Stochastic Networks Workshop, Stability and Rare Events

This Workshop took place on November 3 - 4, 1995, and focused on the two topics of stability and rare events in the context of stochastic networks. Specific topics of interest included (among other things) multiclass queueing networks; Markov chain stability; connections between performance bounds and stability; stability issues in applications; large deviations theory and applications; network reliability; and Monte Carlo methods. A Springer-Verlag Volume will be published in Summer, 1996 containing a variety of papers from the Workshop. Organizing Committee: S.Browne, P.Glasserman, K.Sigman and D.Yao.

Speakers:

  • V. Anantharam (U. California, Berkeley)

Queues with long-range-dependent arrival processes

  • S. Asmussen (U. Lund, Sweden)

Rare events in the presence of heavy tails

  • D. Bertsimas (MIT)

A new approach to decide stability in fluid multiclass queueing networks: Trajectory decomposition and linear programming

  • H. Chen (U. British Columbia, Canada)

A linear Skorohod problem and its applications

  • J. Dai (Georgia Tech.)

The stability region of two-station queueing networks

  • N. Duffield (AT&T Bell Labs)

Conditional tail asymptotics in large multiplexers

  • P. Glynn (Stanford U.)

Estimation of asymptotic decay rates in queueing models

  • W. Gong (U. Massachusetts, Amherst)

Rational approximation for rare-event probabilities

  • P. Heidelberger (IBM Watson Research Center)

On extending parallelism to serial simulators

  • P.R. Kumar (U. Illinois, Urbana-Champagne)

Uniform functional bounds for multiclass open and closed queueing networks:stability, efficiency performance, and asymptotic loss

  • W. Massey (AT&T Bell Labs)

Strong approximations for time-dependent queues

  • S. Meyn (U. Illinois, Urbana-Champagne)

Stability and optimization of multiclass queueing networks and their fluid models

  • M. Miyazawa (Science U. Tokyo, Japan)

Stability and stochastic bounds for queueing networks with batch movements

  • R. Serfozo (Georgia Tech.)

Markovian network processes with string transitions

  • J. Spencer (Courant Institute, NYU)

Rare event probabilities via an inequality of Svante Janson

  • J. Tsitsiklis (MIT)

Large deviations in certain classes of queueing systems

  • R. Tweedie (Colorado State U.)

Explicit rates of convergence for stochastically monotone Markov chains with applications to a two-server system

  • A. Weiss (AT&T Bell Labs)

Using excess bandwidth in ATM file transfers

  • T. Zajic (IBM Watson Research Center)

Some Examples of the Use of Large Deviations Techniques in Obtaining Asymptotic Information Regarding the Behaviour of Queues with Dependent Input



For information contact:
pglasser@research.gsb.columbia.edu  (Paul Glasserman)
sigman@ieor.columbia.edu (Karl Sigman)
yao@ieor.columbia.edu(David Yao)


For general CAP inquiries: 
chris@wald.stat.columbia.edu (Chris Heyde, Director of CAP)
sigman@ieor.columbia.edu (Karl Sigman, Secretary of CAP)


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