Probability in the North East Workshop: Applied Modelling Projects

7 January 2026

Organiser: Mark Stevens (University of Sheffield)

Venue: University of Sheffield, Hicks Building, Lecture Theatre A

Attendence is free but registration is required for organisational purposes, by completing the form here by 20 December, 2025. Limited funding is available to support the attendance of UK-based researchers, with priority for PhD students and early-career researchers. Please contact the organiser if you wish to request this. If you want to contribute a talk, please indicate your interest on the registration form before 31 October, 2025.

This event is supported by an LMS Scheme 3 grant, and Additional Funding Programme for Mathematical Sciences, delivered by (EPSRC EP/V521917/1 - Heilbronn Institute) and (EP/V521929/1 - INI).

Programme

10:30 - 11:00
Registration
11:00 - 12:00
Peter Taylor (University of Melbourne)
In 2009 the pseudononymous Satoshi Nakamoto published a short paper on the Internet, together with accompanying software, that proposed an `electronic equivalent of cash’ called Bitcoin. At its most basic level, Bitcoin is a payment system where transactions are verified and stored in a distributed data structure called the blockchain. The Bitcoin system allows electronic transfer of funds without the presence of a trusted third party. It achieves this by making it `very hard work’ to create the payment record, so that it is not computationally-feasible for a malicious player to repudiate a transaction and create a forward history with the transaction deleted.
As its name suggests, the blockchain is comprised of discrete blocks. Blocks are added to the blockchain by `miners’ working across a distributed peer-to-peer network to solve a computationally difficult problem.
One deficiency of the Bitcoin blockchain as a payment system is that it is not fast enough: blocks are mined every ten minutes on average and they can contain information about only 1,500 transactions. In this talk, I shall discuss a couple of different models that can be used to describe a `fast mining blockchain’ in which the mining rate is much higher. It turns out that the data structure that is produced can be described as a `blocktree’ rather than a `blockchain’.
(Joint work with Rhys Bowden, Jan de Gier and Cengiz Gazi.)
12:00 - 12:15
Marcus Marshall (University of Leeds)
The Wells-Riley model has been widely used to estimate airborne infection risk in indoor environments. In this work, we revisit the topic of uncertainty in its parameters, building upon recent probabilistic extensions, see reference [1]. We consider a framework that treats key model parameters as uncertain or random variables. We particularly focus on the duration of exposure, quanta generation rate, ventilation rate and number of infectious individuals. This approach allows us to quantify infection risk not only as the per-capita probability of infection for each susceptible individual but also as the full probability distribution of the number of infections during an indoor interaction.
Our results show that infection risk can vary significantly depending on the distribution and variability of model parameters. In particular, using mean parameter values in the classical Wells‐Riley model can lead to systematic inaccuracies: population-related uncertainties (those describing characteristics of the population) tend to cause overestimations, while environmental uncertainties (i.e. ventilation) can lead to underestimations. We find that these inaccuracies can be exacerbated by high-variance, highly-skewed random parameters.
We also investigated the stochastic dominance dynamics between pairs of simultaneously random, Gamma distributed parameters. We found that when one parameter had notably higher variance and skew over the other (such that the shape value is reduced, but the mean value is kept constant), it would typically dominate the dynamics.
These results highlight the importance of accounting for heterogeneity in population characteristics and varying environmental conditions when assessing airborne infection risk. They show that relying on the classical Wells-Riley approach with average parameter values may not adequately capture infection risk dynamics, particularly in extreme cases (e.g. where ventilation might be considerably lower). By capturing the full variability in key parameters, our probabilistic framework provides a more realistic representation of infection risk and can inform more effective public health interventions.
[1] Edwards, A.J., King, M.-F., Peckham, D., López-García, M., Noakes, C.J. (2023). The Wells–Riley model revisited: Randomness, heterogeneity, and transient behaviours. Risk Analysis 43(9): 1748--1767.
12:15 - 12:30
Luke Turvey (University of Bristol)
Suppose that red and blue points form independent homogeneous Poisson processes of unit intensity on $R^d$. For a positive (respectively, negative) parameter $\gamma$ we consider red-blue matchings that locally minimise (respectively, maximise) the sum of the $\gamma^th$ powers of edge lengths, subject to locally minimising the number of unmatched points. These matchings were first introduced and studied by Holroyd, Janson and Wastlund, where the $\gamma$-minimal matchings in dimension one were almost completely categorised for all $\gamma \in [\infty, \infty]$. A complete classification in dimensions d > 1 is still unknown. We will present a similiar classification to dimension 1 for $\gamma$-minimal matchings on the strip R x [0,1] where the picture is almost completely the same. We further provide a tight tail bound on the typical matching distance when $\gamma>1$ in the one-colour case.
12:30 - 13:30
Lunch
13:30 - 14:30
Jeisen Wang (Universiteit van Amsterdam & Universiteit Leiden)
We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the number of customers present. Their decisions balance the expected service reward against the costs associated with waiting, while accounting for the behavior of others.
This model was first analyzed by Fackrell, Taylor and Wang (2021), who assumed that waiting costs were a linear function of the time in the system. They showed that increasing the reward for successful service or allowing reneging can paradoxically make all customers worse off. In this paper, we adopt a different setting in which waiting does not incur direct costs, but service rewards are subject to discounting over time. We show that under this assumption, paradoxical effects can still arise.
Furthermore, we develop a numerical method to recover the sojourn time distribution under a threshold strategy and demonstrate how this can be used to derive equilibrium strategies under other payoff metrics.
14:30 - 15:00
Sima Mehri (University of Manchester)
The presentation studies the (end-to-end) waiting and sojourn times in tandem queues with general arrivals and light-tailed service times. It is shown that the tails of the corresponding distributions are subject to polynomial-exponential upper bounds, whereby the degrees of the polynomials depend on both the number of bottleneck queues and the 'light-tailedness' of the service times. Closed-form bounds constructed for a two-queue tandem with exponential service times are shown to be numerically sharp, improve upon alternative large-deviations bounds by many orders of magnitude, and recover the exact results in the case of Poisson arrivals.
15:00 - 15:30
Refreshments
15:30 - 16:30
Guy Latouche (Universite Libre de Bruxelles)
Dating from the work of Neuts in the 1980s, the field of matrix-analytic methods has been developed to analyse discrete or continuous-time Markov chains with a two-dimensional state space in which the increment of a level variable is governed by an auxiliary phase variable.
More recently, matrix-analytic techniques have been applied to general Markov additive models with a finite phase space. The basic assumption underlying these developments is that the process is one-sided, that is it is jump-free in one direction.
From the Markov additive perspective, traditional matrix-analytic models can be viewed as special cases: for M/G/1 and GI/M/1-type Markov chains, increments in the level are constrained to be lattice random variables
In a recent paper(*), Jevgenijs Ivanovs, Peter Taylor and I discuss in parallel M/G/1-type Markov chains and general non-lattice Markov additive processes without negative jumps. Results that are standard in one tradition are interpreted in the other, and new perspectives emerge. In this talk I focus on the ladder-height process of first passage to negative levels, and the occupation time in positive levels before returning to 0.
(*) J. Ivanovs, G. Latouche and P. G. Taylor. One-sided {Markov} additive processes with lattice and non-lattice increments. Stochastic Processes and their Applications, 190, 2025. DOI: 10.1016/j.spa.2025.104771, arXiv:2407.07440.

Dinner is planned after the workshop at Cambridge Street Collective.