Ph.D. position : “Two-dimensional models in queues and risk: exact analytic methods”
In the framework of the project “Two-dimensional models in queues and risk”, funded by the Dutch Research Foundation NWO, there is a PhD position available in the Stochastic Operations Research group at the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands.
The research topic brings together two, related, areas of applied probability: queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood. However, in queueing theory one is usually faced with a network of interconnected and interacting resources, or with several classes of interacting customers; and thus one needs to study multidimensional stochastic processes. Similarly, in insurance risk one often needs to study several, related, books of a company, and the capitals of different companies are often linked via reinsurance contracts -- again giving rise to multidimensional stochastic processes. In both areas, only few two- or higher-dimensional systems have allowed an exact analysis.
Our main goal is to develop mathematical tools for the analysis of two-dimensional stochastic processes, and thus get a deeper insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes.
The project is methodologically oriented. We shall develop three sets of methods, viz.,
T1: exact analytic methods;
T2: asymptotic techniques (heavy traffic); and
T3: rare-event analysis and simulation.
Important problem instances are coupled/parallel processors and their counterpart in insurance risk, and Ornstein-Uhlenbeck processes. Two PhD students have just started their research in T2 and T3; we have a vacancy for T1.
o Job requirements:
Candidates are expected to be fluent in English, both oral and in writing, and have an excellent background in (applied) mathematics, as evidenced by an MSc degree in preferably (applied) mathematics, or possibly econometrics, operations research or electrical engineering. Strong knowledge of applied probability and analysis is highly desirable.
o Terms of employment:
PhD candidates are appointed as temporary university employees for a four-year period (based on an initial one-year contract, with a three-year extension after a positive evaluation as to whether the research is expected to result in a PhD degree after four years). The terms of employment are governed by the Collective Labor Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. For further details, please refer, e.g., to http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of…
o Information:
For further information, please contact one of the following persons:
Prof.dr.ir. Onno Boxma (o.j.boxma(a)tue.nl<mailto:o.j.boxma@tue.nl>)
Dr. Stella Kapodistria (s.kapodistria(a)tue.nl<mailto:s.kapodistria@tue.nl>)
Prof.dr. Sindo Nunez Queija (nunezqueija(a)uva.nl<mailto:nunezqueija@uva.nl>)
o Application:
In order to apply, please send a detailed curriculum vitae, along with a brief cover letter motivating your interest, to one of the above-mentioned persons.
o Application deadline:
July 3 2015.
cari iscritti alla lista Random
come avrete notato in questi giorni c'è stato qualche problema con la
lista. Naturalmente problemi come questi emergono in occasione di
festività o (come in questo caso) in occasione di ponti lunghi. Solo
oggi siamo riusciti a contattare i tecnici informatici che gestiscono
il server e a ripristinare le funzioni della lista.
Ringraziamo innanzitutto Matteo Ruggiero che per primo si è accorto del
problema. Inutile dire inoltre che i messaggi con intestazione (e
contenuto) ``prova'' possono essere ragionevolmente ignorati.
Preghiamo invece chiunque abbia inviato posta a Random tra il 27 maggio
e questa mattina e che non abbia ricevuto riscontro dalla lista, di
reinviare i propri messaggi. Nel dubbio è possibile controllare gli
archivi:
https://mail.dm.unipi.it/pipermail/random/summary.html
scusate il disagio,
Francesco
Marco
ps. Per chi fosse interessato a maggiori dettagli, due account del
server che gestisce la lista sono stati compromessi (questo non ha
conseguenze su Random, perché gli account erano di utenti ordinari) ed
usati negli ultimi giorni per spedire SPAM. I tecnici sono intervenuti
subito bloccando gli account, ma per cancellare gli SPAM hanno dovuto
fermare il sistema di posta per alcune ore. Al riavvio del sistema di
posta ``misteriosamente'' (nel senso che i tecnici su questo hanno dato
spiegazioni più fumose) la lista non è ripartita e c'è stato bisogno di
ulteriori smanettamenti.
---------- Forwarded message ----------
From: Leonardo Rolla <leorolla(a)dm.uba.ar>
Date: Thu, May 28, 2015 at 5:25 PM
Subject: Postdoctoral positions in Buenos Aires
To: Leonardo Rolla <leorolla(a)dm.uba.ar>
Dear friends and colleagues,
I would much appreciate if you could help me broadcast the announcement
below.
Sorry in advance for any duplicates.
Best regards,
Leonardo T Rolla
Universidad de Buenos Aires
---------- Forwarded message ----------
Date: Thu, 28 May 2015 11:33:17 -0300 (ART)
From: probab(a)dm.uba.ar
Subject: Postdoctoral positions in Buenos Aires
Applications are invited for post-doctoral positions in Percolation,
Particle Systems, and Stochastic Networks.
Please feel free to forward this message to other colleagues and potential
candidates.
Deadline: June 15.
The positions last two years and have a monthly stipend of around 13000
pesos, to start in April 2016.
Applicants should write to probab(a)dm.uba.ar attaching:
- CV
- Motivation letter
- Research statement
Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar
by June 20.
Information on the group activities and projects can be found at
http://mate.dm.uba.ar/~probab/
Thank you in advance,
Buenos Aires Probability Group
??
?Dottorato in Statistica e matematica per la finanza
Università Bicocca Milano
Bayesian Statistics: Modelling, computation and testing
Part II
Valen Johnson, Texas A&M University
June 8-11, 2015
________________________________
Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma.
Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli".
Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/>
________________________________
Ricevo e inoltro.
> Da: Leonardo Rolla <leorolla(a)dm.uba.ar>
> Oggetto: Postdoctoral positions in Buenos Aires
> Data: 28 maggio 2015 17:25:35 GMT+02:00
> A: Leonardo Rolla <leorolla(a)dm.uba.ar>
>
>
>
> Dear friends and colleagues,
>
> I would much appreciate if you could help me broadcast the announcement below.
>
> Sorry in advance for any duplicates.
>
> Best regards,
>
> Leonardo T Rolla
> Universidad de Buenos Aires
>
>
> ---------- Forwarded message ----------
> Date: Thu, 28 May 2015 11:33:17 -0300 (ART)
> From: probab(a)dm.uba.ar
> Subject: Postdoctoral positions in Buenos Aires
>
>
> Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks.
>
> Please feel free to forward this message to other colleagues and potential candidates.
>
> Dealine: June 15.
>
> The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016.
>
> Applicants should write to probab(a)dm.uba.ar attaching:
> - CV
> - Motivation letter
> - Research statement
> Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20.
>
> Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/
>
> Thank you in advance,
> Buenos Aires Probability Group
>
>
--
_________________________________________
Francesco Caravenna
Dipartimento di Matematica e Applicazioni
Università degli Studi di Milano-Bicocca
Via Cozzi 55, 20125 Milano, Italy
http://www.matapp.unimib.it/~fcaraven/
_________________________________________
Cari Colleghi,
con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la
Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
Questo nuovo percorso formativo, interamente in lingua inglese, nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico.
Maggiori informazioni sono disponibili alla pagina
https://sites.google.com/site/unitosds/
Cordiali saluti,
Laura Sacerdote, Program Coordinator, Università di Torino
Matteo Ruggiero, Deputy Program Coordinator, Università di Torino
---
Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it
Gentili Colleghi,
con grande piacere vi segnalo il seguente convegno organizzato in
onore della Prof. ssa Patrizia Berti:
Alcuni argomenti di Probabilita', Statistica e Teoria della Misura
Modena, 8-9 giugno 2015, Aula M1.1 (Edificio di Matematica)
Il programma del convegno é disponibile alla seguente pagina web:
https://sites.google.com/site/convegnoprofpatriziaberti/
con alcune utili informazioni.
Anche se la partecipazione al convegno é gratuita, vi chiediamo
gentilmente di inviare una mail al comitato organizzatore per
confermare la vostra presenza(vedi pagina web).
Un cordiale saluto,
Fabrizio Leisen, Pietro Rigo, Emanuele Dolera
--
Fabrizio Leisen
Senior Lecturer in Statistics
School of Mathematics, Statistics and Actuarial Sciences
Cornwallis Building, University of Kent, Canterbury, CT2 7NF
http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.…http://sites.google.com/site/fabrizioleisen/