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:
    (Paul Glasserman)
    (Karl Sigman)
    (David Yao)


    For general CAP inquiries:
    (Chris Heyde, Director of CAP)
    (Karl Sigman, Secretary of CAP)