Speaker: Varun Gupta Time: Wednesday 12-1pm Place: NSH 1507 Title: A gentle introduction to fluid and diffusion limits for queues Abstract: To obtain explicit results in queueing theory, it is almost always necessary to make certain strong assumptions about the statistical nature of the process involved. These assumptions are only approximately satisfied in practice, if at all. However, under certain limiting cases one can get results that do hold under weaker conditions. One such condition is when the system is operating close to its maximum capacity or is overloaded. In the latter case, appropriately time and space scaled versions of the stochastic process converge to what are known as fluid and diffusion processes. In my talk, I will informally review the notion of fluid and diffusion limits and illustrate them using examples of non-stationary queues.