Neil O’Connell (University of Warwick)

Variations of the M/M/1 queue

vendredi 22 octobre 2010, 14h00 - 15h00

Salle de réunion, espace Turing

The M/M/1 queue has remarkable properties and is a cornerstone of classical queueing theory.
It also has many interesting variations, some of which are related to well-known path-decompositions of random walks and Brownian motion, exponential functionals of Brownian motion, random matrices and directed polymers.
This talk will be a survey.