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European Institute for Statistics, Probability, Stochastic Operations Research
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   LÚvy mini course  

1-2 November, 2016

 

 

part of

STOCHASTIC ACTIVITY MONTH

Data Driven Operations Management

 

SUMMARY REGISTRATION SPEAKERS

PROGRAMME

ABSTRACTS

SUMMARY

The mini course will be a presentation of the book "Queues and LÚvy Fluctuation Theory" (Springer 2015) by its authors Krzysztof Debicki and Michel Mandjes.

The book provides an extensive introduction to queueing models driven by LÚvy-processes as well as a systematic account of the literature on LÚvy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how LÚvy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance.

 

Queues and LÚvy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.


 

PRESENTERS

Krzysztof Debicki University of Wroclaw
Michel Mandjes UvA

 

PROGRAMME 

TUESDAY NOVEMBER 1

09.45 - 10.10   Registrations, welcome and coffee/tea  
10.00 - 10.15   Opening Remco van der Hofstad
10.15 - 11.15     Course
11.15 - 11.30   Break  
11.30 - 12.30     Course
12.30 - 14.00   Lunch  
14.00 - 15.00     Course
15.00 - 15.15   Break  
15.15 - 16.15     Course

 

WEDNESDAY NOVEMBER 2

10.15 - 11.15     Course
11.15 - 11.30   Break  
11.30 - 12.30     Course
12.30 - 14.00   Lunch  
14.00 - 15.00     Course
15.00 - 15.15   Break  
15.15 - 16.15     Course

 

 

 

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PRACTICAL INFORMATION

      Venue

Eurandom, Mathematics and Computer Science Dept, TU Eindhoven,

Den Dolech 2, 5612 AZ  EINDHOVEN,  The Netherlands

Eurandom is located on the campus of Eindhoven University of Technology, in the Metaforum building (4th floor) (about the building). The university is located at 10 minutes walking distance from Eindhoven main railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).
Accessibility TU/e campus and map.

 

 

      Registration

Registration is free, but compulsory for participants. This link will redirect you to the Evenbrite website, where you will find the REGISTRATION FORM

 

      Accommodation

For invited participants, we will take care of accommodation. Other attendees will have to make their own arrangements.

For hotels around the university, please see: Hotels (please note: prices listed are "best available"). 

More hotel options can be found on the webpages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.

 

      Travel

For those arriving by plane, there is a convenient direct train connection between Amsterdam Schiphol airport and Eindhoven. This trip will take about one and a half hour. For more detailed information, please consult the NS travel information pages or see Eurandom web page location.

Many low cost carriers also fly to Eindhoven Airport. There is a bus connection to the Eindhoven central railway station from the airport. (Bus route number 401) For details on departure times consult http://www.9292ov.nl

The University  can be reached easily by car from the highways leading to Eindhoven (for details, see our route descriptions or consult our map with highway connections.

 

      Conference facilities : Conference room, Metaforum Building  MF 14 (6.202)

The meeting-room is equipped with a data projector, an overhead projector, a projection screen and a blackboard. Please note that speakers and participants making an oral presentation are kindly requested to bring their own laptop or their presentation on a memory stick.

 

      Conference Secretariat

Upon arrival, participants should register with the workshop officer, and collect their name badges. The workshop officer will be present for the duration of the conference, taking care of the administrative aspects and the day-to-day running of the conference: registration, issuing certificates and receipts, etc.

 

      Cancellation

Should you need to cancel your participation, please contact Patty Koorn, the Workshop Officer.

There is no registration fee, but should you need to cancel your participation after March 2, 2016, we will be obliged to charge a no-show fee of 30 euro.

 

      Contact

Mrs. Patty Koorn, Workshop Officer, Eurandom/TU Eindhoven, koorn@eurandom.tue.nl

 

SPONSORS

The organisers acknowledge the financial support/sponsorship of:

 

  ERC Advanced Grant
267356-VARIS

 


 

 

        

        

Last updated 12-10-16,
by PK

 P.O. Box 513, 5600 MB Eindhoven, The Netherlands
tel. +31 40 2478100  
  e-mail: info@eurandom.tue.nl