette Janssen (Dalhousie University) Recognizing graphs formed by a spatial random process It is a safe assumption about social networks that links are more often formed between people that have a lot in common. This can be modelled with a simple spatial model for link formation. Individuals are represented by vertices placed in a virtual space that represents their interests and characteristics. Links are formed stochastically so that most links are local, i.e. links are less likely between vertices that…

Find out more »### Eindhoven Stochastic Seminar

Sam Thomas (Cambridge University) Cutoff for Random Walk on Dynamical Erdos-Renyi We study the behaviour of random walk on dynamical percolation. In this model, the edges of a graph are either open or closed and refresh their status at rate μ, while at the same time a random walker moves on G at rate 1, but only along edges which are open. In this talk I shall present recent results proving cutoff in the case when G is the complete…

Find out more »## February 2019

### Eindhoven Stochastics Seminar

Siva Athreya (Indian Statistical Institute) Respondent Driven Sampling and Random Graph Convergence We consider certain respondent-driven sampling procedures on dense and sparse graphs. Under the assumption that the sequence of the vertex-sets is ergodic we understand possible limiting graphs. In the dense regime they can be expressed in terms of the original dense graph via a transformation related to the invariant measure of the ergodic sequence. In the sparse regime by a specific clumping procedure of the sampled vertices we…

Find out more »## September 2019

### Eindhoven Stochastics Seminar

Richard Post (TU Eindhoven) Complex nanomaterials: a stochastic view In biomedical applications (such as therapeutic drug delivery), it is of paramount importance to be able to measure the nanoscale distribution of biological molecules (ligands, for ligand-receptor interaction) on biological surfaces (of the nanoparticles carrying drugs). This allows researchers to produce new medicines that will cure diseases that have resisted till today treatment. To this end, from a technological perspective, new powerful microscopes where developed and are nowadays used to study…

Find out more »### Eindhoven Stochastics Seminar

Corli van Zyl (North-West University, Potchefstroom, South Africa) Signed sequential rank cumulative sum charts CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution-free and fully self-starting: given a specified in-control median and nominal in-control average run length, no parametric specification of the underlying distribution is required in order to find the correct control limits. If the underlying distribution is normal with unknown variance, a CUSUM…

Find out more »## October 2019

### Eindhoven Stochastics Seminar

Joost Jorritsma (Eindhoven University of Technology) Typical weighted distance in preferential attachment models - Interpolating small and mini worlds Information diffusion in networks can be modeled by first passage percolation, which can also be seen as an SI (susceptible - infected) model. In this talk I will discuss the model for two (non-spatial) preferential attachment models where the degrees follow a power law with parameter in (2, 3): once a preferential attachment graph on N vertices is created, we equip…

Find out more »## December 2019

### Eindhoven Stochastics Seminar

Gianmarco Bet (University of Florence) Weighted Dyck paths for non stationary queues We consider a model for a transitory queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently of the other ones at a random time, which we assume to be exponentially distributed. Assuming further that the service times also follow an exponential distribution, this system can be described as a two-dimensional Markov process on a triangular subset of $\mathbb Z^2$. The…

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