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Academic Lecture: Matrix-Analytic Methods and their Applications
2015-6-12
Location: Room 309, Taishan research building
Speaker: Prof. Qi-Ming He, University of Waterloo, Canada
Time: June 15th  8:30 – 11:30  13:30 – 16:30

          June 16th   8:30 – 11:30

          June 17th   8:30 – 11:30

          June 18th   8:30 – 11:30

          June 19th   8:30 – 11:30  13:30 – 16:30

          June 22nd   8:30 – 11:30

          June 23rd   8:30 – 11:30  13:30 – 16:30

          June 24th  8:30 – 11:30

          June 25th   8:30 – 11:30

Content: This course offers a brief introduction to matrix-analytic methods and their applications in queueing theory, inventory theory, supply chain management, telecommunications networks, reliability, finance mathematics, risk and insurance analysis, and biostatistics.  In the first half of the course, the basic theory on phase-type distributions, Markovian arrival processes, and matrix-geometric solutions is introduced.  In the second half of the course, applications of matrix-analytic methods in stochastic modeling (queueing, reliability, inventory, supply chain, etc.) are examined.  Several interesting papers related to the theory of matrix-analytic methods and their applications are discussed.  

Topics:         1.   From exponential distribution to phase-type distribution.

                     2.  From Poisson process to Markovian arrival process.

                     3.  From birth-and-death process to structured Markov chains.

                     4.  Applications in queueing theory

                     5.  Applications in inventory theory and supply chain management.

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