Stochastic networks 2018

25-29 June 2018

ICMS, 15 South College Street, Edinburgh, EH8 9AA

Programme committee:

Sergey Foss, Heriot-Watt University
Seva Shneer, Heriot-Watt University
James Cruise, Heriot-Watt University
Peter Taylor, University of Melbourne
Haya Kaspi, Technion - Israel Institute of Technology
Ilze Ziedins, University of Auckland
François Baccelli, University of Texas, Austin and INRIA
Kavita Ramanan, Brown University
Philippe Robert, INRIA
R. Srikant, University of Illinois, Urbana-Champaign

The focus of this week-long conference will be analysis of stochastic networks and their applications, which includes modelling, stability analysis, control, performance analysis and design of stochastic networks. Such analysis requires the bringing together of ideas and methodologies from a range of mathematical disciplines, including applied probability, stochastic processes, operational research, combinatorics and graph theory. The meeting will cover a diverse range of application areas from those which have traditionally been studied using stochastic networks, for example telecommunications, call centres and manufacturing networks, to more novel areas, for example power systems, social networks, neural networks.

The meeting will follow a workshop format, similar to previous meetings in the series, which will include approximately 20 hour-long talks from a diverse range of invited speakers and a session for contributed posters. In addition to the talks there will be plenty of time for participates to interact with each other and exchange ideas and develop collaborations.

Photos from the workshop are now available on our Flickr account.

List of speakers:

Jose Blanchet, Stanford University
Sem Borst, Technical University of Eindhoven and Nokia Bell Labs
Jim Dai, Cornell University
Ken Duffy, National University of Ireland, Maynooth
Pablo Ferrari, Universidad de Buenos Aires
David Gamarnik, Massachusetts Institute of Technology
Bruce Hajek, University of Illinois, Urbana-Champaign
Stella Kapodistria, Technical University of Eindhoven
James Martin, University of Oxford
Andreea Minca, Cornell University
Peter Moerters, Koeln University
Amber Puha, California State University, San Marcos
Justin Salez, Université Paris Diderot
Sasha Stolyar, University of Illinois, Urbana-Champaign
Tolga Tezcan, London Business School
Ngoc Tran, University of Texas, Austin
Remco van der Hofstad, Technical University of Eindhoven
Ruth Williams, University of California, San Diego
Bert Zwart, CWI, Amsterdam

Early career researchers may also be interested in attending the Summer School on Random Structures and Processes which will be held in Edinburgh, UK on 18-22 June 2018. For further details see

We are grateful for the financial support from the National Science Foundation, the Heilbronn Institute, the Glasgow Mathematical Journal Learning and Research Support Fund, the Edinburgh Mathematical Society, the London Mathematical Society and IBM.




Administrative enquiries regarding practical arrangements in Edinburgh should be emailed to:  audrey (dot)



The workshop will be held at ICMS, 15 South College Street, Edinburgh. It will begin with Registration at approximately 09.00 on Monday morning 25 June and close around lunchtime on Friday 29 June 2018.



The application period for this workshop is now closed. Accepted applicants are asked to arrange and pay for their own accommodation and travel.



A 130 GBP registration fee (100 GBP for Students) will be payable by all participants with the exception of Invited Speakers. This registration will contribute to the cost of lunches, the wine reception and workshop dinner.



The deadline for applying for NSF funding has now passed. (For those who have already applied, the description of the scheme remains on this separate webpage.)



  • Invited Speakers and Organisers have already been contacted regarding accommodation.
  • All other participants are asked to arrange and pay for their own accommodation. Some suggestions are below.

Ibis Hotel on South Bridge (not Hunter Square)

Very close to ICMS.

Motel One Edinburgh (Please note that Motel One has two hotels in the city centre -Motel One Royal or Motel One Princes. Both are within easy walking distance of ICMS)

Pollock Halls of Residence, The University of Edinburgh, 18 Holyrood Park Road, Edinburgh EH16 5AY 
0800 028 7118 (UK only) - +44 (0)131 651 2189 -
University of Edinburgh accommodation. Pollock Halls is about a 20-25 minute walk.

Jurys Inn Edinburgh, 43 Jeffrey Street, Edinburgh EH1 1DH +44 (0)131 200 3300
Only a 5 minute walk from ICMS.

Edinburgh City Hotel, 79 Lauriston Place, Edinburgh, EH3 9HZ
+44 (0)131 622 7979

St Christophers Hostel, 9-13 Market Street, Edinburgh EH1 1DE (approx 25.00 or less depending on offers available)
+44 (0)20 7407 1856 -
This is Youth Hostel accommodation.



All talks will be held in the Newhaven Lecture Theatre. The lecture theatre has a built in computer, data projector, and visualiser/document camera. In addition, there are two blackboards. The projector and one board may be used simultaneously. We advise Speakers that, where possible, you bring your talk on a memory stick/USB to put onto our computer in advance of your session - either at the start of the day or during coffee/lunch breaks. ICMS staff can help with this. It is possible for you to use your own laptops but it is then your own responsibility to ensure that resolutions are changed on the laptops if necessary (ICMS will not change the resolution on our equipment). If you use a Mac we expect you to bring your own adaptor.



On Tuesday 26 June, Peter Taylor, Redmond Barry Professor, University of Melbourne will present a public lecture.

Modelling block arrivals in the Bitcoin blockchain
In 2009 the pseudononymous Satoshi Nakamoto published a short paper on the Internet, together with accompanying software, that proposed an `electronic equivalent of cash’ called Bitcoin. At its most basic level, Bitcoin is a payment system where transactions are verified and stored in a distributed data structure called the blockchain. The Bitcoin system allows electronic transfer of funds without the presence of a trusted third party. It achieves this by making it `very hard work’ to create the payment record, so that it is not computationally-feasible for a malicious player to subsequently repudiate a transaction and create a forward history with the transaction deleted.

The Nakamoto paper contained a simple stochastic model used to show that the above-mentioned malicious player would be very unlikely to succeed. Unfortunately, this calculation contained an error, which I shall discuss and show how to correct.

As its name suggests, the blockchain is comprised of discrete blocks. Blocks are added to the blockchain by `miners’ working across a distributed peer-to-peer network to solve a computationally difficult problem. With reference to historical data, I shall describe the block mining process, and present a second stochastic model that gives insight into the block arrival process.

Finally, I shall make some brief comments about how stochastic modelling can be used to address the current concerns that the transaction processing rate of the Bitcoin system is not high enough.


There will be two poster sessions during the conference, one on Tuesday afternoon and one on Thursday lunchtime. Download the pdf of the poster titles for each session here.

Posters should be A1 portrait or landscape (preferably portrait) and should be handed to ICMS staff on arrival to be displayed for you.

The Programme Committee will award prizes to selected posters.   The prizes are books which have been kindly donated by Springer and Cambridge University Press.



There will be Springer books on display at the meeting and these can also be ordered online. A list of titles can be found here. Information on how to order with the 20% discount will be available at the conference.

Cambridge University Press will also be exhibiting a selection of relevant titles during the conference.



If you are travelling from overseas you may require an entry visa. A European visa does not guarantee entry to the UK. Please use this link to the UK Visas site to find out if you need a visa and if so how to apply for one.



Please note that it is your responsibility to have adequate travel insurance to cover medical and other emergencies (volcanic ash disruptions) that may occur on your trip.

A taxi directly from the airport will cost approximately 20.00 to 25.00 GBP to the city centre for a one-way journey. There is also a bus service direct from the airport to the city centre which will cost 4.50 GBP single or 7.50 GBP return - the Airlink 100. This is a frequent service (every 10 minutes during peak times) and will bring you close to Waverley Railway Station, only a short walk to the accommodation and the workshop venue.

Lothian buses charge £1.70 for a single, £4.00 for a day ticket. Please note that the exact fare is required and no change is given.

If travelling by train, please note that Edinburgh has several railway stations - Waverley Railway Station being the main station and closest to the workshop venue at 15 South College Street. If you alight at Edinburgh Waverley, the workshop venue is an easy 10 minute walk over North and South Bridge.



Please continue to check the programme prior to the conference as any updates will be notified there.

Download the pdf of the abstracts.

Monday 25 June


Registration in the Chapterhouse




Sem Borst (Eindhoven University of Technology)
Scalable load balancing in networked systems


Coffee/tea in the Chapterhouse


Amber Puha (California State University San Marcos)
Asymptotic behavior of a critical fluid model for a processor sharing queue via relative entropy
pdf of presentation


Lunch in the Chapterhouse


Jim Dai (Cornell University)
Steady-state approximations


Tea/coffee in the Chapterhouse


Justin Salez (Université Paris Diderot)
Mixing time and cutoff for the random walk on random digraphs


Informal wine reception in Chapterhouse


Tuesday 26 June


Pablo Ferrari (Universidad de Buenos Aires)
Soliton decomposition of the Box-Ball-system
pdf of presentation


Coffee/tea in the Chapterhouse


James Martin (University of Oxford)
Multi-type queues and exclusion processes


Lunch in the Chapterhouse


Alexander Stolyar (University of Illinois at Urbana-Champaign)
A queueing system with on-demand servers
pdf of presentation


David Gamarnik (Massachusetts Institute of Technology)
A lower bound on the queuing delay in resource constrained load balancing


Poster session (Coffee will be served in the first 30 minutes)
Download the pdf of the poster titles for each session here.


Doors open to the public.  


Public Lecture by Peter Taylor (University of Melbourne)
Modelling block arrivals in the Bitcoin blockchain


Informal wine reception


Wednesday 27 June


Bert Zwart (CWI, Amsterdam)
Heavy tails: asymptotics, algorithms, applications


Ruth Williams (University of California, San Diego)
Queues with reneging and random order of service: fluid limits and their asymptotic behavior


Coffee/tea in the Chapterhouse


Bruce Hajek (University of Illinois Urbana-Champaign)
On the structure of preferential attachment networks with community structure


Free afternoon


Thursday 28 June


Peter Moerters (Universität zu Koeln)
The age-dependent random connection model


Coffee/tea in the Chapterhouse


Andreea C Minca (Cornell University)
Inhomogeneous financial networks and contagious links


Lunch and poster session in the Chapterhouse
Download the pdf of the poster titles for each session here.


Remco van der Hofstad (Eindhoven University of Technology)
Citation networks as a window to science: a case study


Jose Blanchet (Columbia University & Stanford University)
Distributionally robust performance analysis for stochastic networks


Tea/coffee in the Chapterhouse


Stella Kapodistria (Technische Universiteit Eindhoven)
Prescribed maintenance under uncertainty




Workshop dinner in the Playfair Library, Old College, Edinburgh


Friday 29 June


Ken Duffy (Maynooth University)
DNA coded randomised programs


Ngoc Tran (University of Texas at Austin)
Neuron spike sorting


Coffee/tea in the Chapterhouse


Tolga Tezcan (London Business School)
Yardstick competition to improve access and quality in health care systems


Close of workshop


Download the pdf of the abstracts.