PhD Position in Applied Probability and Operations Research

PhD Position in Applied Probability and Operations Research

Published Deadline Location
28 Jan 28 Feb Amsterdam

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Job description

Do you enjoy...

  • Working on highly challenging problems in applied mathematics?
  • Working at the interface of probability, operations research, statistics and algorithms?
  • Being part of a vibrant community of top-level junior and senior researchers?

Then the job of PhD student at the University of Amsterdam is perfect for you as a highly versatile professional.

The primary goal is to develop yourself into an independently thinking scientific researcher, within the context of a project at the interface of applied probability and statistics. The focus of this project is to develop and analyze statistical inference methods for networks driven by stochastic processes. A complication that one typically faces is that the stochastic process feeding the network is not observed directly, and therefore indirect estimation techniques are needed. In a quintessential example, from snapshots of the network state (for example, the number of jobs in a cloud computing server) one wishes to estimate the network's input characteristics. The combination of statistical inference with stochastic systems gives rise to interesting mathematical challenges which require both rigor and creativity. In addition, the proposed techniques will be tested by simulation and, if possible, real operational data. Over the past years, the envisaged supervisors have built up a considerable track record around this theme. While for specific models results have been established, this area still offers a broad array of challenging open questions.

What are you going to do?

Potential application areas include various types of service systems and communication networks. The project lies at the intersection of applied probability, mathematical statistics and operations research. Through the programme you will be exposed to the latest developments in these areas. The research will lead to a thesis, which is typically composed of a set of papers that were submitted for publication in international research journals. 

You will be working on a practically relevant and theoretically challenging topic. Being part of the NETWORKS consortium, will provide you with a broad education in a broad range of timely topics. Also, you will have very experienced supervisors with a strong commitment to this project. The job of PhD student at the University of Amsterdam will be an excellent step in both a career in academia and a career in industry.

Specifications

University of Amsterdam (UvA)

Requirements

What do you have to offer?

  • A Master degree in (applied) mathematics, operations research, or statistics.
  • Interest in both the formal and computational/numerical aspects of estimation procedures.
  • Excellent mathematical and programming skills.

Conditions of employment

We offer an employment contract for 38 hours per week for the duration of four years (the initial contract will be for a period of 18 months and after satisfactory evaluation it will be extended for a total duration of four years). Your salary ranges between €2,443 to €3,122 gross per month on the basis of a full working week of 38 hours. This sum does not include the 8% holiday allowance and the 8.3% year-end allowance. The Collective Labour Agreement for Dutch Universities (CAO NU) is applicable.

In addition, we offer:

  • excellent conditions for traveling, making possible visits to conferences and groups of peer researchers;
  • the opportunity to expand your professional network and to interact with fellow PhD students working on other related topics.

Employer

University of Amsterdam

With over 6,000 employees, 30,000 students and a budget of more than 600 million euros, the University of Amsterdam (UvA) is an intellectual hub within the Netherlands. Teaching and research at the UvA are conducted within seven faculties: Humanities, Social and Behavioural Sciences, Economics and Business, Law, Science, Medicine and Dentistry. Housed on four city campuses in or near the heart of Amsterdam, where disciplines come together and interact, the faculties have close links with thousands of researchers and hundreds of institutions at home and abroad.  

The UvA’s students and employees are independent thinkers, competent rebels who dare to question dogmas and aren’t satisfied with easy answers and standard solutions. To work at the UvA is to work in an independent, creative, innovative and international climate characterised by an open atmosphere and a genuine engagement with the city of Amsterdam and society.

Department

Faculty of Science

The Applied Probability group at the Korteweg-de Vries Institute for Mathematics (KdVI) consists of Arnoud den Boer, Sonja Cox, Jan-Pieter Dorsman, Asma Khedher, Michel Mandjes, Sindo Nunez-Queija, Peter Spreij and their PhD students and postdocs. We run research seminars and study groups, and together with mathematicians of nearby universities we organise various national activities including national courses.

In addition, the group participates in the nation-wide research consortium NETWORKS, aiming at groundbreaking research on the stochastic and algorithmic aspects of networks.

Want to know more about our organisation? Read more about working at the University of Amsterdam.

Specifications

  • PhD scholarship
  • Natural sciences
  • max. 38 hours per week
  • €2443—€3122 per month
  • University graduate
  • 22-8073

Employer

University of Amsterdam (UvA)

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Location

Science Park 904, 1098 XH, Amsterdam

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