WORKSHOP
MODERN PROBLEMS IN APPLIED PROBABILITY

FINAL PROGRAMME
 

Monday, 21

9:00 - 9:30
Registration (rm 414)
9:30 - 9:45
Opening (rm 417)

Morning Session - Chairperson S.Foss

9:45 - 10:35
Baccelli, François (Paris, France).
A Stochastic Geometry Model of CDMA Coverage (joint work with Bartomiej Baszczyszyn).
10:35 - 11:05
Tchoumatchenko, Konstantin (Paris, France).
Poisson - Voronoi Aggregate Tessellations (joint work with S.Zuyev).

11:05 - 11:40
Coffee break
11:40 - 12:30
Korshunov, Dmitry (Novosibirsk, Russia).
Asymptotics for Random Walks with Dependent Heavy-Tailed Increments (joint work with Sabine Schlegel and Volker Schmidt).
12:30 - 13:00
Sgibnev, Michail (Novosibirsk, Russia).
On the Expected Number of Particles of an Age-Dependent Branching Process.

13:00 - 15:00
Lunch time

Afternoon Session - Chairperson F.Baccelli

15:00 - 15:50
Irle, Albrecht (Kiel, Germany).
Nearest Neighbour Classification with Dependent Training Sequences.
15:50 - 16:40
Rykov, Vladimir (Moscow, Russia).
Queueing Networks with "Transparent" Calls.
16:40 - 17:00
Coffee break
17:00 - 17:50
Luczak, Malwina (Oxford, Great Britain).
Reducing Network Congestion through Balanced Allocation: Discrete Time Model (joint work with Colin McDiarmid).

18:00 -
Welcome party

Tuesday, 22

Morning Session - Chairperson A.Hordijk

9:30 - 10:20
Borovkov, Alexandr (Novosibirsk, Russia).
Large Deviations in Boundary-valued Problems for One-dimensional Markov Chains.

10:20 - 11:10
Mogulskii, Anatolii (Novosibirsk, Russia).
Large Deviations for Partially Homogeneous Markov Chains in Positive Quadrant (joint work with Aleksandr Borovkov).

11:10 - 11:40
Coffee break

11:40 - 12:30
Shwartz, Adam (Haifa, Israel).
Large Deviations Without Principle: Join the Shortest Queue (joint work with Ad Ridder).

12:30 - 15:00
Lunch time

Afternoon Session - Chairperson A.Rybko

15:00 - 15:50
Boxma, Onno (Eindhoven, The Netherlands).
Coupled Processors with Regularly Varying Service Times (joint work with Sem Borst and Predrag Jelenkovi\'c).
15:50 - 16:20
Voitishek, Anton (Novosibirsk, Russia).
Usage of the Important Sample in Monte Carlo Method.
16:20 - 16:40
Coffee break
16:40 - 17:30
O'Connell, Neil (Bristol, Great Britain). Tandem Queues and Directed Percolation (joint work with Ben Hambly and Marc Yor).

17:45 -
Geological Museum

Wednesday, 23

Morning Session - Chairperson U.Rösler

9:30 - 10:20
Rogozin, Boris (Omsk, Russia) and Lugavov, Vyacheslav (Kurgan, Russia).
Factorization Representation for Sojourn Times of Semi-Markov Random Walk.
10:20 - 11:10
Graham, Carl (Paris, France).
Gaussian Fluctuations for a Large Queuing Network with Selection of the Shortest of Several Queues.
11:10 - 11:40
Coffee break
11:40 - 12:30
Borisov, Igor (Novosibirsk, Russia).
A Note on the Dobrushin - Dudley Theorem and Poisson Approximation of Empirical Processes.
12:30 - 13:00
Rouzankin, Pavel (Novosibirsk, Russia).
Solution of Monge-Kantorovich Problem for a Certain Class of Functionals and Application to Poisson Approximation.

13:00 - 15:00
Lunch time

15:00 -
Social program

Thursday, 24

Morning Session - Chairperson O.Boxma

9:30 - 10:20
Hordijk, Arie (Leiden, The Netherlands).
On the Optimal Control of Fluid Networks (joint work with Aleksandr Gairat).
10:20 - 11:10
Rybko, Alexandr (Moscow, Russia).
Thermodynamical Limit for Symmetric Closed Queueing Networks (joint work with Fridrich Karpelevich).
11:10 - 11:40
Coffee break
11:40 - 12:30
Konstantopoulos, Takis (Austin, Texas, U.S.A.)
Rates of Convergence for Functional Approximations to Fractional Brownian Motion (joint work with A. Sakhanenko and S.J. Lin).
12:30 - 13:00
Scherbakov, Vadim (Moscow, Russia).
Long Time Dynamics in Large Jackson Networks.

13:00 - 15:00
Lunch time

Afternoon Session - Chairperson T.Konstantopoulos

15:00 - 15:50
Foss, Serguei (Novosibirsk, Russia).
Asymptotics for Distributions of Stationary Characteristics in Queueing Networks with Heavy Tails (joint work with François Baccelli and Dima Korshunov).
15:50 - 16:40
Martin, James (Paris, France).
Greedy Lattice Animals.
16:40 - 17:00
Coffee break
17:00 - 17:50
Tsitsiashvili, Gurami (Vladivostok, Russia).
Asymptotically Exact Bounds of Random Sums (joint work with Vladimir Kalashnikov).

18:30 -
Conference Dinner

Friday, 25

Morning Session - Chairperson V.Topchii

9:30 - 10:20
Sabelfeld, Karl (Novosibirsk, Russia).
Stochastic Models for Solving Smoluchowski Equation Governing Coagulation Process in Turbulent Flows.
10:20 - 11:10
Vatutin, Vladimir (Moscow, Russia).
Deviations from Typical Type Proportions in Critical Multitype Galton-Watson Processes (joint work with Klaus Fleischmann).
11:10 - 11:40
Coffee break
11:40 - 12:30
Rösler, Uwe (Kiel, Germany), Topchii, Valentin (Omsk, Russia),
Vatutin, Vladimir (Moscow, Russia).
Convergence Conditions for Weighted Branching Processes.
12:30 - 13:00
Kovalevskii, Artyom (Novosibirsk, Russia). Gibbs Samplers for Uniform Distributions: Uniform Ergodicity and an Adaptive Algorithm.

13:00 - 15:00
Lunch time

Afternoon Session - Chairperson N.O'Connell

15:00 - 15:50
Yurinsky, Vadim (Covilhã, Portugal).
Localization of Spectum Bottom of the Stokes Operator in Random Porous Medium.
15:50 - 16:40
Morozov, Evsei (Petrozavodsk, Russia).
Some Topics in Stability Analysis of Regenerative Networks.



Return to Workshop Home Page