Speaker: Professor Søren Asmussen, Aarhus University

The busy period R in an M/G/1 queue and various quantities associated with branching processes satisfy fixed point equations of the form, variants occur for example for the Google page rank algorithm.  We present a simple derivation of the asymptotics of the tail of R under a regular variation condition somewhat more general than in the literature, and give a multivariate version applying to
multitype branching processes and multiclass queues.

Joint work with Sergey Foss.

About Statistics, modelling and operations research seminars

Students, staff and visitors to UQ are welcome to attend our regular seminars.

The events are jointly run by our Operations research and Statistics and probability research groups.

The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.


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