Symposia and Conferences

Mini-symposium
on
Random Walks in the Quarter-Plane:
Invariant Measures and Performance Bounds

On May 22, 2015, Yanting Chen defended her PhD thesis "Random Walks in the Quarter-Plane: Invariant Measures and Performance Bounds". Prior to this ceremony, a seminar was held.

Mini-symposium
on
Random Walks in the Quarter-Plane:
Invariant Measures and Performance Bounds

Date&time: May 22, 10:30 – 17.30

Location of Mini Symposium: Carre-2H

Location of the Defense: Berkhoff Auditorium

Programme

10:30 - 10:45      Welcome coffee and tea

10:45 - 11:15      Ivo Adan (Eindhoven University of Technology)

11:30 - 12:00      Joost-Pieter Katoen (University of Twente/ RWTH Aachen University)

12:10 - 13:20      Lunch at Ravelijn Atrium

13:30 - 14:00      Nico van Dijk (University of Amsterdam/ University of Twente)

14.30 - 14.40      Introduction to the defense

14.45 – 15.30     PhD defense of Yanting Chen

15.45 – 16.15     Ceremony

16.30 – 17.30     Reception

Symposium titles and abstracts

 

10:45 - 11:15      Ivo Adan (Eindhoven University of Technology):

Stretching the limits of the compensation approach

Abstract: This talk reviews some results on the use of compensation arguments to solve the steady-state equations for two-dimensional Markov processes. It also briefly discusses some more recent results pointing to possible extensions of the applicability of this approach.

 

11:30 - 12:00      Joost-Pieter Katoen (University of Twente/ RWTH Aachen University):

Stochastic Petri Nets Revisited

Abstract: Analysis algorithms for Generalized stochastic Petri nets (GSPNs) are restricted to confusion-free nets. We discuss how this restriction can be overcome. In addition, we show counterexamples to some classical results on ergodicity in unbounded SPNs and present new results that `repair' these flaws.

13:30 - 14:00      Nico van Dijk (University of Amsterdam/ University of Twente):

How large can an error be?

Abstract: Markov chains are known to be analytically hard and computationally expensive if not prohibitive. As elegantly shown by Yanting’s thesis, special multi-dimensional birth-death structures might therefore be required. The effect of a parameter perturbation (e.g. as by statistical inaccuracy), or of a simplifying system modification (e.g. as for analytic solvability), or of a state space truncation (e.g. for computational reduction) is thus of interest. It will be argued that their quantifaction all comes down to one and the same: its bounding of so-called bias terms. Two practical illustrations will be provided.