Classes

1. Wednesday, September 9: Heavy-traffic limit for the waiting time in the GI/G/1 Queue The GI/G/1 queue, Donsker's theorem and the continuous mapping theorem.
   • Calculation of the GI/G/1 Waiting-Time Distribution and its Cumulants from Pollaczek's Formulas, by Joseph Abate, Gagan L. Choudhury and Ward Whitt, Archiv fur Elektronik, Archiv für Elektronik und Übertragungstechnik, (AEU), vol. 47, No. 5/6, 1993, pp. 311-321.

2. Monday, September 14: Donsker's theorem: the framework and the statement

3. Wednesday, September 16: more on Donsker's theorem

4. Monday, September 21: some useful functions

5. Wednesday, September 23: the space D and limits for renewal reward processes

6. Monday, September 28: many-server heavy-traffic limits

7. Wednesday, September 30: empirical distributions

8. Friday, October 2: Guodong Pang in DRO PhD seminar, 12:15PM-1:45PM in Uris 327. Lunch will be provided. (second of two seminars).

9. Monday, October 5: the two-parameter fluid approximation, 2006 fluid paper plus paper in progress with Yunan Liu

10. Wednesday, October 7: attend Rouba's lecture on Friday

11. Friday, October 9: Rouba Ibrahim in DRO PhD seminar, 12:15PM-1:45PM in Uris 327. Lunch will be provided.

12. Monday, October 12: NO CLASS, INFORMS Conference, San Diego, CA

13. Wednesday, October 14: NO CLASS, INFORMS Conference, San Diego, CA

14. Monday, October 19: New evolving paper on G/D/n with Karl Sigman.

15. Wednesday, October 21: Ohad Perry on his four thesis papers. (first three papers on web pages)

16. Monday, October 26: Ohad continues.

17. Wednesday, October 28: Yunan talks about stabilizing abandonment probabilities with time-varying arrivals.
    • Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals., by Yunan Liu and Ward Whitt, submitted to Operations Research

18. Monday, November 2: No class. Academic holiday.

19. Wednesday, November 4: Rouba Ibrahim on real-time delay estimators for many-server queues. (four papers on web pages)

20. Monday, November 9: Henry Lam talks about rare-event simulation in many-server queues

21. Wednesday, November 11: Yunan ralks about the fluid model approximation for heavily loaded G_t/GI/s_t+GI queues (new paper in preparation)

22. Monday, November 16: Rouba Ibrahim on real-time delay estimators for many-server queues with time-varying arrival rates and staffing levels (new paper in preparation)

23. Wednesday, November 18: no class

24. Monday, November 23: Ward on nearly deterministic queues, take 2 (new paper with Karl Sigman in preparation, copies sent out)

25. Wednesday, November 25: No class, day before Thanksgiving holiday.

26. Monday, November 30: no class (recovering from Thanksgiving), individual meetings to discuss projects

27. Wednesday, December 2: no class, individual meetings to discuss projects

28. Monday, December 7: Abishek will talk about asymptotics in computational biology. The specific title is: Asymptotics in RNA Secondary Structures. Here are four background papers.
    • Central and local limit theorems for RNA structures, by Emma Y. Jin, Christian M. Reidys, Journal of Theoretical Biology, 250 (2008) 547–559.
    • Secondary Structure of Single-Stranded Nucleic Acids, by Michael S. Waterman STUDIES IN FOUNDATIONS AND COMBINATORICS ADVANCES IN MATHEMATICS SUPPLEMENTARY STUDIES,, VOL. 1, 1978.
    • Linear trees and RNA secondary structures, by William R. Schmitt and Michael S. Waterman, Discrete Applied Mathematics, 51 (1994) 317-323.
    • Asymptotic Enumeration of RNA Structures with Pseudoknots, by Emma Y. Jin, Christian M. Reidys. Bulletin of Mathematical Biology, (2008) 70: 951–970.

29. Wednesday, December 9: no class - Ohad will defend his thesis.

30. Friday, December 11: Rodrigo will talk about processor sharing queues at Amazon

31. Monday, December 14: Song-Hee will talk about queueing models in healthcare

32. Tuesday, December 15: Sang Won

33. Wednesday, December 16: Arseniy will talk about heavy-tailed distributions and stable laws and their application to queues and finance