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).
Scope
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.
PROGRAMME
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 | |
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 | |
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 |
There is no registration fee.
PLEASE REGISTER BY FILLING IN THE FORM
Registration deadline is October 10, 2007.
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
Hotel
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.
Lunches/dinner
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.
Contact
For more information please contact Mrs. Lucienne Coolen, workshop officer
of EURANDOM, at
coolen 'at' eurandom.tue.nl
Organizers
► 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
This page is maintained by Lucienne Coolen