Xuefeng Gao, Georgia Tech

Event Details
  • Date/Time:
    • Friday October 1, 2010
      1:00 pm - 2:00 pm
  • Location: Groseclose 404
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    N/A
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Contact
Shuangchi He
H. Milton Stewart School of Industrial and Systems Engineering
Contact Shuangchi He
Summaries

Summary Sentence: Xuefeng Gao, Georgia Tech

Full Summary: Positive Recurrence for Diffusion Limits of Many-Server Queues

Speaker
Xuefeng Gao
School of Industrial and Systems Engineering
Georgia Institute of Technology

Abstract
We study stability properties of two specific diffusion processes: a high dimensional piecewise OU (Ornstein Uhlenbeck) process and a degenerate OU process. They arise from diffusion approximations for many-server queues that have phase-type service time distributions and allow for customer abandonment. We prove that they are positive recurrent and has unique stationary distribution under certain conditions. The proof techniques are based on constructing suitable quadratic Lyapunov functions. This is joint work with Prof. Jim Dai and Prof. Ton Dieker.

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Categories
Seminar/Lecture/Colloquium
Keywords
diffusion process, many-server queue, stochastics
Status
  • Created By: Shuangchi He
  • Workflow Status: Published
  • Created On: Sep 30, 2010 - 8:00pm
  • Last Updated: Oct 7, 2016 - 9:56pm