Applied Mathematics Colloquium

Dr. Weining Kang, UMBC

Location

Mathematics/Psychology : 104

Date & Time

October 24, 2014, 12:00 pm1:00 pm

Description

Title: Characterization of stationary distributions of reflected diffusions


Abstract: In this talk I will first give an overview of some research projects I worked on in recent years. Then I will focus on a characterization of stationary distributions of reflected diffusions that arise as approximations to stochastic systems commonly from telecommunications and manufacturing, etc. I will explain two ways to describe the class of reflected diffusions and explore their connections. Also I will discuss how their connections can be used to give a characterization of their stationary distributions and how this characterization can be used to compute those stationary distributions.