![\fbox{\hspace{0.5cm}\rule[-.5cm]{0cm}{1,50cm}{\Large \bfPROGRAMME OF LECTURES}\hspace{0.5cm}}](img1.gif)
ORGANIZERS
| Professor Arie Hordijk
Department of Mathematics and Computer Science University of Leiden P.O. Box 9512 Leiden 2300 RA, The Netherlands hordijk@wi.leidenuniv.nl |
Professor
Volker Schmidt
University of Ulm Department of Stochastics Helmholtzstr. 18 D-89069 Ulm, Germany schmidt@mathematik.uni-ulm.de |
This webpage contains the programme and a list with the addresses of all participants of this Oberwolfach meeting.
A file with the abstracts of all talks can be downlaoded from
here.
| MONDAY 30.11.1998 |
|
|
| LARGE DEVIATIONS AND HEAVY TAILS |
| Chair: Hordijk, A. |
| 09:00-09:10 | Opening | |
| 09:10-09:50 | Asmussen, S. | On a Control Problem for Queues and Risk Processes |
| 10:00-10:40 | Boxma, O.J. | Heavy Tails in Queueing Theory |
| 10:40-11:00 | BREAK |
| LONG RANGE DEPENDENCE |
| Chair: Bremaud, P. |
| 11:00-11:40 | Anantharam, V. | Scheduling Strategies and Long-Range Dependence |
| 11:50-12:30 | Daley, D.J. | Long Range Dependence of Point Processes |
| 12:30 | LUNCH |
| MONDAY 30.11.1998 |
|
|
| QUEUEING NETWORKS |
| Chair: Schassberger, R. |
| 15:00-15:40 | Baccelli, F. | Queueing Networks with Cross Traffics |
| 15:50-16:30 | Daduna, H. | Correlation Theory for Exponential Networks; End-to-End-Delay Approximations |
| 16:30-17:00 | BREAK |
| HEAVY TRAFFIC |
| Chair: Woyczynski, W.A. |
| 17:00-17:40 | Dai, J. | Heavy Traffic Limit Theorems for Queueing Networks |
| 17:50-18:30 | Reiman, M. | The Critically Loaded Multiclass GI/PH/N Queue |
| 18:30 | DINNER |
| TUESDAY 01.12.1998 |
|
|
| LARGE DEVIATIONS |
| Chair: Shwartz, A. |
| 09:00-09:40 | Borovkov, A. | Large Deviations for Real-Valued Markov Chains |
| 09:50-10:30 | McDonald, D. | A Constructive Large Deviation Theory Applied to the Join-the-Shortest-Queue Problem |
| 10:30-11:00 | BREAK |
| PERFORMANCE ANALYSIS |
| Chair: Boxma, O. |
| 11:00-11:40 | Konstantopoulos, T. | Representation and Performance of Stationary Stochastic Fluids |
| 11:50-12:30 | Shwartz, A. | Large Deviations for Performance Analysis |
| 12:30 | LUNCH |
| TUESDAY 01.12.1998 |
|
|
| COUPLING AND RENEWAL THEORY |
| Chair: Baccelli, F. |
| 15:00-15:40 | Foss, S. | On the Phi-Renovation, Backward Coupling and Perfect Simulation |
| 15:50-16:30 | Last, G. | On the Use of Lyapunov Functions in Renewal Theory |
| 16:30-17:00 | BREAK |
| SUBEXPONENTIAL DISTRIBUTIONS |
| Chair: Asmussen, S. |
| 17:00-17:40 | Klüppelberg, C. | Sampling at Subexponential Times, with Queueing Applications |
| 17:50-18:30 | Schlegel, S. | Asymptotics of Stochastic Networks with Subexponential Service Times |
| 18:30 | DINNER |
| WEDNESDAY 02.12.1998 |
|
|
| POINT PROCESSES |
| Chair: Daley, D.J. |
| 09:00-09:40 | Brémaud, P. | Hawkes Branching Point Processes without Ancestors of Large-Range Dependence |
| 09:50-10:30 | Jensen, U. | A Point Process Model of Minimal Repairs |
| 10:30-11:00 | BREAK |
| MARKOV PROCESSES |
| Chair: Serfozo, R.F. |
| 11:00-11:40 | Malyshev, V.A. | Random Grammars |
| 11:50-12:30 | Pollett, P.K. | Quasistationarity of Continuous-Time Markov Chains with Positive Drift |
| 12:30 | LUNCH |
| 13:30 | EXCURSION |
| 18:30 | DINNER |
| THURSDAY 03.12.1998 |
|
|
| MARKOV PROCESSES |
| Chair: Glynn, P. |
| 09:00-09:40 | Kella, O. | A Multi-Dimensional Martingale for Markov Additive Processes |
| 09:50-10:30 | Serfozo, R.F. | Extended Levy Formula for Markov Processes |
| 10:30-11:00 | BREAK |
| DUALITY AND ADMISSION CONTROL |
| Chair: Stidham, S. |
| 11:00-11:40 | B aszczyszyn,
B. |
Risk and Duality in Multidimensions |
| 11:50-12:30 | Gaujal, B. | Admission Control in Stochastic  -Linear
Systems |
| 12:30 | LUNCH |
| THURSDAY 03.12.1998 |
|
|
| QUEUEING NETWORKS |
| Chair: Daduna, H. |
| 15:00-15:40 | Miyazawa, M. | Queueing Networks with Tractable Stationary Solutions |
| 15:50-16:30 | Woyczynski, W.A. | Nonlinear and Nonlocal Diffusion Equations and their Applications to Queueing Networks |
| 16:30-17:00 | BREAK |
| PROCESSOR SHARING AND PRIORITIES |
| Chair: McDonald, D. |
| 17:00-17:40 | Borst, S. | Generalized Processor Sharing with Long-Tailed Traffic Sources |
| 17:50-18:30 | Koole, G. | On the Value Function of a Priority Queue with an Application to a Controlled Polling Model |
| 18:30 | DINNER |
| POSTER SESSION |
| 20:00 | Brandt, A. | Some Stochastic Models in Telecommunication |
| FRIDAY 04.12.1998 |
|
|
| SIMULATION AND CHANGE ANALYSIS |
| Chair: Anantharam, V. |
| 09:00-09:40 | Glynn, P. | Variance Reduction via an Approximating Markov Process |
| 09:50-10:30 | Steinebach, J. | Change Analysis in Queueing Systems |
| 10:30-11:00 | BREAK |
| TANDEM NETWORKS |
| Chair: Borovkov, A. |
| 11:00-11:40 | Gajrat, S. | Fluid Approximation of Controlled Multiclass Tandem Networks |
| 11:50-12:30 | Mairesse, J. | Infinite Tandem Queueing Systems |
| 12:30 | LUNCH |
| FRIDAY 04.12.1998 |
|
|
| CONSERVATION LAWS AND FLUID MODELS |
| Chair: Miyazawa, M. |
| 15:00-15:40 | Stidham, S. | Strong Conservation Laws for Sample-Path Performance Measures: Applications to Scheduling Queues and Fluids |
| 15:50-16:30 | Weiss, G. | Optimal Control of Queueing Networks via Fluid Models |
| 16:30-17:00 | BREAK |
| QEUEING NETWORKS AND ROSS' CONJECTURE |
| Chair: Pollett, P. |
| 17:00-17:40 | Bambos. N. | Queueing Networks with Interdependent Resources |
| 17:50-18:30 | Rolski, T. | Recent Results on Ross' Conjecture |
| 18:30 | DINNER |
