EURANDOM
EURANDOM EURANDOM
2009-024 On the Cycle Maximum of Mountains, Dams and Queues O. Boxma D. Perry 2009-023 Delay in a Tandem Queueing Model with Mobile Queues: An Analytical Approximation 2009-022 Time-limited polling systems with batch arrivals and phasetype service times EURANDOM Annual Report 2009 22 QPA A. Al Hanbali QPA A. Al Hanbali QPA 2009-021 Intermittency on catalysts: voter model J. Gärtner F. den Hollander G. Maillard 2009-020 Equilibrium joining probabilities for an M/G/1 queue Y. Kerner QPA 2009-019 Transient Analysis of the State Dependent M/M/1/K Queue A. Al Hanbali O. Boxma 2009-018 Some invariance properties of monotone failure rate in the M/G/1queue 2009-017 Aonther look at the transient behavior of the M/G/1 workload process 2009-016 Optimal File Splitting for Wireless Networks With Concurrent Access 2009-015 Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance 2009-014 Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process 2009-013 Comparing Markov chains: Combining aggregation and precedence relations applied to sets of states 2009-012 The Busy Period of an M/G/1 Queue with Customer Impatience 2009-011 Hitting Times and the Running Maximum of Markovian Growth Collapse Processes RSS QPA Y. Kerner QPA B. Fralix QPA G. Hoekstra R. v.d. Mei Y. Nazarathy B. Zwart B. van Es S. Gugushvili QPA SIM S. Gugushvili SIM A. Busic I. Vliegen A. Scheller-Wolf O. Boxma D. Danilov D. Perry W. Stadje S. Zacks A. Löpker W. Stadje 2009-010 An alternating risk reserve process - Part II O. Boxma H. Jönssen J. Resing S. Shneer 2009-009 An alternating risk reserve process - Part I O. Boxma H. Jönsson J. Resing S. Shneer QPA QPA QPA QPA QPA
2009-008 New hydride-forming materials: challenges towards a new generation of high energy density Nickel-Metal-Hybride batteries 2009-007 Model selection, large deviations and consistency of data-driven tests 2009-006 Fast Valuation and Calibration of Credit Default Swaps Under Lévy Dynamics 2009-005 Heavy-traffic analysis of the maximum of an asymptotically stable random walk 2009-004 New Models for Rating Asset Backed Securities 2009-003 Large deviations for a random sign Lindley recursion 2009-002 A Lévy input model with additional statedependent services 2009-001 An upper bound for front propagation velocities inside moving populations EURANDOM Annual Report 2009 23 Abstract 2009- 008 Abstract 2009- 007 Abstract 2009- 006 Abstract 2009- 005 Abstract 2009- 004 Abstract 2009- 003 Abstract 2009- 002 Abstract 2009- 001 A. Ledovskikh D. Danilov A. Ayeb P. Notten SIM M. Langovoy SIM F. Fang H. Jönsson C. Oosterlee W. Schoutens S. Shneer V. Wachtel H. Jönsson W. Schoutens G. v. Damme M. Vlasiou Z. Palmowski Z. Palmowski M. Vlasiou A. Gaudilliére F. Nardi MRM QPA MRM In 2009 65 EURANDOM reports were written, while the website of the department of Mathematics and Computer Sciences mentions 67 external publications. http://oametuep.uci.ru.nl/metue/pk_apa_n.onderzoek?p_url_id=5205 Distribution per programme: EURANDOM Journals external conference book Reports reports proceedings chapter QPA 44 31 1 3 -- RSS 10 12 6 1 1 SIM 7 2 1 - -- MRM 4 4 -- 1 1 Bat/NiMH --- 3 -- -- -- 65 52 8 5 2 QPA QPA RSS
- Page 1 and 2: EURANDOM Report 2009 European Insti
- Page 3 and 4: People Board Prof.dr. F.A. van der
- Page 5 and 6: PhDs Robert Fitzner Sander Dommers
- Page 7 and 8: RESEARCH PROGRAMMES Multivariate Ri
- Page 9 and 10: Together with Onno Boxma and Brian
- Page 11 and 12: nished his work on fairness in CSMA
- Page 13 and 14: Sandra Kliem Sandra Kliem has only
- Page 15 and 16: Integrated Batteries (i-BAT) NIMH A
- Page 17 and 18: Journal of Power Sources, 189(1), 3
- Page 19 and 20: Guillaume, F.M.Y. & Schoutens, W. (
- Page 21: with finite third moments R. van de
- Page 25 and 26: The workshop topic: Both Carnegie M
- Page 27 and 28: Spain (3) and Austria (1). There wa
- Page 29 and 30: This workshop was held on the topic
- Page 31 and 32: shared his insights on securitizati
- Page 33 and 34: Participants: 56 Dynamic random env
- Page 35 and 36: October 9, 2009 (RSS) Marcelo R. Hi
- Page 37 and 38: April 9, 2009 (QPA) Reading Seminar
- Page 39 and 40: January 22, 2009 (QPA) Reading Semi
- Page 41 and 42: A. Wierman (California Institute of
2009-008 New hydride-forming materials: challenges<br />
towards a new generation of high energy<br />
density Nickel-Metal-Hybride batteries<br />
2009-007 Model selection, large deviations and consistency<br />
of data-driven tests<br />
2009-006 Fast Valuation and Calibration of Credit Default<br />
Swaps Under Lévy Dynamics<br />
2009-005 Heavy-traffic analysis of the maximum of an<br />
asymptotically stable random walk<br />
2009-004 New Models for Rating Asset Backed Securities<br />
2009-003 Large deviations for a random sign Lindley<br />
recursion<br />
2009-002 A Lévy input model with additional statedependent<br />
services<br />
2009-001 An upper bound for front propagation velocities<br />
inside moving populations<br />
<strong>EURANDOM</strong> Annual Report 2009 23<br />
Abstract 2009-<br />
008<br />
Abstract 2009-<br />
007<br />
Abstract 2009-<br />
006<br />
Abstract 2009-<br />
005<br />
Abstract 2009-<br />
004<br />
Abstract 2009-<br />
003<br />
Abstract 2009-<br />
002<br />
Abstract 2009-<br />
001<br />
A. Ledovskikh<br />
D. Danilov<br />
A. Ayeb<br />
P. Notten<br />
SIM<br />
M. Langovoy SIM<br />
F. Fang<br />
H. Jönsson<br />
C. Oosterlee<br />
W. Schoutens<br />
S. Shneer<br />
V. Wachtel<br />
H. Jönsson<br />
W. Schoutens<br />
G. v. Damme<br />
M. Vlasiou<br />
Z. Palmowski<br />
Z. Palmowski<br />
M. Vlasiou<br />
A. Gaudilliére<br />
F. Nardi<br />
MRM<br />
QPA<br />
MRM<br />
In 2009 65 <strong>EURANDOM</strong> reports were written, while the website of the department of Mathematics<br />
and Computer Sciences mentions 67 external publications.<br />
http://oametuep.uci.ru.nl/metue/pk_apa_n.onderzoek?p_url_id=5205<br />
Distribution per programme:<br />
<strong>EURANDOM</strong> Journals external conference book<br />
Reports reports proceedings chapter<br />
QPA 44 31 1 3 --<br />
RSS 10 12 6 1 1<br />
SIM 7 2 1 - --<br />
MRM 4 4 -- 1 1<br />
Bat/NiMH --- 3 -- -- --<br />
65 52 8 5 2<br />
QPA<br />
QPA<br />
RSS
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