Applied probability has a long and distinguished tradition in Denmark. One of the pioneers of the field was Agner Krarup Erlang who developed his famous B-formula while working at the Copenhagen Telephone Company. This formula has been extensively used in the dimensioning of the communication networks worldwide still being extensively used to this date. As a matter of fact in some sense the research carried out at IMM can in some respect be seen as Erlang's heritage.
The focus is on systems with discrete state space like queueing and inventory systems. More technically we specialize in the field of matrix analytic methods which was popularized by Marcel Neuts in the 1970'es and onwards. Current applications have been within call center modeling and modeling of marine systems, while the theoretical developments have emphasized on the extension of certain matrix-analytic results and the development of the novel theory regarding multivariate matrix-exponential distributions. Most recently we are interested in parameter estimation and statistical testing in multivariate matrix-exponential distributions.
Examples of applications:
- Design of communication systems
- Software reliability
- Call center modeling and design
- Statistical modeling
Projects
- MTlab with LBT(IMM), Aalborg University and the IT University
- MVME with IIMAS-UNAM
- Extension of MAM results with University of Adelaide
- Call center modeling with Danske Bank and VU University Amsterdam
Responsible:
Per B. Brockhoff