Queueing theory without limits: transient and asymptotic analysis

October 17-19, 2007

EURANDOM, Eindhoven, The Netherlands

Programme & Abstracts | Speakers  & Participants | Registration | Practical Information

The organizers are very pleased to announce that the following persons have agreed to be

keynote speakers

Søren Asmussen (Aarhus University, Denmark)
Sir John Kingman (former director Isaac Newton Institute, UK)
William Massey (Princeton University, USA)

tutorial speakers

Michael Drmota (TU Vienna, Austria)
Gennady Samorodnitsky (Cornell University, USA)

There will be 20 speakers in total (see the list below).


Queueing theory studies systems which require customers or objects to wait. It is among its most important objectives to assess overall system performance, as well as the evolution of this performance over time. However, exact expressions for performance metrics often cannot be found. In such cases, one can resort to approximate or asymptotic methods. This workshop is devoted to the study of queues and stochastic networks, with special attention to both transient (time-dependent) analysis and asymptotic methods.

Transient analysis:

Most queueing systems are studied under the (simplifying) assumption that the system has reached some steady state. However, in various situations it is the time-dependent behavior of systems that is of utmost importance. A key question is: How fast converges the system to equilibrium? This question may be answered using a variety of techniques from probability theory, combinatorics, complex analysis, and numerical analysis.

Asymptotic analysis:

Traditionally, performance metrics are studied by deriving exact expressions for generating functions or Laplace transforms. Inversion of these transforms then gives the distributions of the performance metrics. In many cases, though, inversion is impossible, which makes it hard to obtain these performance characteristics in explicit form. The workshop will focus on situations where asymptotic theory might come to the rescue to get information about the distributions of the performance metrics.

Long-term goal:

The goal of the workshop is to bring together young researchers interested in the field of stochastic processes and queueing theory. The modeling of stochastic networks is a truly multi-disciplinary field and tends to attract researchers with various backgrounds. As a result of this, the community of researchers in the area is rather scattered and it would potentially be extremely fruitful to bring together different groups of researchers. The emphasis of the workshop will be on mathematical/probabilistic aspects.

This workshop is intended to be the first in a series named YEQT meetings, organized within the framework of EURANDOM's program 'Queueing and Performance Analysis'. YEQT stands for Young European Queueing Theorists. The main goal of these meetings would be to bring together young researchers in various related fields, and the scope of the meetings shall vary. It will complement the successful YEP (Young European Probablists) meetings organized by the probability section and YES (Young European Statisticians) meetings organized by the statistics section of EURANDOM.


Wednesday 17 October

09.45-10.00 O. Boxma Welcome and Opening
10.00-11.00 J. Kingman Fifty years of heavy traffic
11.00-11.30  Break  
11.30-12.05 M. Olvera Model Robustness of Tail Distributions
12.05-12.40 K. Duffy Logarithmic asymptotics for the supremum of a stochastic process
12.40-14.00 Lunch  
14.00-14.45 M. Drmota Tutorial: Asymptotic theory of enumeration and applications to Markov chain models I
14.45-15.00 Break  
15.00-15.45 M. Drmota Tutorial: Asymptotic theory of enumeration and applications to Markov chain models II
15.45-16.00 Break  
16.00-16.35 S. Shneer Tail asymptotics for the busy period of an M/G/1 queue
16.35-17.10 R. Bekker

A fluid model for a relay node in an ad-hoc network: The Case of Heavy-Tailed input

17.10-17.25 Break  
17.25-18.00 K. Debicki

Gaussian queues: the analysis of the asymptotic constant

18.30   Workshop dinner Restaurant "Listers Centrum".

Thursday 18 October

09.00-10.00 W. Massey Dynamical Queueing Systems
10.00-10.20 Break  
10.20-10.55 J. Cruise Large and Moderate Deviations for Small buffers
10.55-11.30 J. van Leeuwaarden Gaussian asymptotics for Erlang B and C
11.30-11.45 Break  
11.45-12.20 L. Leskelä Coupling techniques for queueing systems
12.20-12.55 Z. Palmowski Overflow probabilities in a two-node parallel queue
12.55-14.15 Lunch  
14.15-15.00 G. Samorodnitsky I

Long range dependence

15.00-15.15 Break  
15.15-15.50 B. Van Houdt Quasi-Birth-Death Markov chains with marked time epochs
15.50-16.25 H. Dao-Thi The zero-automatic queues
15.00-15.15 Break  
16.40-17.15 W. Scheinhardt Shot noise fluid queues with a time-dependent arrival process

Friday 19 October

09.00-10.00 S. Asmussen Some applications of phase-type distributions to transient analysis
10.00-10.20 Break  
10.20-10.55 A. Lopker Analysis of a multiplicative growth collapse model
10.55-11.30 M. Lelarge

Logarithmic asymptotics for the maximum of a transient process

11.30-11.45 Break  
11.45-12.20 J. Tan

Characterizing Heavy-Tailed Distributions Induced by Retransmissions

12.20-12.55 T. Dieker Time-dependent behavior of Jackson series networks and determinants
12.55-14.15 Lunch  
14.15-14.50 A. Richards Asymptotics of Dependent Subexponential Sums and the Principle of the Big Jump
14.50-15.35 G. Samorodnitsky II

Long range dependence


There is no registration fee.


Registration deadline is October 10, 2007.

Practical information

Conference Location

the workshop location is EURANDOM,  Den Dolech 2, 5612 AZ Eindhoven, Laplace Building, 1st floor, LG 1.105.

EURANDOM is located on the campus of Eindhoven University of Technology, in the 'Laplacegebouw' building' (LG on the map). The university is located at 10 minutes walking distance from Eindhoven railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).

For all information on how to come to Eindhoven, please check www.eurandom.tue.nl/Location.htm


For invitees EURANDOM made a preliminary group reservations in Hotel Benno*, Wilhelminaplein 9, 5611 HE Eindhoven, Tel. 00 31 40 2366070.
* you can have dinner in Hotel Benno with a discount of 10%.

Indicate the requested nights in the registration form.

For keynote speakers and tutorial speakers Sandton Hotel Eindhoven , Stratumsedijk 23d, Eindhoven is reserved. You are requested to indicate arrival and departure dates on the registration form

For other participants, there is a possibility to make use of the reduction rates, if booked via EURANDOM. In that case, please use the form, indicating "participant booking". For private bookings we suggest to consult the web pages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.


On October 17, 18 and 19 lunches are organised, free of costs for all participants, if ordered on the registration form.

The conference dinner will be held on Wednesday, October 17.  For non-invitees an amount of 35 euro is requested, to be paid at arrival in cash (preferably exact amount in euros). Please indicate your attendance on the registration form.


For more information please contact Mrs. Lucienne Coolen, workshop officer of  EURANDOM, at
coolen 'at' eurandom.tue.nl


Ton Dieker (University College Cork, Ireland), t.dieker 'at' proba.ucc.ie
Johan van Leeuwaarden, (Eindhoven University of Technology & EURANDOM), j.s.h.v.leeuwaarden 'at' tue.nl

Zbigniew Palmowski, (University of Wroclaw, Poland), Zbigniew.Palmowski 'at' ath.uni.wroc.pl


The Organizers would like to acknowledge the following organizations for their contributions



Last up-dated 24-02-09

This page is maintained by Lucienne Coolen