Thursday, December 4, 1997
04:30 PM in MATH 175
Prem S. Puri Memorial Lecture
Marcel Neuts, Professor Emeritus, Department of Industrial Engineering, University of Arizona

Quasi-Birth-and-Death Processes and Queueing Models

Abstract

Quasi-birth-and-death processes (QBDs) are generalizations of simple random walks to a state space with a semi-infinite lattice structure. They arise naturally in various queueing models and have a rich mathematical theory, which will be reviewed. The speaker will describe recent results and several open problems and suggest QBDs whose numerical exploration will provide important new insights into various questions of applied interest.