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CATEGORIES:fpk1's list
SUMMARY:Stochastic networks and semimartingale reflecting
Brownian motions in piecewise smooth domains - Rut
h Williams\, Department of Mathematics\, Universit
y of California\, San Diego
DTSTART;TZID=Europe/London:20070713T140000
DTEND;TZID=Europe/London:20070713T150000
UID:TALK7635AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/7635
DESCRIPTION:Semimartingale Reflecting Brownian Motions (SRBMs)
living in the closures\nof domains with piecewise
smooth boundaries are of interest in applied\npro
bability because of their role as heavy traffic ap
proximations for\nstochastic networks. Modern appl
ications such as bandwidth\nsharing and packet swi
tches can yield stochastic network models and\nSRB
M approximations that are more general than those
associated\nwith conventional multiclass queueing
networks.\nIn justifying the approximation of a st
ochastic network by an SRBM\, a\ncrucial step is t
he use of a perturbation result or invariance prin
ciple.\nIn essence this implies that a process\nsa
tisfying the definition of an SRBM\, except for sm
all random\nperturbations in the defining conditio
ns\, is close in\ndistribution to an SRBM.\nHere w
e describe sufficient conditions for an invariance
principle to\nhold for SRBMs in piecewise smooth
domains.\nA crucial ingredient in the proof of thi
s\nresult is an oscillation inequality for solutio
ns of a perturbed\nSkorokhod problem.\nSome applic
ations of our results and open problems will be di
scussed.\n\n
LOCATION: Centre for Mathematical Sciences\, Room 12
CONTACT:
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