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.