Objective
Mathematics of Stochastic Networks
The future development of information and communication technology strongly depends on contributions from mathematics. Stochastic networks provide models for the description of computer- and communication systems and for the mathematical analysis of their performance and reliability aspects.
This proposal concerns the creation and development of methodologies for the asymptotic study of
(i) general Markov chains and Markov processes, and of;
(ii) stochastic systems arising in the performance analysis of computer-communication systems.
It is planned to link this project with the Stochastic Networks project of the new European institute for the study of random phenomena - EURANDOM. Such a co-operation has been effectively established in the framework of the project INTAS-97-1625. On the basis of the future project, Russian scientists will be in a position to interact with the West European groups involved in Eurandom in a structured and systematic way. In particular, this will allow the scientific community in this field to have a series of workshops, which will review systematically the advances of all Russian and West-European groups in all the domains of the 3 blocks mentioned below.
The project consists of 3 related blocks:
Stability, Instability and Optimization in Stochastic Networks and Markov Chains
Asymptotic Analysis of Markovian Networks
Long-Range Dependence and Heavy Tails.
Within the first block, is it planned to develop the general stability theory for Markov chains and stochastic recursions, to investigate the so-called concept of normed ergodicity, to study optimality properties in multi-server queuing networks.
Within the second block, it is planned to develop various methods for asymptotic analysis (large deviation theory, point processes theory, fluid and thermodynamic approximation, Banach-algebraic methods) as well as to apply the results obtained to the study of classes of stochastic communication and queuing networks, risk and storage processes.
Within the third block, the phenomena of so-called long-range dependence will be studied by use of various approaches and methods.
The participating teams include 7 partners in Western Europe, and 3 in Russia, among which some of the leading groups in this field worldwide.
Call for proposal
Data not availableFunding Scheme
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5600 MB Eindhoven
Netherlands