时 间：2021年6月15日（周二）10:00-11:00
地 点：腾讯会议ID：874 105 059
题 目：Approximation to the steady state of M/Ph/N+M queue
报告人：徐礼虎 澳门大学副教授
主持人：徐方军教授
主 办：统计学院
摘 要：
In this talk, we design an algorithm based on EM scheme to approximate the steady state of M/Ph/N+M queue and obtain a bound for the approximation error. In the proof, we shall mainly use Stein's method and Malliavin calculus. One of the key ingredients in our analysis is three occupation times which capture the effect of nonsmoothness in the queue system. We also show that one of the occupation time converges to a local time, whereas the other two blow up. This is a joint work with Xinghu Jing (UM), Xin Xu (UM) and Guodong Pang (UPennState)
报告人简介：
徐礼虎，澳门大学副教授，2008年博士研究生毕业于帝国理工大学(Imperial College London, UK), 在Probability Theory and Related Fields, Ann. Statist.，Annals of Applied Probability，Bernoulli，Stoch. Proc. Appl.，Electronic Journal of Probability，J. of Functional Analysis，J. Differential Equations等期刊上发表30多篇论文。