北京科学与工程计算研究院学术报告之四十三

报告题目:Asymptoticvariability analysis for queues based on strong approximation

报告人:郭永江,教授/博士生导师,北京邮电大学

报告时间:2017126(周三) 上午1030---1130

报告地点:新学科楼M8层,北京科学与工程计算研究院报告厅


报告内容简介:

In this talk, we analyzethe asymptotic variability for queues by the functional law of the iteratedlogarithm (LIL) and its corresponding LIL using an approach based on strongapproximation. The functional LIL and the LIL limits quantify the magnitude ofasymptotic stochastic fluctuations of stochastic processes compensated by theirdeterministic fluid limits in two forms: the functional and numerical,respectively. The earliest functional LIL and LIL concerned are both developedfor Brownian motion by Volker Strassen and Lévy respectively. We establish thefunctional LILs and their corresponding LILs covering three regimes divided bythe traffic intensity: the underloaded, critically loaded and overloaded, forfive processes: the queue length, workload, busy, idle and departure processes.By the primitive data of the first and second moments of the interarrival andservice times, all the functional LILs are expressed into some compact sets ofcontinuous functions and all the corresponding LILs are some analyticfunctions. The proofs are based on the fluid approximation and the strongapproximation of the queueing system, with the fluid approximationcharacterizing the expected values of the performance functions and the strongapproximation approximating discrete performance processes with reflectedBrownian motions.


个人简介:

郭永江,教授,博士生导师,2006年毕业于中国科学院应用数学研究所获运筹学与控制论博士学位。同年于北京邮电大学理学院工作,2016年聘为教授,2012年入选北京邮电大学青年扶持计划。主持并完成国家自然科学基金数学天元基金一项,青年基金一项,20148月获批主持国家自然科学基金面上项目一项,参与国家自然科学基金青年基金一项,面上项目一项。2009.7.1-8.1访问加拿大Dalhousie大学工业工程系,2010.12.1-15访问新加坡国立大学商学院,2013.1-2014.1月访问美国北卡州立大学工业工程系。当前的研究兴趣为随机模型及其应用,具体方向为(1)随机排队网络,(2)随机存储模型,(3)随机供应链管理模型等。