报告标题：Matrix-analytic methods for solving Poisson’s equation

报告人：刘源远 教授（中南大学）

报告时间：2023 年 5 月 10 日 16:40–17:40

报告地点：C-5-104

邀 请 人：高武军

摘要：

In this talk, we present matrix-analytic method for solving Poisson’s equation for irreducible and positive recurrent discrete-time Markov chains. Two special solutions, including the deviation matrix and the expected additive-type functional matrix, will be considered. The results are applied to Markov chains of GI/G/1-type and MAP/G/1 queues with negative customers. Further extensions to continuous-time Markov chains are also investigated. This talk is based on a joint paper with Liu Jinpeng and Zhao Yiqiang Q. (Carleton University)  

报告人简介：

刘源远，中南大学数学与统计学院教授、博士生导师、副院长。从事马氏过程的遍历性、扰动理论、排队网络的渐近性、以及带块结构的多维马氏过程领域的研究工作，论文成果发表在《SIAM Journal on Matrix Analysis and Applications》、《Science China Mathematics》、《Advances in Applied Probability》、《Queueing Systems》等国内外概率和数学主流刊物上，现担任《应用概率统计》期刊编委。

欢迎老师和同学们参加！

0638太阳集团数学系