Kavita Ramanan - Division of Applied Mathematics, Brown University

4:00 pm on Thursday, April 25, 2013
5:00 pm on Thursday, April 25, 2013
Title: Asymptotic analysis of a class of stochastic networks. Abstract: Finite-dimensional diffusions have been successfully used as tractable approximations to gain insight into a certain class of queueing systems. On the other hand, we show that many classes of queueing systems, including many-server queues with general service distributions, are more naturally modeled by measure-valued processes. We describe asymptotic limit theorems for these measure-valued processes and describe the insight they provide into the performance of the original networks with regards.