Modelling complex stochastic systems: Approaches to management and stability

This thesis is about coping with variability in outcomes for complex stochastic systems. We focus on systems where jobs arrive randomly throughout time to utilise resources for a random amount of time before departure. The systems we investigate are primarily concerned with the communication and storage of data. The thesis is partitioned into two parts. The first part studies systems where congestion leads to jobs waiting for service (queueing systems) and the second part considers systems where congestion leads to losses due to departures before provision of service (loss systems). For queueing systems, we are mainly interested in the management objective of ensuring that the expected time a job must wait before entering is finite --- a property known as stability. Finite waiting times occur naturally for loss systems due to the balking behaviour of jobs in response to congestion and so our attention in this case turns to the more ambitious goal of managing systems in such a way that the number of lost jobs is minimised. Each part consists of an introductory chapter providing background knowledge, which is followed by three chapters containing original research. In both parts we progress through these chapters by first applying traditional analytical approaches to novel models and then developing novel simulation-based approaches for models which are out of reach of traditional approaches

Ranking transmission lines by overload probability using the empirical rate function

We develop a non-parametric procedure for ranking transmission lines in a power system according to the probability that they will overload due to stochastic renewable generation or demand-side load fluctuations, and compare this procedure to several benchmark approaches. Using the IEEE 39-bus test network we provide evidence that our approach

Analyzing large frequency disruptions in power systems using large deviations theory

We propose a method for determining the most likely cause, in terms of conventional generator outages and renewable fluctuations, of power system frequency reaching a predetermined level that is deemed unacceptable to the system operator. Our parsimonious model of system frequency incorporates primary and secondary control mechanisms, and suppo

Universal and Local Understanding of Poverty in Peru

The purpose of this survey of the literature on poverty in Peru is to contribute to universal and interdisciplinary understanding, while at the same time giving due weight to discipline-specific contributions. The first three sections review relevant literature on Peru by economists, social anthropologists and sociologists. The strict positivism of much economic literature renders it susceptible to neglect power relations and assume a benign and universal process of modernization. Anthropologists have revealed the importance of local cultural identity, but at the risk of downplaying universal dimensions of well-being. Sociologists struggle to reconcile a universal analysis of class structure with renewed emphasis on individual and collective agency in adversity. The last section puts forward an integrating theoretical framework centred on the concepts of inclusion and exclusion. In contrast to the ‘tragic optimism’ of Sender this theory of social exclusion can best be summed up as ‘constructive pessimism’

Pan-cancer analysis of whole genomes

Cancer is driven by genetic change, and the advent of massively parallel sequencing has enabled systematic documentation of this variation at the whole-genome scale. Here we report the integrative analysis of 2,658 whole-cancer genomes and their matching normal tissues across 38 tumour types from the Pan-Cancer Analysis of Whole Genomes (PCAWG) Consortium of the International Cancer Genome Consortium (ICGC) and The Cancer Genome Atlas (TCGA). We describe the generation of the PCAWG resource, facilitated by international data sharing using compute clouds. On average, cancer genomes contained 4-5 driver mutations when combining coding and non-coding genomic elements; however, in around 5% of cases no drivers were identified, suggesting that cancer driver discovery is not yet complete. Chromothripsis, in which many clustered structural variants arise in a single catastrophic event, is frequently an early event in tumour evolution; in acral melanoma, for example, these events precede most somatic point mutations and affect several cancer-associated genes simultaneously. Cancers with abnormal telomere maintenance often originate from tissues with low replicative activity and show several mechanisms of preventing telomere attrition to critical levels. Common and rare germline variants affect patterns of somatic mutation, including point mutations, structural variants and somatic retrotransposition. A collection of papers from the PCAWG Consortium describes non-coding mutations that drive cancer beyond those in the TERT promoter; identifies new signatures of mutational processes that cause base substitutions, small insertions and deletions and structural variation; analyses timings and patterns of tumour evolution; describes the diverse transcriptional consequences of somatic mutation on splicing, expression levels, fusion genes and promoter activity; and evaluates a range of more-specialized features of cancer genomes