University - Industry Cooperative Research Programs in the Mathematical Sciences: Large Deviations Analysis and Monte Carlo Methods for High Speed Telecommunications Networks

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DMS-9508709 Glasserman The University-Industry Cooperative Research Programs in the Mathematical Sciences are programs designed to establish a mechanism for exchange of mathematical scientists between academia and industry at different stages of their careers. These programs will strengthen the links between industry and academia and identify and encourage new avenues of research in the mathematical sciences. The University-Industry Postdoctoral Research Fellowships provide two years of support for recent recipients of doctoral degrees in the mathematical sciences. These awards are a means of contributing to the future vitality of the scientific effort of the nation. The postdoctoral fellow will work closely with scientific advisors from both academia and industry. Emerging standards for high-speed telecommunications networks of the near future pose new challenges for mathematical modeling and computation, and offer an exceptional opportunity for advanced mathematical ideas to help shape a major new technology. The high speed of the new technology and the stringent performance constraints of new services require for their analysis the development and application of asymptotic methods for stochastic processes. This project addresses that need through the development of new asymptotics and bounds for performance, and the development of efficient, robust Monte Carlo methods for numerical evaluation of network designs and controls.