THE STOCHASTIC MODELING SEMINAR

Summer 2012

The main goal of the seminar is to study classic Stochastic Modeling theories, especially in the queueing area. We will closely follow two books:

1.Adventures in Stochastic Processes, by Sidney I. Resnick
2.Applied Probability and Queues, by Søeren Asmussen

Organizer: Yifan Xu
Email: yxu@math.binghamton.edu

The seminar is intended for all graduate students who are interested in learning theories and real world applications of Stochastic Processes. A measure theory based probability course should be enough as background knowledge. Lectures are given twice per week. Exercises from textbooks will be suggested every week and discussed in the following week.

If you are interested in giving a talk or have any suggestions/comments please contact Yifan Xu.

Schedule Part II (Book II):

Schedule Part I (Book I):

• May 22
  Speaker: Yifan Xu
  Topic: Probability Generating Functions & The Simple Branching Process
  Abstract
• May 24
  Speaker: Yifan Xu
  Topic: The Simple Random Walk, Formal Definition of Processes and Stopping Times
  Exercises
• May 29
  Speaker: Yifan Xu
  Topic: Markov Chains: Defninitions, Transition Prob. and State Properties
• May 31
  Speaker: Yifan Xu
  Topic: Markov Chains: Canonical Decompositon, Absorption Prob. and Limit Distributions
  Exercises
• June 5
  Speaker: Matthew Haner (Mansfield University)
  Topic: Renewal Theory
• June 7
  Speaker: Matthew Haner (Mansfield University)
  Topic: Renewal Theory
  Exercises
• June 12
  Speaker: Dina Haner
  Topic: Point Processes
• June 14
  Speaker: Dina Haner
  Topic: Point Processes (Poisson processes and their properties)
  Exercises
• June 19
  Speaker: Jason Gallia (Department of Computer Science)
  Topic: Genetic Programming and Simulating Annealing
  Abstract
• June 20
  Speaker: Jason Gallia (Department of Computer Science)
  Topic: Machine Learning and Support Vector Machines
  Abstract
• June 21
  Speaker: Can Zhang
  Topic: Continuous Time Markov Processes
• June 22
  Speaker: Can Zhang
  Topic: Continuous Time Markov Processes
• June 26
  Speaker: Yifan Xu
  Topic: Brownian Motion
• June 28
  Speaker: Yifan Xu
  Topic: Brownian Motion
• July 19
  Topic: Review of Markov Processes in Queueing Settings (last talk in summer 2012)
  Speaker: Yifan Xu
  Time: 1:30pm-2:30pm
  Place: LN2205