Thursday, January 17, 2013 - 3:15pm - 4:05pm
Kavita Ramanan (Brown University)
Finite-dimensional diffusions have been successfully used as tractable approximations to gain
insight into a large class of queueing systems. We show that certain classes of queueing
systems lead naturally to infinite-dimensional diffusion approximations.
For the particular model of many-server queues, we show that the limit state process
converges to the solution of a stochastic partial differential equation subject to an unusual boundary
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