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    • Stochastics
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  •   In brief
M. OnderwaterJ.L. DorsmanC.J. JagtenbergT.C. van BarneveldP.L. van den BergM.sc. G.A.G. LegemaateDr. O.J.A. CronieM. van BuurenProf.dr. R. Nunez QueijaM. van BuurenDr. K.O. DzhaparidzeIr. G.J. HoekstraDr. S. BhulaiS. DingP.  VisProf.dr. J. van den BergDr. M. VlasiouProf.dr. A.P. ZwartF.P.M. WetzelsDr. M.N.M. van LieshoutS.A. BethuelsenD. KissDrs. J.W. Bosman
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Stochastics

Tue, 23/11/2010 - 10:56
photo of the group Stochastics
Description: 

Our Research

Many real-life systems and processes are dynamic and essentially stochastic. Examples can be found in areas like communication and information systems, biology, geo-physics, finance and economics, production systems, maintenance, logistics and transportation. Our group develops and studies stochastic and statistical models that yield fundamental understanding and enable control and optimization of such systems. Analysis of these models relies on techniques from fundamental probability theory, queueing theory, stochastic scheduling, spatial stochastics and stochastic geometry.

The research group is internationally well-known and embedded in different national and international research communities. The group organizes two nationally oriented regular seminars: (1) the Queueing Colloqium (twice a year), and (2) the bi-weekly Spatial Stochastics seminar, which act as broad and integrating forums for researchers and practitioners in the field of fundamental and applied probability theory.

The group covers a broad range of research areas in (applied) probability theory, providing a unique opportunity for synergy between the different fields of expertise. The goals for the next few years are to further strengthen the national and international research reputation of the group and to provide an active and stimulating environment for young talented researchers. In addition, the group aims to actively transfer knowledge to society through publications and presentations in leading international journals and conferences, as well as by lecturing at universities, consultancy for industry and governmental institutes and teaching courses for companies.

The team aims at striking a good balance in performing both fundamental and applied research. To structure the range of research areas the group is subdivided in three main areas:

  • Performance analysis of information and communication system (ST1)
  • Probability and spatial stochastics (ST2.2)
  • Stochastic geometry (ST2.3)

Leader of the group is Bert Zwart.

Recent Ph.D. theses

  • Ran Yang. Adaptive high-performance multi-media computing, 2011, VU University Amsterdam.
  • Maaike Verloop. Scheduling in Stochastic Resource-Sharing Systems, 2009 Eindhoven University of Technology.
  • Wemke van der Weij. Queueing Networks with Shared Resources, 2009 VU University Amsterdam.
  • Regina Egorova. Sojourn time tails in processor-sharing systems, 2009 Eindhoven University of Technology.
  • Pascal Lieshout. Queueing Models for Bandwidth-Sharing Disciplines, 2008 University of Amsterdam.

Publications

Publications can be found in the CWI repository.

Partners

Research in the ST group is often done in collaboration with partners from industry and the international research community. A full list of partners can be found here.

Projects

Click here for an overview of all projects of this group.

Honours

  • Florian Simatos has won the best paper award 2010 for the paper titled "Load balancing via random local search in closed and open systems" at the ACM-Sigmetrics conference. SIGMETRICS is the flagship conference of the SIGMETRICS community, which s the ACM Special Interest Group for the computer systems performance valuation community.
  • Bert Zwart received the Erlang Prize from the Institute for Operations Research and Management Sciences (INFORMS) in 2008. The Erlang Prize is to honour the best researcher under the age of 36 who has contributed significantly to applied probability. Zwart is the first person outside the United States to win this prize.
  • J. van den Berg and V. Sidoravicius received highly prestigious NSF PIRE (Programms in Research and Education) grant, creating a network linking CWI, Courant Institute, ENS-Paris and IMPA-Rio de Janeiro (organized jointly with C. Newman) in 2007.
  • R.D. van der Mei was nominated for best-paper award at Performance-2007 conference, for the paper 'Polling models with renewal arrivals: a new method to derive heavy-traffic asymptotics' (with E.M.M. Winands).
  • Pascal Lieshout won best student paper award for his paper “GPS scheduling: selection of optimal weights and comparison with strict priorities” at ACM Sigmetrics / Performance 2006, Saint Malo, France, 2006.
  • Maaike Verloop was awarded VVS-price for the best Master thesis in the field of Operations Research and Statistics in the Netherlands, 2005.
  • Sem Borst was awarded the Van Dantzig price for his ground-breaking research in the field of Statistics and Operations Research (jointly with Mark van der Laan), 2005.

 

Members

Thije van Barneveld, Pieter van den Berg, Rob van den Berg, Stein Bethuelsen, Sandjai Bhulai, Sem Borst, Joost Bosman, Martin van Buuren, Rene Conijn, Ottmar Cronie, Sihan Ding, Jan-Pieter Dorsman, Lydia Duijvestijn, Peter Dwars, Kacha Dzhaparidze, Gerard Hoekstra, Caroline Jagtenberg, Ruurd Jonker, Demeter Kiss, Daphne van Leeuwen, Guido Legemaate, Marie-Colette van Lieshout, Maria Mahfoud, Michel Mandjes, Rudesindo Nunez Queija, Martijn Onderwater, Masha Remerova, Dirk Sierag, Petra Vis, Maria Vlasiou, Frank Wetzels, Bert Zwart

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