| EPSRC Reference: |
GR/R58765/01 |
| Title: |
Heavy-Tailed Distributions in Modelling Complex Networks. |
| Principal Investigator: |
Foss, Professor S |
| Other Investigators: |
|
| Researcher Co-Investigators: |
|
| Project Partners: |
|
| Department: |
S of Mathematical and Computer Sciences |
| Organisation: |
Heriot-Watt University |
| Scheme: |
Fast Stream |
| Starts: |
07 January 2002 |
Ends: |
06 July 2003 |
Value (£): |
64,101
|
| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
|
|
| EPSRC Industrial Sector Classifications: |
| Communications |
Information Technologies |
| No relevance to Underpinning Sectors |
|
|
| Related Grants: |
|
| Panel History: |
|
|
Summary on Grant Application Form |
|
The goal of the proposed work is the development of asympototic theory for Markov chains with heavy-tailed increments -- with applications to queueing and communication networks. Within last 20 years, there has been a substantial progress in the study of one-dimensional stochastic models, but little is known in the multi-dimensional case.The first part of the proposed research will be devoted to the asymptotic study of a number of queueing models, which may be seen as important particular examples of multi-dimensional Markov chains. The study of the asymptotic properties of the stationary waiting time in multi-server queues will give new light on the typical asymptotic behaviour of the characteristics under consideration. In particular, it is planned to show that the heavy-tail rule that a large value of a stationary characteristic is built by a large value of one increment (which is generally accepted by researchers) may fail in multi-dimensional models. Also, criteria for the existence of moments of stationary waiting time and of other characteristics will be obtained.The second part of the proposed research is devoted to generalisations of the techniques and of the results onto multi-dimensional Markov chains and to applications to a number of other queueing and communication models (feed-froward queueing networks, multi-access broadcast channels, etc.)
|
|
Key Findings |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
|
Potential use in non-academic contexts |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
|
Impacts |
|
| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
|
| Date Materialised |
|
|
|
|
Sectors submitted by the Researcher |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
| Project URL: |
|
| Further Information: |
|
| Organisation Website: |
http://www.hw.ac.uk |