## May 2018

### Eindhoven Stochastic Seminar

Yutaka Sakuma (National Defense Academy) An arrival distribution for the equilibrium expected waiting time in a discrete-time single-server queue with acceptance period and Poisson population of customers This study considers a discrete-time first-come first-served single-server queue with acceptance period. Customers arrive at the system within the acceptance period. The total number of arriving customers is Poisson distributed, and their service times are independent and identically distributed with a general distribution. It is assumed that each customer chooses its arrival time…

Find out more »### Eindhoven Stochastics Seminar

Chang-Han Rhee (CWI) On Heavy-Tailed Rare-Event Analysis Many rare events that arise in real-life applications exhibit heavy-tailed phenomena: for example, financial losses, delays in communication networks, and magnitudes of systemic events such as large-scale blackouts in power grids. While the theory of large deviations has been extremely successful in providing systematic tools for understanding rare events when the underlying uncertainties are light-tailed, the theory developed for the heavy-tailed counterparts has been mostly restricted to model-specific results or results pertaining to…

Find out more »### Eindhoven Stochastic Seminar

Adelle Coster (University of New South Wales) Mathematical Modelling of Insulin Regulation in Glucose Transport Mammalian cells regulate glucose levels by translocating membrane embedded glucose transporter proteins to and from their outer cell membranes. The predominant transporter in fat and muscle cells is GLUT4 which is insulin-responsive. The pathway by which the arrival of insulin triggers the translocation of GLUT4 can be considered as a black box where key biochemical players in the networks are known, but the structure and…

Find out more »### Eindhoven Stochastic Seminar

Adelle Coster (University of New South Wales) Mathematical Modelling of Insulin Regulation in Glucose Transport Thursday 24 May, 11:30-12:30, Room MF 14 (6th floor, MetaForum Building, TU/e) ABSTRACT: Mammalian cells regulate glucose levels by translocating membrane embedded glucose transporter proteins to and from their outer cell membranes. The predominant transporter in fat and muscle cells is GLUT4 which is insulin-responsive. The pathway by which the arrival of insulin triggers the translocation of GLUT4 can be considered as a black box…

Find out more »## June 2018

### Eindhoven Stochastics Seminar

Ambedkar Dukkipati (Indian Institute of Science) Spectral graph algorithms for community detection in networks: Statistical Analysis and Consistency In the last few decades, we have witnessed a massive explosion of network or relational data: from social to biological networks. One of the most important problems in network analysis is community detection in networks. Communities or clusters of highly connected actors form an essential feature in the structure of several real-world networks. Spectral graph methods for detecting communities in networks have…

Find out more »### Eindhoven Stochastics Colloquium

Santiago Duran (CNRS, LAAS & Universite de Toulouse) Asymptotic Optimal Control of Markov-Modulated Restless Bandits In this talk we will discuss optimal control subject to changing conditions (a changing environment). This is an area that recently received a lot of attention as it arises in numerous situations in practice. Some applications being cloud computing systems with fluctuating arrival rates, or the time-varying capacity as encountered in power-aware systems or wireless downlink channels. To study this, we focus on a restless…

Find out more »## August 2018

### Eindhoven Stochastic Seminar

Yoshiaki Inoue (Osaka University) Sample-Path Analysis of the Age of Information (AoI) and Its Applications to FCFS Single-Server Queues The age of information (AoI) is a metric for the freshness of information, which is defined as the time difference between the current time and the time-stamp of the information. Analysis of the AoI has been attracting a considerable attention in recent years, because of its wide applicability to systems where the freshness of information is the primary concern. In this talk, a general formula for the probability distribution…

Find out more »### Eindhoven Stochastics Seminar

Lutz Warnke (Georgia Institute of Technology) A dynamic view on the probabilistic method: random graph processes Random graphs are the basic mathematical models for large-scale disordered networks in many different fields (e.g., physics, biology, sociology). Since many real world networks evolve over time, it is natural to study various random graph processes which arise by adding edges (or vertices) step-by-step in some random way. The analysis of such random processes typically brings together tools and techniques from seemingly different areas…

Find out more »### Eindhoven Stochastics Seminar

David Goldberg (Cornell University) Beating the curse of dimensionality in options pricing and optimal stopping The fundamental problems of pricing high-dimensional path-dependent options and optimal stopping are central to applied probability, financial engineering, operations research, and stochastic control. Modern approaches, often relying on ADP, simulation, and/or duality, typically have limited rigorous guarantees, which may scale poorly and/or require previous knowledge of good basis functions. A key difficulty with many approaches is that to yield stronger guarantees, they would necessitate the…

Find out more »### Eindhoven Stochastics Seminar

Nicolas Broutin (Sorbonne Université) Fragmentations and tree-like fractals: a functional fixed-point approach I will review some models and recent results where ``fixed-points'' approach or the ``contraction method'' have played a central role. Recursive partitioning schemes are central to many applications, starting with efficient data structures based on the divide-and-conquer paradygm. For more than 25 years now, arguments based on Banach fixed theorem have long been used to prove ``softly'' the convergence in distribution of associated real-valued random variables in the…

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