Guy Latouche 教授的学术报告(三)

发布时间:2015年09月25日 作者:唐颖   消息来源:科研办    阅读次数:[]

报告人:Guy Latouche 教授    

报告时间:9月30日(星期三)下午4:00-5:30    

报告题目:Markov modulated Brownian motion with a sticky boundary    

报告摘要    

We analyze the stationary distribution of regulated Markov modulated Brownian motions (MMBM) modified so that their evolution is slowed down when the process reaches level zero --- level zero is said to be sticky.    

To determine the stationary distribution, we extend to MMBMs a construction of Brownian motion with sticky boundary, and we follow a Markov-regenerative approach similar to the one developed in past years in the context of quasi-birth-and-death processes and fluid queues. We also rely on recent work showing that Markov-modulated Brownian motions may be analyzed as limits of a parametrized family of fluid queues.   



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