Mathematisches Forschungsinstitut Oberwolfach, 29.11.- 05.12.1998
![\fbox{\hspace{0.5cm}\rule[-.5cm]{0cm}{1,50cm}{\Large \bf
PROGRAMME OF LECTURES}\hspace{0.5cm}}](img1.gif)
| MONDAY 30.11.1998 |
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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 |
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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 |
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|
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 |
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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 |
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|
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 |
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|
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 |
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|
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 |
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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 |
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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 |