Fluid queues à la Matrix-analytic

Host Institution:

University of South Australia

Title of Seminar:

Fluid queues à la Matrix-analytic

Speaker's Name:

Professor Guy Latouche

Speaker's Institution:

The Université Libre de Bruxelles

Time and Date:

Friday 1 May 2009 at 12:00 pm (Adelaide time)

Seminar Abstract:

I have long found Matrix-analytic methods to be fun: they are based on a combination of probabilistic reasoning, and numerical analysis thinking, with a dash of algorithmic constructing. People have found it useful for modeling purposes, in part because of the focus on the applicability of the theoretical results.

Fluid queues are used to represent systems where some quantity accumulates or is depleted, gradually over time, subject to some random environment. The first example which comes to mind probably is that of a dam or reservoir, but they have recently been analysed mostly as models of telecommunication systems as well as in risk theory. It is from the telecommunication applications that they derive their name of fluid "queues".

In this presentation, I shall focus on the type of arguments that have been used to determine the structure of the stationary distribution of fluid queues and I will comment on the procedures whereby one can actually compute it.

Seminar Convenor:

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