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【预告】“应用概率统计”系列讲座(16):Augmented Truncation Approximations for Markov Chains
时间:2020-11-25

 

:刘源远  中南大学

报告时间2020年1126 15:00-18:00

报告地点:腾讯会议 ID:141 774 614

 

摘要:In this talk, we will present the technique of augmented truncation approximations for discrete-time or continuous-time Markov Chains. We will first review our results for truncation approximations of invariant probability measures, and then we will present our recent advances in truncation approximations of the solution of Poisson's equation. Some examples are shown to illustrate these results. This talk is based on joint research with Wendi Li and Jinpeng Liu.

 

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,在《Advances in Applied Probability》《Journal of Applied ProbabilityQueueing Systems》《SIAM Journal on Matrix Analysis and ApplicationsScience China Mathematics》等国内外概率和数学主流刊物上发表学术论文40多篇,主持4项国家自然科学基金,2项省部级基金。现担任《Mathematical Reviews》评论员、《应用概率统计》期刊编委。