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
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.)
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.
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.
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.