Concentration period on:
 

STOCHASTIC NETWORKS
LORENTZ CENTER, LEIDEN UNIVERSITY
OCTOBER 1998
 

Stochastic networks are networks of entities, with particles residing in and moving between these entities according to stochastic processes. A key example is a queueing network, where the entities are service facilities and the particles customers. The theory of stochastic networks is presently going through a period of feverish activity. This is partly due to exciting breakthroughs in our understanding of theoretical issues. To a considerable extent, this burst of activity is also triggered by the need to understand and control the behaviour of modern computer, communication and manufacturing systems, and thus to improve their design and performance.

The aim of the concentration period is to present and to discuss recent research on the following themes,

-stability and ergodicity
-fluid models
-large deviations
-scheduling and control
 

During the concentration period Professor Alexander A. Borovkov (Novosibirsk) will give a concentrated advanced course on:
"Ergodicity and stability of stochastic processes"

In the week 12-16 October the first workshop (W1) is planned for papers
on the above mentioned research themes.

SPEAKERS AND TITLES OF THE LECTURES IN THE WORKSHOP W1 (12-16 October)
 

1.Ivo Adan
-Approximations for tandem fluid models

2.Inna Asymont
-Queueing networks and corresponding random walks

3.Sandjai Bhulai
-Optimal routing problems and multimodularity

4.Thomas Bonald
-Window flow control in FIFO networks with cross-traffic

5.Nam Kyoo Boots
-Quick simulation methods for stochastic models with heavy-tailed random variables

6.Alexander Borovkov
-Ergodicity and stability of stochastic processes

7.Sem Borst
-Generalized processor sharing with subexponential traffic sources

8.Richard Boucherie
-Blocking probabilities in layered cellular mobile communications networks

9.Qing Deng
-Heavy-traffic analysis for the M/G/1 queue with priority classes

10.Erik van Doorn
-Analysis of discrete-time birth-death processes: first-passage times and quasi-stationary distributions
 

11.Alexander Gajrat
-Fluid approximation of controlled multiclass tandem networks

12.Bernd Heidergott
-Taylor series expansions for (max,plus)-linear stochastic systems via weak differentiation

13.Dohy Hong
-Analytic expansion of (max,+)-Lyapunov exponent

14.Dima Korshunov
-Large deviation probabilities for partial maxima of sums of independent random variables with subexponential distribution and negative expectation

15.R.B. Lenin
-Transient analysis of birth-death processes with specific quadratic rates

16.Rudesindo Nunez Queija
-Sojourn Times in Level-Dependent QBD Processes with Processor Sharing

17.Ad Ridder
-Transient analysis of the Erlang loss model

18.Flora Spieksma
-Dynamics in Pastur-Figotin-Hopfield networks with a finite number of patterns

19.Jeremy Visschers
-Markov chains with geometric jumps

20.Yiqiang Zhao
-Block structured Markov chains

21.Henk M. Zijm
-Performance analysis of dual resource manufacturing systems

22.Bert Zwart
-A fluid queue with a finite Buffer
 

PROGRAM OF THE WORKSHOP W1 (12-16 October)

Monday 12 October

09:30 - 10:30 Welcome with coffee / tea
10:30 - 11:15 Borovkov 1
11:15 - 11:30 coffee / tea
11:30 - 12:15 Borovkov 2
12:30 - 13:30 lunch
14:00 - 14:45 Zhao
14:45 - 15:00 coffee / tea
15:00 - 15:45 Zijm
15:45 - 16:00 coffee / tea
16:00 - 16:45 Boucherie
17:00 - 18:00 Cheese and Wine
18:00 Dinner

Tuesday 13 October

10:30 - 11:15 Adan
11:15 - 11:30 coffee / tea
11:30 - 12:15 Bonald
12:30 - 13:30 lunch
14:00 - 14:45 Spieksma
14:45 - 15:00 coffee / tea
15:00 - 15:45 Zwart
15:45 - 16:00 coffee / tea
16:00 - 16:45 Gajrat
17:00 - 18:00 discussions
18:00 Dinner

Wednesday 14 October

10:30 - 11:15 Heidergott
11:15 - 11:30 coffee / tea
11:30 - 12:15 Hong
12:30 - 13:30 lunch
14:00 - 14:45 Lenin
14:45 - 15:00 coffee / tea
15:00 - 15:45 Van Doorn
15:45 - 16:00 coffee / tea
16:00 - 16:45 Visschers
17:00 - 18:00 discussions
18:00 Dinner

Thursday 15 October

10:30 - 11:15 Korshunov
11:15 - 11:30 coffee / tea
11:30 - 12:15 Ridder
12:30 - 13:30 lunch
14:00 - 14:45 Boots
14:45 - 15:00 coffee / tea
15:00 - 15:45 Deng
15:45 - 16:00 coffee / tea
16:00 - 16:45 Nunez Queija
17:00 - 17.45 Bhulai
18:00 Dinner

Friday 16 October

10:30 - 11:15 Asymont
11:15 - 11:30 coffee / tea
11:30 - 12:15 Borst
12:30 - 13:30 lunch
 

Professor Borovkov will continue the concentrated advanced course:
"Ergodicity and stability of stochastic processes"
on Monday 19 October, 10.30 - 12.30.

Also lectures of visiting colleagues are planned in the week 19-23 October.
In the week 26-30 October the second workshop (W2)
will be organized in which the following researchers will lecture.
 

SPEAKERS AND TITLES OF THE LECTURES IN THE WORKSHOP W2 (26-30 October)

1. Francois Baccelli
- An algebra for queueing networks with time varying service.

2. Alexander Borovkov
- Large deviations asymptotics for pre-stationary one-dimensional

Markov chains.
- Large deviations problems for one-dimensional random walks with regularly varying jump distributions.

3. Onno Boxma
- Fluid queues with long-tailed activity period distributions.

4. Jim Dai
- Stability of a three-station fluid network.

5. Vincent Dumas
- Bounds for the tail-analysis of multiplexed on/off sources.

6. Serguei Foss
- On the stability and instability of stochastic networks.

7. Armand Makowski
- Large size asymptotics for crossbar switches with input queueing.

8. Sean Meyn
- Stability and optimization of queueing networks and their fluid models.

9. Philippe Nain
- Fluid queues under subexponentiality.

10. Alexandre Rybko
- Nonergodicity of open queueing networks under unstable behavior of its fluid models.

11. Alexander Sakhanenko
- Approximations of queueing networks by reflection mappings.

12. Adam Shwartz
- Sample-path large deviations for some network models.

13. Hermann Thorisson
- Constructing a quasi-stationary regenerative process.

14. Alex Yushkevich
- Weak-strong topology in stochastic optimization.

15. Gideon Weiss
- Optimal control of fluid networks, using linear programming, and implementation of fluid heuristics to scheduling and control of queueing networks.
 
 

PROGRAM OF THE WORKSHOP W2 (26-30 October)

Monday 26 October

09:30 - 10:30 Welcome with coffee / tea
10:30 - 11:15 Borovkov 5
11:15 - 11:30 coffee / tea
11:30 - 12:15 Borovkov 6
12:30 - 13:30 lunch
15:00 - 15:45 Dai
15:45 - 16:00 coffee / tea
16:00 - 16:45 Weiss
17:00 - 18:00 Cheese and Wine
18:00 Dinner

Tuesday 27 October

10:30 - 11:15 Shwartz
11:15 - 11:30 coffee / tea
11:30 - 12:15 Sakhanenko
12:30 - 13:30 lunch
13:30 Excursion

Wednesday 28 October

10:30 - 11:15 Nain
11:15 - 11:30 coffee / tea
11:30 - 12:15 Dumas
12:30 - 13:30 lunch
15:00 - 15:45 Makowski
15:45 - 16:00 coffee / tea
16:00 - 16:45 Boxma
18:00 Dinner

Thursday 29 October

10:30 - 11:15 Baccelli
11:15 - 11:30 coffee / tea
11:30 - 12:15 Rybko
12:30 - 13:30 lunch
15:00 - 15:45 Meyn
15:45 - 16:00 coffee / tea
16:00 - 16:45 Yushkevich
18:00 Dinner

Friday 30 October

10:30 - 11:15 Thorisson
11:15 - 11:30 coffee / tea
11:30 - 12:15 Foss
12:30 - 13:30 lunch

For more information about the program you can contact the organizer:
Arie Hordijk at: hordijk@wi.leidenuniv.nl
 

There is a limited number of participants, For applications please
fill in the registrationform located at
registration form
as soon as possible. There is no registration fee, lunches and dinners
have to be paid by the participants.

The utmost date for the hotel reservation is one month before arrival.
For information about registration and lodging please contact:
Natascha Vis
Management and Program Assistant
Lorentz Center
Lorentz Center Leiden University
Niels Bohrweg 2, 2333 CA Leiden The Netherlands
phone: +31 71 5275401 fax: +31 71 5275415
email:vis@lorentzcenter.nl

Financial support for the concentration period is provided by
the NWO-project "Stochastic Networks", the Lorentz Center, the KNAW and
Eurandom.