skip to content

Stochastic Processes in Communication Sciences

Participation in INI programmes is by invitation only. Anyone wishing to apply to participate in the associated workshop(s) should use the relevant workshop application form.

11th January 2010 to 2nd July 2010
Venkat Anantharam [Berkeley], University of California, Berkeley
Francois Baccelli INRIA Paris - Rocquencourt, École Normale Supérieure
Denis Denisov [Heriot-Watt], Cardiff University
Sergey Foss [Heriot-Watt], Heriot-Watt University
Peter Glynn [Stanford], Stanford University
Takis Konstantopoulos [Heriot-Watt], Uppsala Universitet


Scientific Advisors: Professor D Aldous (Berkeley), Professor S Asmussen (Aarhus), Professor O Boxma (Eindhoven), Professor B Hajek (Urbana-Champaign), Professor F Kelly (Cambridge), Professor PR Kumar (Urbana-Champaign), Professor TG Kurtz (Wisconsin-Madison) and Professor S Verdu (Princeton)

Programme Theme

Probability theory and communications have developed hand in hand for about a century. The research challenges in the latter field (from telephone networks to wireless communications and the Internet) have spurred the development of the mathematical theory of stochastic processes, particularly in the theory of Markov processes, point processes, stochastic networks, stochastic geometry, stochastic calculus, information theory, and ergodic theory—to name but a few. Conversely, a large number of applications in communications would not have been possible without the development of stochastics.

This programme aims at the exposition of the latest developments in mathematical sciences lying on the boundary between the disciplines of stochastics and communications. The programme, and associated workshops, will be developed around the following four basic themes and their interactions:

Stochastic networks: Stochastic modelling and analysis of networks (such as modern communication networks), and, in particular, limit theorems and asymptotic analysis—macroscopic approximations, control, optimisation and other mathematical techniques.

Spatial networks: Methods based on stochastic geometry, random graphs, percolation, and random matrix theory; space-time modelling with applications in wireless networks.

Statistics of networks: Advanced simulation theory and techniques (scalability, rare-events, long-range dependence, heavy tails), inverse problems, probing and measurements.

Information theory and networks: Information transmission problems in modern networks taking into account the presence of feedback, burstiness of traffic, spatial aspects and mobility; filtering and signal processing.

Support from the National Science Foundation and U.S. Air Force Office of Scientific Research

NSF logo

Limited travel and subsistence funds were available from the NSF and U.S. AFOSR grants to support the participation of researchers (of any nationality) affiliated to a U.S. institution. The aim was to facilitate the participation of those who may not have access to alternative funding sources for their travel and subsistence, particularly young researchers, women, minorities, and researchers based at small colleges.

Additional Sponsor

Euro NF logo

Final Scientific Report: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons