TU CE GSC CE People at the Graduate School CE Principal Investigators Frank Aurzada - Probability Theory and Stochastic Analysis

The group investigates theoretical properties of stochastic processes, on the one hand, and applications of probabilistic techniques to problems coming from engineering, on the other hand.

In communications engineering applications, many algorithms are applied that involve randomness in one way or the other. As a governing example, note that the traffic offered to the system is most often not a priori predictable and thus can be modelled as random. A major goal is to understand the limitations of the algorithm depending on the parameters: the question here is for the throughput of the system, i.e. how much traffic can, on average, be served by the algorithm. This is where queueing-theoretic methods and other probabilistic tools come into play. Further questions involve the performance of the system in case it is stable: usually, even if the current traffic is less than the theoretical threshold, the performance of the algorithm can be quite poor. Another question is the model for the traffic offered to the system itself: many different assumptions have been investigated in theory as well as empirically, and the group's focus is on proving that under certain assumptions the underlying traffic turns out to be long-range dependent.

Summing up, we deal with the analysis of certain protocols and algorithms in the area of communications engineering using probabilistic methods, in particular methods coming from queueing theory.

Technische Universität Darmstadt

Graduate School CE

Dolivostraße 15

D-64293 Darmstadt

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