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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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Speaker: V. Ramaswami, AT&T Research
Presentation Title: A Sample Path Approach to Stochastic Fluid Flow Models
Abstract: Recently, in a series of papers Soohan Ahn and I provided a sample path based approach to the analysis of Markov modulated fluid flow models yielding extremely fast, stable and accurate algorithms for the computation of both steady state and transient results in both the finite and infinite buffer cases. The approach based on ideas that parallel the matrix-geoemetric method in the discrete case can be considered as a stochastic discretization of the fluid model. Current research of mine are focused on generalizing these as an approach to stochastic integration and to apply it to the interesting area mathematical finance.
