Dear Colleagues,

Please bring the doctoral vacancies mentioned in the message below to the attention of suitable candidates. Further details are in the txt file attached. I am sure that Professor Boxma (cced) would welcome enquiries.

Best wishes, Kevin Glazebrook

________________________________________
From: [log in to unmask] [[log in to unmask]]
Sent: 26 February 2014 22:07
To: Glazebrook, Kevin
Cc: [log in to unmask]
Subject: vacancies

Dear Kevin,

Michel Mandjes, Sindo Nunez, Bert Zwart and I
recently received a research grant from the Dutch Science Foundation,
which enables us to hire three PhD students for a project on
"Two-dimensional models in queues and risk".
We are very excited about this project, and we hope to attract strong candidates for the PhD positions.

If you know talented students who might be interested in the project,
then we would be grateful if you'd draw their attention to these positions.
Please find a txt file attached to this email, with more information about the vacancies.
Many thanks in advance,

Best regards,
Onno
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3 PhD student positions in the project



Two-dimensional models in queues and risk



In the framework of the project "Two-dimensional models in queues and risk",

funded by the Dutch Research Foundation NWO,

there are PhD positions available

in CWI, TU Eindhoven and the University of Amsterdam in The Netherlands.



This research proposal is concerned with two, related,

areas of applied probability:

queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood.

However, in queueing theory one is usually faced with a network of interconnected and interacting resources,

or with several classes of interacting customers;

and thus one needs to study multidimensional stochastic processes.

Similarly, in insurance risk one often needs to study several, related, books of a company,

and the capitals of different companies are often linked via reinsurance contracts -- again

giving rise to multidimensional stochastic processes.

In both areas, only few two- or higher-dimensional systems have allowed an exact analysis.

Our main goal is to develop mathematical tools for the analysis

of two-dimensional stochastic processes, and thus get a much deeper

insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes.

The project is methodologically  oriented. We shall develop three sets of methods, viz.,

T1: exact analytic methods;

T2: asymptotic techniques (heavy traffic);

and T3: rare-event analysis and simulation.

Important problem instances are coupled/parallel processors and their counterpart in insurance risk,

and Ornstein-Uhlenbeck processes.



o Job requirements:

Candidates are expected to be fluent in English, both oral and in writing, 

and have an excellent background in (applied) mathematics, as evidenced by 

an MSc degree in preferably (applied) mathematics, or possibly econometrics,

operations research or electrical engineering.

Strong knowledge of applied probability and analysis is highly desirable.



o Terms of employment:

PhD candidates are appointed as temporary university employees for a 

four-year period (based on an initial one-year contract, with a three-year extension

after a positive evaluation as to whether the research is expected to 

result in a PhD degree after four years).

The terms of employment are governed by the Collective Labor Agreement of 

Universities in The Netherlands, with a monthly salary starting at 2083 Euro

in the first year, and increasing to 2664 Euro in the fourth year, and an 

additional 8% holiday allowance and 8% end-of-year bonus.

For further details, please refer, e.g., to

http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of_employment/



o Information:

For further information, please contact one of the following persons:

Prof.dr.ir. Onno Boxma ([log in to unmask])

Prof.dr. Michel Mandjes ([log in to unmask])

Prof.dr. Sindo Nunez Queija ([log in to unmask])

Prof.dr. Bert Zwart ([log in to unmask])



o Application:

In order to apply, please send a detailed curriculum vitae, along with a

brief cover letter motivating your interest, to one of the above-mentioned persons.



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