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Department of Mathematics,
University of California San Diego

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Graduate Students in Probability Seminar

Eva Loeser

UCSD

On Fluid and Diffusion Approximations of Stochastic Processing Networks: A Modular Approach Applied to a Specific Example

Abstract:

Last week, Yingjia gave an excellent overview of results in the theory of Stochastic Processing networks. I will be taking this opportunity to demonstrate some of the concepts she mentioned in depth using a specific example. In particular, I will be discussing the fluid limit of a processor sharing queue, how its properties can be used to prove a dimension reduction (state space collapse), and how this can be used to ultimately prove the diffusion approximation.

October 14, 2019

10:00 AM

AP&M 5829

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