## September 2019

### 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

Three new employees within the STO group will introduce themselves and their research during this ESS: Albert Senén Cerdà (PhD in the Operations Research group) Pim van der Hoorn (TT/UD in the Probability group) Martin Zubeldia (Postdoc in the Operations Research group)

Find out more »### YEQT XIII : "Data-Driven Analytics and Optimization for Stochastic Systems"

A very nice conference dinner at the PSV stadium! Summary The Young European Queueing Theorists (YEQT) workshops are organized on a yearly basis, and this year the 13th edition of the workshop will take place in October 2019. The aim of these workshops is to bring together young researchers, PhD students or recently appointed lecturers and assistant professors, and world-leading experts in order to share and discuss research related to queueing theory, operations research, applied probability and related areas. This event…

Find out more »### 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 »## November 2019

### Eindhoven Stochastics Seminar

Tim Hulshof (TU Eindhoven) A scaling limit for random walk in a very restrictive random environment Random walk on a lattice has Brownian motion as its scaling limit. Random walk on a slightly damaged lattice also has a Brownian scaling limit. But when the damage is so severe that the lattice (almost) falls apart into only finite pieces, the random walk suddenly moves orders of magnitude more slowly, and the scaling limit (if it exists) must have dramatically different properties.…

Find out more »### Eindhoven Stochastics Seminar

(please note: different room!!) Johannes Schmidt-Hieber (UTwente) Towards a statistical foundation of deep learning Recently a lot of progress has been made in the theoretical understanding of deep learning. One of the very promising directions is the statistical approach, which interprets deep learning as a statistical method and builds on existing techniques in mathematical statistics to derive theoretical error bounds. The talk surveys this field and describes future challenges.

Find out more »## December 2019

### Eindhoven Stochastics Seminar

Kay Bogerd (TU Eindhoven) Detecting small communities in inhomogeneous random graphs Many networks are organized in communities, with certain groups of vertices being more densely connected than others. When these communities are large enough they can easily be detected, whereas small communities can be more difficult, especially when the network is also inhomogeneous. In this talk, we consider the problem of detecting whether an inhomogeneous random graph contains a small community. We show when a scan test can asymptotically detect…

Find out more »### Workshop "Heavy Tails"

Summary The goal of the workshop is to bring together researchers from probability, statistics, and various application areas such as computer science, operations research, physics, engineering and finance and learn from each other on the latest developments in theory , statistical and simulation algorithms, and applications. Sponsors Organizers Remco van der Hofstad TU Eindhoven Adam Wierman Caltech Bert Zwart CWI / TU Eindhoven Speakers August Balkema University of Amsterdam Bojan Basrak University of Zagreb Mihail Bazhba CWI…

Find out more »### 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…

Find out more »## January 2020

### Eindhoven Stochastics Seminar

Seva Shneer (Heriot-Watt University) Utility-maximising properties of some service-rates allocations in wireless communication networks We consider wireless communication networks where service rates of nodes depend on their signal to interference plus noise ratios. We demonstrate that these rates are utility-maximising in a certain sense. Using this observation, we prove stability of single-hop networks under natural assumptions. We also obtain bounds on some moments of the stationary workload. In order to obtain these results, we consider a framework of utility-optimising rate allocations which is…

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