Stochastic processes in communication sciences

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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

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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.

Click here to download the programme's final scientific report

Preprints

Title	Year	Programme
Integral representation of Skorokhod reflection Authors: Takis Konstantopoulos, Venkat Anantharam Download PDF	2009	SCS
Limit theorems for a random directed slab graph Authors: Sergey Foss, Denis Denisov, Takis Konstantopoulos Download PDF	2009	SCS
On the excursions of reflected local time processes and stochastic fluid queues Authors: Andreas Kyprianou, Paavo Salminen, Takis Konstantopoulos Download PDF	2009	SCS
Percolation and limit theory for the Poisson lilypond model Authors: Mathew Penrose, Guenter Last Download PDF	2009	SCS
SPDE limits of many-server queues Authors: Haya Kaspi, Kavita Ramanan Download PDF	2009	SCS

Workshops

SCSW01

Seminars

Tuesday 19th January 2010
15:00 to 16:00	Massimo Franceschetti University of California, San Diego Physical limits to the capacity scaling of wireless networks	Discussion Room

Monday 25th January 2010
15:00 to 16:00	Marc Lelarge CNRS - Ecole Normale Superieure Paris Diffusion and cascading behaviour in random networks	Room 1

Thursday 28th January 2010
15:00 to 16:00	Mathew Penrose University of Bath Co-variance bounds and chaos expansion over Poisson spaces	Room 1

Monday 1st February 2010
15:00 to 16:00	Sergey Foss Heriot-Watt University Ergodicity of a stress release point process seismic model with aftershocks	Room 1

Thursday 4th February 2010
15:00 to 16:00	Gideon Weiss University of Haifa Queuing systems with multi-type jobs and multi-type servers	Room 1

Monday 15th February 2010
15:00 to 16:00	Peter Mörters University of Bath Random networks with nonlinear preferential attachment	Room 1

Thursday 18th February 2010
16:00 to 17:00	Vitali Wachtel Ludwig-Maximilians-Universität München Conditional limit theorems for ordered random walks	Room 1

Friday 19th February 2010
15:00 to 16:00	Ilkka Norros VTT Technical Research Centre of Finland On the stability of file-sharing systems	Room 1

Monday 22nd February 2010
15:00 to 16:00	Michel Mandjes Universiteit van Amsterdam Simulation-based computation of the workload correlation function in a Lévy-driven queue	Room 1

Tuesday 23rd February 2010
16:30 to 17:30	Thomas Kurtz University of Wisconsin-Madison Applications of a Markov mapping theorem	Centre for Mathematical Sciences

Thursday 25th February 2010
14:30 to 15:30	Svante Janson Uppsala Universitet Graph limits for threshold graphs and interval graphs	Centre for Mathematical Sciences
16:00 to 17:00	Nick Bambos Stanford University Cone schedules for processing systems - throughput and cost issues	Room 1

Friday 26th February 2010
15:00 to 16:00	Masakiyo Miyazawa Tokyo University of Science Conjectures on tail asymptotics of the stationary distribution for a multidimensional SRBM	Room 1

Monday 1st March 2010
15:00 to 16:00	Bruce Hajek University of Illinois A Martingale framework for trust	Room 1

Thursday 4th March 2010
15:00 to 16:00	Associative neural memories and oscillatory operation	Room 1

Monday 8th March 2010
15:00 to 16:00	Thomas Kurtz University of Wisconsin-Madison Identifying separated time scales in stochastic models of reaction networks	Room 2

Thursday 11th March 2010
13:30 to 14:25	Tea & Coffee	No Room Required
14:25 to 14:30	Introduction and welcome (Sir David Wallace)	Room 2
14:30 to 15:15	Combinatorial auctions in theory and practice	Room 2
15:15 to 16:00	Rethinking the control architecture of the Internet	Room 2
16:00 to 16:45	Bruce Hajek University of Illinois Combinatorial auctions and spectrum sale in the US	Room 2
16:45 to 17:00	Tea & Coffee	No Room Required
17:00 to 17:30	Heavy-tailed distributions in queueing systems: a potential approach	Room 2
17:30 to 18:00	Panel Discussion (chair - Frank Kelly)	Room 2
18:00 to 19:00	Wine reception (with an opportunity to view the Imaginary exhibition on Art & Mathematics)	No Room Required
19:00 to 21:00	Dinner at Churchill College (invitation only)	No Room Required

Monday 15th March 2010
15:00 to 17:00	Bruce Hajek University of Illinois Martingale calculus and a maximal inequality for supermartingales	Centre for Mathematical Sciences

Wednesday 17th March 2010
15:00 to 17:00	Bruce Hajek University of Illinois On Bayes-Nash implementation of combinatorial auctions: structure and efficiency	Centre for Mathematical Sciences

Thursday 18th March 2010
15:00 to 17:00	Jim Dai Georgia Institute of Technology Distributional sensitivity in many-server queues	Room 2

Friday 19th March 2010
16:00 to 17:00	Takis Konstantopoulos Uppsala Universitet Limit theorems for stochastic ordered graphs	Room 1

Monday 29th March 2010
16:00 to 17:00	Alexander Vladimirov Pereslavl-Zalessky of the Russian Academy of Sciences Non-stationary processes in queueing networks	Room 2

Tuesday 30th March 2010
16:00 to 17:00	Mark Kelbert Swansea University Continuity of mutual entropy in the limiting signal-to-noise ratio regimes	Room 2

Wednesday 31st March 2010
16:00 to 17:00	Volker Schmidt Universität Ulm Random geometric graphs for modelling the pore system in fibre-based materials	Room 2

Tuesday 13th April 2010
16:00 to 17:00	Pramod Viswanath University of Illinois at Urbana-Champaign Better Good-Turing probability estimation	Room 1

Wednesday 21st April 2010
16:00 to 17:00	David Gamarnik Massachusetts Institute of Technology Stability of Skorohod problem is undecidable	Room 1

Thursday 22nd April 2010
16:00 to 17:00	Maury Bramson University of Minnesota Stability criteria and applications for randomised load balancing schemes	Room 1

Monday 26th April 2010
14:00 to 15:00	Transport that waits for you: planning and operating personal rapid transit systems	Room 1
15:00 to 16:00	Richard Gibbens University of Cambridge An investigation of proportionally fair ramp metering	Room 1

Tuesday 4th May 2010
15:00 to 16:00	Krzysztof Debicki Wroclaw University of Technology Queues, collisions and extremes of integral mean of stationary Gaussian processes	Room 1

Wednesday 5th May 2010
16:00 to 17:00	Alexandre Rybko Pereslavl-Zalessky of the Russian Academy of Sciences Poisson hypothesis for mean-field models of generalised Jackson networks with countable set of nodes	Room 1

Thursday 6th May 2010
16:00 to 17:00	Yiqiang Zhao Carleton University Resequencing Delay Analysis of ARQ Protocols over Parallel Channels	Room 1

Monday 10th May 2010
16:00 to 17:00	Bert Zwart Centrum voor Wiskunde en Informatica (CWI) Limit theorems for bandwidth sharing networks with rate constraints	Room 1

Tuesday 11th May 2010
14:30 to 16:00	Pierre Brémaud CNRS - Ecole Normale Superieure Paris Bartlett spectra of point processes	Room 1

Thursday 13th May 2010
16:00 to 17:00	Pierre Brémaud CNRS - Ecole Normale Superieure Paris What philology, archeology and history have to say about Pythagoras' theorem	Room 1

Monday 17th May 2010
16:00 to 17:00	Paul Balister University of Memphis Sentry Selection	Room 1

Wednesday 19th May 2010
16:00 to 17:00	Onno Boxma Technische Universiteit Eindhoven Semi-open problems in open and closed queueing networks	Room 1

Thursday 20th May 2010
16:00 to 17:00	Takis Konstantopoulos Uppsala Universitet Order-theoretic properties of the Skorokhod reflection mapping	Room 1

Friday 28th May 2010
11:00 to 12:00	Leandros Tassiulas University of Thessaly Stochastic models and algorithms for cooperative information delivery	Room 1

Wednesday 2nd June 2010
16:00 to 17:00	Adam Wierman CALTECH (California Institute of Technology) Scheduling to balance energy and delay: Optimality versus robustness	Room 1

Thursday 3rd June 2010
15:00 to 16:00	Wojciech Szpankowski Indiana University-Purdue University Indianapolis Analytic information theory and beyond	Room 1
16:30 to 17:30	Alexey Piunovskiy University of Liverpool Discounted continuous-time Markov decision process with constraints: unbounded transition and loss rate	Room 1

Wednesday 16th June 2010
15:00 to 16:00	Sandeep Juneja Tata Institute of Fundamental Research The concert queueing game: to wait or to be late	Room 1

Thursday 17th June 2010
15:00 to 16:00	Ingemar Kaj Uppsala Universitet Fractional Poisson motion and network traffic models	Room 1
16:00 to 17:00	Hermann Thorisson University of Iceland Mass-stationarity through the Cox process	Room 1

Tuesday 29th June 2010
17:30 to 18:30	Sergio Verdu Princeton University New bounds in channel coding	Room 1

Monday 22nd April 2013
09:00 to 10:00	Registration and Welcome	No Room Required

Stochastic processes in communication sciences

Organisers

Venkat Anantharam University of California, Berkeley
Francois Baccelli CNRS - Ecole Normale Superieure Paris
Denis Denisov Heriot-Watt University
Sergey Foss Heriot-Watt University
Peter Glynn Stanford University
Takis Konstantopoulos Heriot-Watt University

Speakers

Paul Balister University of Memphis
Nick Bambos Stanford University
Onno Boxma Technische Universiteit Eindhoven
Maury Bramson University of Minnesota
Pierre Brémaud CNRS - Ecole Normale Superieure Paris
Jim Dai Georgia Institute of Technology
Krzysztof Debicki Wroclaw University of Technology
Sergey Foss Heriot-Watt University
Massimo Franceschetti University of California, San Diego
David Gamarnik Massachusetts Institute of Technology
Richard Gibbens University of Cambridge
Bruce Hajek University of Illinois
Svante Janson
Sandeep Juneja Tata Institute of Fundamental Research
Ingemar Kaj
Mark Kelbert
Takis Konstantopoulos Heriot-Watt University
Thomas Kurtz University of Wisconsin-Madison
Marc Lelarge
Michel Mandjes Universiteit van Amsterdam
Masakiyo Miyazawa Tokyo University of Science
Peter Mörters University of Bath
Ilkka Norros VTT Technical Research Centre of Finland
Mathew Penrose University of Durham
Alexey Piunovskiy University of Liverpool
Alexandre Rybko Pereslavl-Zalessky of the Russian Academy of Sciences
Volker Schmidt Universität Ulm
Wojciech Szpankowski Indiana University-Purdue University Indianapolis
Leandros Tassiulas University of Thessaly
Hermann Thorisson University of Iceland
Sergio Verdu Princeton University
Pramod Viswanath University of Illinois at Urbana-Champaign
Alexander Vladimirov Pereslavl-Zalessky of the Russian Academy of Sciences
Vitali Wachtel Ludwig-Maximilians-Universität München
Gideon Weiss University of Haifa
Adam Wierman CALTECH (California Institute of Technology)
Yiqiang Zhao Carleton University
Bert Zwart Centrum voor Wiskunde en Informatica (CWI)

Show All

Stochastic processes in communication sciences

Programme theme

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

Preprints

Integral representation of Skorokhod reflection

Limit theorems for a random directed slab graph

On the excursions of reflected local time processes and stochastic fluid queues

Percolation and limit theory for the Poisson lilypond model

SPDE limits of many-server queues

Workshops

New topics at the interface between probability and communications

Communications Open for Business day

Stochastic networks

Spatial network models for wireless communications

Energy systems week

Instructional event at e-science centre, Edinburgh

Simulation of stochastic networks (including RESIM 2010)

Statistics of networks

Energy systems week: management of variability and uncertainty in energy systems

Modern probabilistic techniques for design and analysis of stochastic systems and networks

Seminars

Organisers

Speakers

Supported By

Stochastic processes in communication sciences

Programme theme

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

Preprints

Integral representation of Skorokhod reflection

Limit theorems for a random directed slab graph

On the excursions of reflected local time processes and stochastic fluid queues

Percolation and limit theory for the Poisson lilypond model

SPDE limits of many-server queues

Workshops

Seminars

Organisers

Speakers

Supported By

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