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 Stochastics research group is internationally well known and embedded in different national and international research communities. The group organizes two nationally oriented regular seminars, 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)
Recent Ph.D. theses
- Maria Remerova, Fluid Limit Approximations of Stochastic Networks, 2014, VU University Amsterdam.
- Joost Bosman, Optimal Quality of Service Control in Communication Systems, 2014, VU University Amsterdam.
- Demeter Kiss, Topics in percolation theory, 2013, VU University Amsterdam.
- Arnoud den Boer, Dynamic Pricing and Learning, 2013, VU University Amsterdam.
- Gerard Hoekstra. Concurrent Access and Traffic Control Methods in Wireless Communication Networks, 2012, VU University Amsterdam.
- Marcel Harkema, Performance Modelling of Object Middleware, 2012, University of Twente.
- 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 can be found in the CWI repository.
A list of projects can be found here.
- 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 prize for the best Master thesis in the field of Operations Research and Statistics in the Netherlands, 2005.
- Sem Borst was awarded the Van Dantzig prize for his ground-breaking research in the field of Statistics and Operations Research (jointly with Mark van der Laan), 2005.