| Monday 22 November | ||
|---|---|---|
| 09.30-11.00 | Room 2315 | Sample path large deviations and the contraction principle. |
| 11.30-12.30 | Room 2315 | Applications to networks. |
| 14.00-17.00 | Room 510A | Practical. |
| 18.00- | Informal get-together at local pub | |
| Tuesday 23 November | ||
| 09.30-11.00 | Room 2144 | Scalability in networks. |
| 11.30-12.30 | Room 2144 | Nils Björkman, Telia. |
| 14.00-17.00 | Room 510A | Practical. |
| Wednesday 24 November | ||
| 09.30-11.00 | Room 2345 | The many sources asymptotic. |
| 11.30-12.30 | Room 2345 | Examples. |
| 14.00-17.00 | Room 2345 | Discussions and presentations on possible research collaborations between NTM PhD-students and researchers and industry researchers. |
| 18.30- | Common course dinner at Södermanland-Nerikes Nation, S:t Olofsgatan 16 | |
| Thursday 25 November | ||
| 09.30-11.00 | Room 2345 | Long range dependence. |
| 11.30-12.30 | Room 2345 | Theory of fractional Brownian motions in networks. |
| 14.00-17.00 | Room 510A | Practical. |
| Friday 26 November | ||
| 09.30-11.00 | Room 2345 | Projects. |
| 11.30-12.30 | Room 2345 | Competition. |
Lecture notes will be distributed during the course, which can be supplemented by the following background reading material.
Sample path large deviations and the contraction principle:
Neil O'Connell. Queue-lengths and departures at single-server resources. In: F. Kelly, S. Zachary and I. Ziedins (Eds.) Stochastic Networks. Oxford University Press, 1996.
Chapter 5 of: A. Dembo and O. Zeitouni. Large Deviations Techniques and Applications. Jones and Bartlett, 1993.
The many sources asymptotic:
Damon Wischik. Large deviations and Internet congestion, September 1999.
Fractional Brownian motion:
J. Beran. Statistics for Long-Memory Processes. Chapman and Hall, 1994.
Chapter 13 of: J. Roberts, U. Mocci, and J. Virtamo (Eds.). Broadband Network Traffic. Lecture Notes in Computer Science 1155. Springer-Verlag, 1996.
The first covers philosphy and mathematical foundations, the second applications to traffic.
There is also material on all of the above topics (except fast simulation) in the Intermediate level tutorial given at Performance '98 in Madison (WI) by the Dublin Applied Probability Group.