................................ A PPPPP NN N A A P P N N N A A P P N N N AAAAAAA PPPPP N N N A A P N NN A A P N N ...................................... THE APPLIED PROBABILITY NEWSLETTER The Official Communication of the Applied Probability Society of INFORMS Volume 20 Number 2 February 11, 2000 ------------------------------------------------------------------------ CONTENTS OF THIS ISSUE: ------------------------------------------------------------------------ COUNCIL NEWS MESSAGE FROM THE CHAIR OBITUARY: DOUGLAS MILLER 1945-1999 ELECTION RESULTS: NEW COUNCIL MEMBERS APPLIED PROBABILITY AWARDS INFORMS 2000: FUTURE AWARDS TO BE PRESENTED AT FALL MEETINGS CALL FOR NOMINATIONS: ERLANG PRIZE INFORMS CONFERENCES MINUTES OF PHILADELPHIA BUSINESS MEETING TALKS FOR SALT LAKE CITY SPONSORED SESSIONS LIST OF SPONSORED SESSIONS FOR SAN ANTONIO CALL FOR PAPERS AND SPONSORED SESSIONS FOR KORMS/SEOUL ANNOUNCEMENT: 11TH INFORMS APPLIED PROBABILITY CONFERENCE (NYC) OTHER CONFERENCES CALL FOR PAPERS: 5TH ANNUAL SOUTH-EAST PROBABILITY DAYS ANNOUNCEMENT: TWO CENTER FOR APPLIED PROBABILITY (CAP) EVENTS ANNOUNCEMENT: CONFERENCE AND WORKSHOP ON STOCHASTIC NETWORKS MISCELLANEOUS ANNOUNCEMENTS NEW BOOK: COMPUTATIONAL PROBABILITY OPENINGS: ACADEMIC POSITIONS IN PROBABILITY AND STATISTICS EDITOR'S COORDINATES ------------------------------------------------------------------------ MESSAGE FROM THE CHAIR ------------------------------------------------------------------------ Dear friends and colleagues, This spring marks the end of my term as chair of the Society. It has been a great job because I get to share the credit for all the hard work so many of you are doing. The Applied Probability Society continues to grow and develop. INFORMS recognized our maturity as a group by upgrading our status to a society a year and a half ago. We have recognized outstanding members of our profession through our prizes. Our conference in Ulm was truly first-rate, and surpassed all prior conferences in attendance. Under the capable leadership of Karl Sigman, we can expect another terrific conference next year. Finally, we are investigating the possibility of an electronic journal. This seems like the logical next step in our development, and I believe we can provide a valuable service to our members and the profession. I'd like to thank all the folks who have really been doing the work during the last two years: Hayriye Ayhan Hong Chen Jim Dai Emmanuel Fernandez Robert Foley Peter Glynn Bernard Lamond Tava Lennon Olsen Marty Puterman Ulrich Rieder and his colleagues at Ulm University Les Servi George Shanthikumar Karl Sigman David Stanford Mark Van Oyen Larry Wein 96-98 Ward Whitt Susan Xu These are the folks with "official" positions. In addition, we owe our thanks to all of you who contribute in many other ways. The best part of my job has been working with so many truly generous and talented people. I am honored to have been able to serve as chair of the Applied Probability Society, and it is my pleasure to welcome Les Servi as our next chair. Warmest regards to all, Rhonda Righter Department of Operations and Management Information Systems Santa Clara University Santa Clara, CA 95053 (408) 554-4977 ------------------------------------------------------------------------ OBITUARY: DOUGLAS MILLER 1945-1999 ------------------------------------------------------------------------ We have had some bad news here at George Mason and I thought it would be appropriate to send the word along to Applied Probability circles (through the Newsletter, maybe). It is that my esteemed colleague, Douglas Miller, passed away yesterday at the age of 54 from the complications of a stroke he had suffered earlier in the week. Doug was a superb probabilist, a great teacher and a very good friend to all. He will be very much missed by his many friends. Carl M. Harris November 11, 1999 ------------------------------------------------------------------------ ELECTION RESULTS: NEW OFFICERS AND COUNCIL MEMBERS ------------------------------------------------------------------------ The Applied Probability Society of INFORMS has four new officers and council members. The election was held at the Society's business meeting of November 8, 1999, during the Philadelphia INFORMS Conference. A new position as international liason council member was created and Ulrich Rieder from the University of Ulm (Germany) was elected as the first such council member. Emmanuel Fernandez and David Stanford were elected as council members. They replace Tava Lennon Olsen and Mark Van Oyen, whose term on council was completed. Hayriye Ayhan was elected secretary/ treasurer, replacing Bob Foley. She has been serving as acting secretary/treasurer for the last six months. Congratulations to the new officers and council members, and sincere thanks to their predecessors. Other officers and council members are: Rhonda Righter (Chair) Les D. Servi (Vice Chair/Chair Elect) Susan Xu (Council Member) Jim Dai (Council Member) Lawrence M. Wein (Past Chair) Hong Chen (Past Chair) Bernard F. Lamond (Webmaster) ------------------------------------------------------------------------ INFORMS 2000: FUTURE AWARDS TO BE PRESENTED AT FALL MEETINGS ------------------------------------------------------------------------ Please note that, starting in the year 2000, the Applied Probability Society will present its awards at the Fall INFORMS meeting. Correspondingly, the new deadline for nominations will be on July 31. Previously, the Applied Probability awards were presented at the Spring meeting and the nomination dealine was January 31. This change was made by the Applied Probability Society Council to comply with the new INFORMS 2000 conference structure recently approved by INFORMS Council. ------------------------------------------------------------------------ CALL FOR NOMINATIONS: ERLANG PRIZE ------------------------------------------------------------------------ THE ERLANG PRIZE FOR YOUNG APPLIED PROBABILISTS CALL FOR NOMINATIONS Sponsored by The Applied Probability Society of INFORMS The Applied Probability Society of INFORMS (APS) is soliciting nominations for the biennial Erlang Prize for young applied probabilists. The APS will be awarding the Erlang Prize to a young applied probabilist who has made outstanding contributions to applied probability. The Erlang Prize is a prestigious award for young applied probabilists, providing recognition for exceptional achievement in the early stage of one's career. The previous winners are: Dimitris Bertsimas, Paul Glasserman, Larry Wein, Xiuli Chao and Jim Dai. This year's Erlang Prize Committee consists of Ward Whitt (chair), Marty Puterman and Larry Wein. Eligibility: Anyone who is 35 or younger on January 31, 2000 is eligible. Nominations: Anyone can nominate any young applied probabilist. Nominations consist of a description of the significance of the nominee's work and supporting documents. Send nominations to the Prize Committee Chair at the address listed below. Nominations will be held in confidence. Decisions of the Erlang Prize Committee are final. Prizes: The prize consists of a plaque and a $1000 check. The Prize will be awarded at the INFORMS National Meeting in San Antonio, Texas, November 5-8, 2000. The winner will be notified approximately one month prior to the San Antonio INFORMS National Meeting. Presentation of the Prize will be made by a member of the Erlang Prize Committee at the AP business meeting at the San Antonio INFORMS National Meeting. Date: Complete nominations must be received by July 31, 2000. Address: Send four copies of the nominations to: Ward Whitt AT&T Labs Room A117, Shannon Laboratory 180 Park Avenue Florham Park, NJ 07932-0971 telephone: 973-360-8724 ------------------------------------------------------------------------ MINUTES OF PHILADELPHIA BUSINESS MEETING ------------------------------------------------------------------------ Minutes of the Applied Probability Society's Business Meeting Philadelphia, November 8, 1999 Submitted by: Hayriye Ayhan 1. Rhonda Righter opened the meeting at 6:15pm in Room 613 of the Philadelphia Marriott. 2. Dan Heyman presented the Marcel Neuts award to Soren Asmussen and Colm O'Cinneide for their paper titled "Representations for matrix- geometric and matrix exponential steady state distributions with applications to many server queues". The award is given to a paper published in Stochastic Models during the calender year under consideration. 3. 11th INFORMS Applied Probability meeting: New York, Tentative Date: July 23-25 2001. Karl Sigman , the organizer talked about different options for the conference site. He has been exploring reasonably priced options for a hotel-based meeting in Manhattan. 4. Ward Whitt is the contact person for the Erlang prize nominations . 5. Susan H. Xu is the Applied Probability Cluster chair for the Salt Lake City meeting, Salt Lake City, May 7-10 2000. She has 10 sessions. In addition to these sessions David Stanford is organizing a cluster on queueing at the Salt Lake City meeting. Jim Dai is the Applied Probability Cluster chair for the San Antonio meeting, San Antonio, November 5-8 2000. Contact him if you are willing to organize a session. Hayriye Ayhan is the Applied Probability Cluster chair for the INFORMS/KORMS Seoul meeting, Seoul, June 18-21 2000. Contact her if you are willing to organize a session. 6. Hayriye Ayhan gave a brief report of the Society's finances. This report was later amended to show that as of 6/30/99 the Society total net revenue was $31,654.00. This is before the revenue from the Ulm meeting was deposited into our account. The net revenue from the Ulm meeting was about $2,800. 7. Members of the Applied Probability Society who were present at the meeting voted to add a new international liason council member to the current set of officers. The international liason council member is to be a resident of a country outside of North America, and is to serve for two years. Ulrich Rieder from the University of Ulm (Germany) was elected the first such council member. Emmanuel Fernandez and David Stanford were elected as new council members. They replace Tava Lennon Olsen and Mark Van Oyen, and join current members Susan Xu and Jim Dai . Hayriye Ayhan was elected secretary/ treasurer, replacing Bob Foley. She has been serving as acting secretary/treasurer for the last six months. 8. Rhonda Righter mentioned that QUESTA has proposed a subscription fee of $99 for APS members. 9. It was agreed to investigate the possibility of an electronic journal for the Society. An ad hoc committee consisting of Dan Heyman, Les Servi, Karl Sigman, and David Stanford was formed to consider the alternatives and develop a proposal. 10. The meeting was adjourned at 7:14pm. ------------------------------------------------------------------------ TALKS FOR SALT LAKE CITY SPONSORED SESSIONS ------------------------------------------------------------------------ Conference: INFORMS Salt Lake City, May 7-10, 2000 Session cluster sponsored by the Applied Probability Society Cluster organizer: Susan H. Xu Address: Department of MSIS College of Business Administration Penn State University University Park, PA 16802 Email: Phone: 814 863 0531 (Fax: 814 863 2381) Session 1 Title: Control of Queueing Networks and Their Fluid Models" Authors: Tava Maryanne Lennon Olsen, Wei-Min Lan, Nicole Baeuerle, Ulrich Rieder, Shaler Stidham, Jr Session 2 Title: Stochastic Modeling and Computational Methods Session Chair: Qiming He, University of Halifax Authors: Attahiru Sule Alfa, Jungong Xue, Winfried Grassmann, B. R. K. Kasyap, Xin Linda Chen, Hui Li, Liming Liu Colm O'Cinneide, Soren Asmussen Session 3 Title: Applied Probability Models in Telecommunications Session Chair: Natarajan Gautam, Department of IE, Penn State Univ. Authors: Shaler Stidham, Jr., Christopher M. Rump, Natarajan Gautam Session 4 Title: Markov Decision Processes and Applications Session Chair: Glazebrook, Kevin, Dept of Statistics, Univiversity of Newcastle Upon Tyne, UK. Authors: William L. Cooper, Glazebrook, Kevin D, Karl-Heinz Waldmann, Karl Hinderer, Kevin Burns, Andrew F. Seila Session 5 Title: Reliability And Stochastic Orders Session Chair: Haijun Li, Department of Mathematics, Washington State Univ. Authors: Paul H. Kvam, Jave Pascual, Cheng Cheng, Guang-Hui HSU, Quan-Lin LI Session 6 Title: Quality Regulation In Manufacturing And Service Session Chair: John Liu, School of Business, U. of Wisconsin-Milwaukee Authors: Ram Akella, Chih-Hung Lin, Kristin Fridgeirsdottir, Engelbert J. Dockner, Alfred Luhmer, Minghui Yang, John Liu, Layth Alwan Session 7 Title: Applications of Markov Decision Processes and Applied Probability Session Chair: Julie Simmons Ivy, University Of Michgan Authors: Esma G. S. Gel, Wallace J. Hopp, Mark P. Van Oyen, Shane Henderson, Andrew Mason, Rommert Dekker, Raymond Plasmeijer, Julie Simmons Ivy Session 8 Title: Dependent Stochastic Orders And Applications Session Chair: Alfred Müller, Institut Für Wirtschaftstheorie Und Operations Research, University Of Karlsruhe, Germany Authors: Bruno Bassan, Fabio Spizzichino, Haijun Li, Alfred Müller, Marco Scarsini Session 9 Title: Applications of Applied Probability to Telecommunications Session Chair: Les Servi, GTE Labs, Authors: L. D. Servi, Chang Liu, Salal Humair, Daryl J. Daley Session 10 Title: Stochastic Models Session Chair: Shaohui Zheng, Hong Kong Univ. Of Sci. & Tech, HK Authors: Liming Liu, Xiuli Chao, Shaohui Zheng, Bill Henderson, Peter Taylor, Hong Chen, Hengqing Ye, David D. Yao, Jinfa Chen See also the conference web site ------------------------------------------------------------------------ LIST OF SPONSORED SESSIONS FOR SAN ANTONIO ------------------------------------------------------------------------ List of Sponsored Sessions at INFORMS San Antonio Meeting November 5-8, 2000 Sponsored by the Applied Probability Society Cluster Chair: Jim Dai, ISyE, Georgia Tech 1. Tutorial: Some Mathematical Models of Cancer Treatment Lawrence M. Wein, Sloan School of Management, MIT 2. Tutorial: Moment Problems and their applications in Probability Theory, Finance, Stochastic Networks and Combinatorial Optimization Dimitris Bertsimas, Sloan School of Management, MIT 3. Tutorial: Traffic Modeling for queues and its impact on performance analysis Peter Glynn, EESOR, Stanford 4. Title: Analysis and control of flexible service networks Chair: Costis Maglaras, Graduate School of Business, Columbia 5. Title: Analysis and Control of Queueing Systems Chair: Hayriye Ayhan, ISyE, Georgia Tech 6 Title: Dynamic control for stochastic networks I Chairs: Sunil Kumar, GSB, Stanford Ruth Williams, University of California, San Diego 7 Title: Dynamic control for stochastic networks II Chairs: Sunil Kumar, Stanford Ruth Williams, University of California, San Diego 8 Title: Dynamic control and performance for stochastic networks Chairs: Sunil Kumar, GSB, Stanford Ruth Williams, University of California - San Diego 9. Title: Stability of Queueing Networks Chair: John Hasenbein, University of Texas - Austin 10. Title: Computational Finance Chair: Ben van Roy, EESOR, Stanford 11. Title: Analysis and Control of communications networks Chair: Doug Down, ISyE, Georgia Tech 12. Title: Design and Analysis of Computer Networks Chair: Harold Mortazavian, University of California - Los Angles If anyone is willing to organize additional sessions, I need the titles and abstracts (four per session) by sometime next week. (Feb 17 is the hard deadline.) ------------------------------------------------------------------------ CALL FOR PAPERS AND SPONSORED SESSIONS FOR KORMS/SEOUL ------------------------------------------------------------------------ Conference: INFORMS/KORMS Seoul, Korea, June 18-21, 2000 Session cluster sponsored by the Applied Probability Society Cluster organizer: Hayriye Ayhan All people interested in organizing a session or submitting an abstract for the cluster on Applied Probability at the INFORMS/KORM Seoul Conference should do so ASAP, as the "official" deadline was January 31. Several invited sessions on topics related to Applied Probability are also being organized. For more information, see the conference web page . ------------------------------------------------------------------------ ANNOUNCEMENT: 11TH INFORMS APPLIED PROBABILITY CONFERENCE (NYC) 2001 ------------------------------------------------------------------------ Submitted by Karl Sigman July 25-27, 2001 Grand Hyatt Hotel New York City, USA The Institute for Operations Research and the Management Sciences (INFORMS) Applied Probability Society (APS) will hold its eleventh conference in New York City at the Grand Hyatt Hotel on July 25 - July 27, 2001 (Wednesday-Friday). The conference is co-sponsored by the Center for Applied probability (CAP) at Columbia University. TOPIC AREAS The topics of interest include but are not limited to: * Markov Processes and Markov Decision Processes * Point Processes * Particle Systems * Stochastic Geometry * Stochastic Comparison * Stochastic Control and Games * Discrete Event Systems * Queueing Networks and Stochastic Petri Nets * Fluid Models * Large Deviations and Extreme Values * Financial Engineering * E-Commerce * Insurance and Financial Models * Probabilistic Models in Biology and Medicine * Modeling of Computer and Communication Systems * Modeling of Manufacturing Systems * Modeling of Transportation Systems * Inference for Stochastic Models * Statistical Theory of Simulation * Perturbation Analysis * Applications of Stochastic Differential Equations * Probabilistic Combinatorial Optimization * Probabilistic Analysis of Algorithms * Stochastic Scheduling * Reliability, Risk and Survival Analysis Details will be updated on and a call for papers will be announced later (Fall) this year. ------------------------------------------------------------------------ CALL FOR PAPERS: 5TH ANNUAL SOUTH-EAST PROBABILITY DAYS ------------------------------------------------------------------------ CALL FOR PAPERS: Fifth Annual South-East Probability Days Conference March 31 & April 1, 2000 Southeast Applied Analysis Center, School of Mathematics, and School of Industrial and Systems Engineering Georgia Institute of Technology We are holding our fifth annual stochastics meeting in the Southeast. The keynote speakers this year will be: J. BERTOIN (Paris VI) I. KARATZAS (Columbia University), and each will be giving two one hour talks. These talks are titled: Clustering statistics for a system of sticky particles (J. Bertoin), Renewal theory for nested regenerative sets (J. Bertoin), and Probabilistic aspects of finance, I and II (I. Karatzas); the abstracts of these talks are included below. As in previous years, the conference will be loosely structured, with opportunities for contributed talks. The main objective is to make / renew contacts and exchange ideas. REGISTRATION IS FREE: please contact Lorraine Shaw at: CONFERENCE ORGANIZERS: Sigrun Andradottir, School of Industrial and Systems Engineering Christian Houdre, School of Mathematics For more information, see the conference web page ------------------------------------------------------------------------ ANNOUNCEMENT: TWO CENTER FOR APPLIED PROBABILITY (CAP) EVENTS ------------------------------------------------------------------------ ANNOUNCEMENT: Two Center for Applied Probability (CAP) Events, May 4-5, 2000 The Center for Applied Probability (CAP) at Columbia University, New York City Presents Applied Probability Day (APD) 2000 Friday, May 5, 2000 9:00AM-6:00PM Confirmed Speakers: D.Bertsimas (MIT), D.Heath (Carnegie Mellon), T.Kurtz (Wisconsin), P.Protter (Purdue), D.Siegmund (Stanford), R.Weber (Cambridge). Location: CP Davis Auditorium, Room 412 CEPSR, Columbia University (530 West 120th Street). REGISTRATION IS FREE, all are very welcome; but please email to let us know if you plan to attend. Applied Probability Day (APD) first took place in April 1992 at Columbia University as a one-day international event that was successfully repeated in 1993, 1994, 1996, 1997, 1998 and 1999. It traditionally takes place on a Friday, 9:00AM --6:00PM, leaving the weekend free for visitors to enjoy the many attractions of New York City. Further information (such as a precise schedule) will be found on our website: . Past APD speakers (1992-1999) can be seen at CAP 601 CEPSR Columbia University 530 West 120th Street Mail Code: 8906 NY, NY 10027 USA PHONE: (212) 854-6096 FAX: (212) 854-6989 EMAIL: http://www.cap.columbia.edu ----------------- The day before APD, CAP presents BENESFEST: A Day of Stochastic Control in Honor of Dr. VACLAV E. BENES on his 70th birthday Thursday, May 4, 2000 Columbia University 501 Schermerhorn Hall To celebrate Vic's many seminal contributions to Applied Probability, a day-long conference in his honor will be held on May 4, 2000 at Columbia University (501 Schermerhorn Hall). The annual "Applied Probability Day at Columbia" will be held on the following day, Friday May 5. Both events are organized under the auspices of the Center for Applied Probability. Participants will be asked to register, but there will be no registration fee. Invited speakers include: Alain Bensoussan, Mark Davis, Wendell Fleming, Harold Kushner, Jin Ma, Steve Shreve, and Bill Sudderth. In addition, Sanjoy Mitter and Ray Rishel will comment on Vic's work and on his many contributions. A dinner in Vic's honor will be held following the conference. For further information, and to register, please contact Mrs. Doodmatie Kalicharan, , Department of Statistics, Columbia University, New York, NY 10027. ------------------------------------------------------------------------ ANNOUNCEMENT: CONFERENCE AND WORKSHOP ON STOCHASTIC NETWORKS ------------------------------------------------------------------------ CONFERENCE AND WORKSHOP ON STOCHASTIC NETWORKS June, 2000 An international Conference on Stochastic Networks will be held, June 19-24, 2000 in the Pyle Center on the University of Wisconsin - Madison campus. The conference will be followed by a Workshop on Stochastic Networks, June 26-30, directed at young researchers interested in developing research programs in the area. The conference and workshop will begin the annual eight-week Summer Intern Program on Probability and Stochastic Processes. The focus for the Intern Program will be stochastic networks, and recent PhDs should consider applying to participate in that program as well. The Conference will feature lectures by 24 leading researchers in the area and will include a small number of contributed talks. The workshop will include lecture series by Francois Baccelli, INRIA and Ecole Normale Superieure, Frank Kelly, Cambridge University, and Walter Willinger, AT&T Labs Research. The Intern Program will also feature a lecture series by Sean Meyn, University of Illinois-Urbana. Funding to provide support for young researchers to attend the Conference and Workshop is anticipated. For further information on the Conference and Workshop, including a list of invited speakers and registration information see the conference web page or e-mail . For further information on the Summer Intern Program see or e-mail . Please help us get the word out regarding these opportunities. Pass the information along to people you think might be interested (particularly, young researchers), and post links to the Conference and Intern Program web pages on your web page. Thanks for the help. Rajeev Agrawal Tom Kurtz ------------------------------------------------------------------------ NEW BOOK: COMPUTATIONAL PROBABILITY ------------------------------------------------------------------------ Computational Probability Edited by Winfried K. Grassmann Dept. of Computer Science, University of Saskatchewan, Saskatoon, Canada INTERNATIONAL SERIES IN OPERATIONS RESEARCH AND MANAGEMENT SCIENCE Volume 24 Kluwer Academic Publishers Great advances have been made in recent years in the field of computational probability. In particular, the state of the art - as it relates to queuing systems, stochastic Petri-nets and systems dealing with reliability - has benefited significantly from these advances. The objective of this book is to make these topics accessible to researchers, graduate students, and practitioners. Great care was taken to make the exposition as clear as possible. Every line in the book has been evaluated, and changes have been made whenever it was felt that the initial exposition was not clear enough for the intended readership. The work of major research scholars in this field comprises the individual chapters of Computational Probability. The first chapter describes, in nonmathematical terms, the challenges in computational probability. Chapter 2 describes the methodologies available for obtaining the transition matrices for Markov chains, with particular emphasis on stochastic Petri-nets. Chapter 3 discusses how to find transient probabilities and transient rewards for these Markov chains. The next two chapters indicate how to find steady-state probabilities for Markov chains with a finite number of states. Both direct and iterative methods are described in Chapter 4. Chapter 5 dicuss automata and their use. Chapters 6 and 7 deal with infinite-state Markov chains, which occur frequently in queueing, because there are times one does not want to set a bound for all queues. Chapter 8 deals with transforms, in particular Laplace transforms. The work of Ward Whitt and his collaborators, who have recently developed a number of numerical methods for Laplace transform inversions, is emphasized in this chapter. Finally, if one wants to optimize a system, one way to do the optimization is through Markov decision making, described in Chapter 9. Markov modeling has found applications in many areas, three of which are described in detail: Chapter 10 analyzes discrete-time queues, Chapter 11 describes networks of queues, and Chapter 12 deals with reliability theory. Contents and Contributors Preface. 1. Computational Probability: Challenges and Limitations; W.K. Grassmann 2. Tools for Formulating Markov Models; G. Ciardo. 3. Transient Solutions for Markov Chains; E. de Souza e Silva, H.R. Gail 4. Numerical Methods for Computing Stationary Distributions of Finite Irreducible Markov Chains; W.J. Stewart. 5. Stochastic Automata Networks; B. Plateau, W.J. Steward. 6. Matrix Analytic Methods; W.K. Grassmann, D.A. Stanford. 7. Use of Characteristic Roots for Solving Infinite State Markov Chains; H.R. Gail, et al. 8. An Introduction to Numerical Transform Inversion and Its Application to Probability Models; J. Abate, et al. 9. Optimal Control of Markov Chains; S. Stidham, Jr. 10. On Numerical Computations of Some Discrete-Time Queues; M.L.Chaudhry 11. The Product Form Tool for Queueing Networks; N.M. van Dijk, W.K. Grassmann. 12. Techniques for System Dependability Evaluation; J.K. Muppala, et al. Index. ------------------------------------------------------------------------ OPENINGS: COLUMBIA UNIVERSITY ------------------------------------------------------------------------ COLUMBIA UNIVERSITY Industrial Engineering and Operations Research Department Faculty Positions The Department of Industrial Engineering and Operations Research invites applications for two tenure-track faculty appointments starting July 1, 2000. We seek individuals with a Ph.D. in Industrial Engineering, Operations Research, or a related field with strong methodological training and outstanding research ability and potential. Candidates with research and teaching interests in logistics, electronic commerce and supply chain management are particularly encouraged to apply. Exceptional candidates with research and teaching interests in other areas of industrial engineering and operations research such as optimization, stochastic systems and financial engineering will also be considered. Senior candidates must have a distinguished record of achievement. The appointee is expected to teach both graduate and undergraduate courses, be actively involved in research, and supervise doctoral students. Information about the Department is available on our World Wide Web site: . Columbia University is an equal opportunity/affirmative action employer and especially welcomes applications from qualified women and minorities. Applicants should send a current resume, at least three reference letters and copies of publications by January 15, 2000 to: Chairman, Search Committee, Department of Industrial Engineering and Operations Research, Columbia University, Mudd Building, MC:4704, New York, NY 10027. ------------------------------------------------------------------------ OPENINGS: UNIVERSITY OF NEWCASTLE ------------------------------------------------------------------------ DEPARTMENT OF STATISTICS UNIVERSITY OF NEWCASTLE LECTURER IN STATISTICS The Department of Statistics seeks candidates for a permanent position, to be filled on the Lecturer A-B scales. The research interests of candidates should lie in an area of Statistics or Medical Statistics. An appointee at Lecturer B level will be expected to have a record of substantial publications. The Department will also particularly welcome applications from young researchers with evidence of outstanding research potential. The Department has a strong research profile and is one of the largest in the UK. There are 14 academic staff including 3 professors (Murray Aitkin, Kevin Glazebrook and John Matthews). The Department also has 4 research associates and 18 research students in addition to staff working in its Statistical Consultancy Service. Research activity ranges widely across Statistics, Medical Statistics, Probability and theoretical Operational Research. The Department is committed to a high quality teaching programme at both undergradate and postgraduate levels. Candidates will be expected to demonstrate an ability to contribute successfully to this. For further information on how to apply please telephone 0191-222-8834 (24 hour answerphone) quoting the appropriate reference or write to Alan Rinaldi, Human Resources Section (Ref. C064A), University of Newcastle, 1 Park Terrace, Newcastle upon Tyne, NE1 7RU. Further details will be found on the Department's web page at Informal enquiries should be directed to Dr Trevor Cox (0191-222-7235 or e-mail ) or Professor Kevin Glazebrook (0191-222-7293 or e-mail ). No forms of application are issued, but applications (3 copies) giving full details of qualifications, experience and present salary, together with the names and addresses of three persons to whom reference may be made, should be sent to Mr A J Rinaldi, Human Resources Officer, Human Resources Section, University of Newcastle, 1 Park Terrace, Newcastle upon Tyne, NE1 7RU, no later than 18th February 2000. Candidates are asked to note that it is the University's normal procedure to approach referees for their confidential comments on candidates prior to interviews being held. ------------------------------------------------------------------------ OPENINGS: PRINCETON UNIVERSITY ------------------------------------------------------------------------ PRINCETON UNIVERSITY Department of Operations Research and Financial Engineering Applications are requested for two tenure-track ASSISTANT PROFESSORSHIPS starting September 2000. The candidates must have strong commitment to excellence in teaching at both the undergraduate and graduate levels. They must also show demonstrable excellence in research. The search is for such persons within the general areas of stochastics, statistics, optimization, simulation, financial engineering, and information technology. The department is in the School of Engineering and Applied Science, and it is strongly involved in the activities of the Bendheim Center for Finance. The appointees are expected to perform well within an engineering setting and to have strong interest in such collaborative efforts. Applications are requested for a FULL PROFESSORSHIP in financial engineering. The candidates should have impeccable credentials in some disciplinary specialization like probability, statistics, or applied mathematics. They must also have achievements in financial engineering expected of a senior figure in the field. The department is within the School of Engineering and Applied Science. It has strong ties to the Bendheim Center for Finance and the Program in Applied and Computational Mathematics. The appointee is expected to take strong interest in such collaborative efforts, be actively involved in research, and be an excellent teacher in both the undergraduate and graduate levels. Princeton University is an affirmative action/equal opportunity employer and especially welcomes applications from women and minorities. Applicants should send a resume along with the names of at least three persons who can serve as references. The applications can be sent before March 1, 2000, by e-mail to or, preferably, by ordinary mail addressed to: Erhan Cinlar, Chair ORFE Department Princeton University Engineering Quadrangle Princeton, NJ 08544 ------------------------------------------------------------------------ OPENINGS: HEBREW UNIVERSITY ------------------------------------------------------------------------ THE HEBREW UNIVERSITY OF JERUSALEM Department of Statistics The Department of Statistics at The Hebrew University of Jerusalem invites applications for an anticipated tenure-track position at all levels beginning October 1, 2000. Both senior and junior applicants, including those about to receive their Ph.D. degree, are encouraged to apply. Candidates who can commit themselves only for the following academic year, beginning October 1, 2001, should also apply and clearly specify this. Applicants should have a strong background in one or more of the following research areas: applied statistics, mathematical statistics, biostatistics, applied probability and mathematical programming; in addition, a background in computing or computer science is desirable. Preference will be given to applicants who show strong promise of creatively contributing to our research activities and to our teaching program at all levels. Since the language of instruction at the Hebrew University is Hebrew, only candidates who have a working knowledge of the language, or intend to acquire one within a reasonably short time, will be considered. The Department of Statistics comprises 20 faculty members with a wide range of research interests, and administers Bachelor's, Master's and Ph.D. programs in applied statistics, mathematical statistics, biostatistics and operations research. More information may be found at . For information about the Hebrew University, visit . Screening of applications will begin January 2, 2000. Candidates for a junior position should send a CV, copies of research papers and three letters of reference. Candidates for a senior position should send a CV and contact information for three references. All material should be sent to: Professor David Assaf, Chair +972-2-5883313 (voice) Department of Statistics +972-2-5883549 (fax) The Hebrew University Jerusalem 91905, ISRAEL ------------------------------------------------------------------------ OPENING: SANTA CLARA UNIVERSITY ------------------------------------------------------------------------ Statistics Lecturer Department of Operations & Management Information Systems Leavey School of Business and Administration Santa Clara University The Leavey School of Business at Santa Clara University is seeking a full-time lecturer to teach and coordinate undergraduate statistics courses within the Department of Operations and Management Information Systems beginning Fall, 2000. Santa Clara University is a private Jesuit University with a strong commitment to undergraduate education, located in the heart of Silicon Valley. The Leavey School offers undergraduate, MBA, and Executive MBA degrees. A PhD in statistics or a related field is desirable, though applicants with an MS will also be considered. Candidates should have a demonstrated interest in, and enthusiasm for, undergraduate teaching. The salary will be in the $40,000 to $50,000 range. Santa Clara University is an equal opportunity/affirmative action employer, and welcomes applications from women, persons of color, and members of other historically under-represented U.S. ethnic groups. Please send a letter of application, vita, three references, and teaching evaluations to: Rhonda Righter OMIS Department Leavey School of Business and Administration Santa Clara University Santa Clara, CA 95053 ------------------------------------------------------------------------ EDITOR'S COORDINATES ------------------------------------------------------------------------ I look forward to receiving your input for the Applied Probability Newsletter and the Web page. Bernard F. Lamond, Ph.D. Department of Operations and Decision Systems Faculty of Administrative Sciences Laval University Quebec, PQ CANADA G1K 7P4 Telephone: 418-656-2131x5472 Facsimile: 418-656-2624 Applied Probability Home Page: ========================================================================