Dr. Weining Kang, UMBC
Location
Mathematics/Psychology : 104
Date & Time
October 24, 2014, 12:00 pm – 1:00 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.