時 間：97年12月15日(星期一) 14:10 – 15:00
演講人：Peter W. Glynn (彼得 格林)（Stanford University; Department of Management Science and Engineering）
題 目： Heavy Tails, Sharp Thresholds, and Stochastic Modeling
綱要：In many stochastic models arising in applied probability, it is known that the tail behavior of the governing random variables plays a key role in the rare event behavior of the system. On the other hand, the typical behavior of the system is often influenced primarily by the center of the distribution of the governing random variables (for example, moments). In this talk, we will discuss the temporal and spatial scales at which the tail behavior manifests itself for several stylized queueing models. In some settings, a sharp threshold can be identified at which the moments determine system behavior below the threshold, and the tail structure above the threshold. We will also discuss the implications of these results for stochastic modeling of queueing systems. These ideas give a partial justification for the use of heavy-tailed distributions even in settings in which physical constraints imply that the random variables must be bounded.
地 點：志希二樓 070221
備 註：茶會時間為13:30~14:00於果夫一樓應用數學系教授休息室