报告题目：Singularly perturbed Markov modulated fluid queues
时 间：2021年09月22日（星期三）下午14：30
地 点：腾讯会议（ID：355 566 246）
主 办：数学与统计学院
参加对象：统计系老师与学生
报告摘要：We consider a Markov modulated fluid queue for which the environment is nearly-completely decomposable. Under the basic assumption that both the nearly-completely decomposable Markov modulated fluid model and the unperturbed fluid models are positive recurrent, we show that the stationary density of the level can be expanded as convergent power series of the aggregated stationary densities. We go further in the analysis by assuming that one or more of the unperturbed fluid queues is not necessarily positive recurrent. We provide numerical illustration. This talk is based on joint work with S. Dendievel, G. Latouche, Y. Liu and Y. Tang.
报告人简介：刘源远，中南大学数学与统计学院教授、博士生导师、副院长。从事马氏过程的遍历性、扰动理论、排队网络的渐近性、以及带块结构的多维马氏过程领域的研究工作，在《Advances in Applied Probability》、《Journal of Applied Probability》、《Queueing Systems》、《SIAM Journal on Matrix Analysis and Applications》、《Science China Mathematics》等国内外概率和数学主流刊物上发表学术论文40多篇。主持4项国家自然科学基金，2项省部级基金；现担任《应用概率统计》期刊编委，《Mathematical Reviews》评论员。