- Series
- Stochastics Seminar
- Time
- Thursday, October 22, 2009 - 3:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 269
- Speaker
- Ton Dieker – (ISyE, Georgia Tech)
- Organizer
- Yuri Bakhtin
In this talk, we study an interacting particle system arising in the
context of series Jackson queueing networks. Using effectively nothing
more than the Cauchy-Binet identity, which is a standard tool in
random-matrix theory, we show that its transition probabilities can be
written as a signed sum of non-crossing probabilities. Thus, questions
on time-dependent queueing behavior are translated to questions on
non-crossing probabilities. To illustrate the use of this connection,
we prove that the relaxation time (i.e., the reciprocal of the
’spectral gap’) of a positive recurrent system equals the relaxation
time of a single M/M/1 queue with the same arrival and service rates as
the network’s bottleneck station. This resolves a 1985 conjecture from
Blanc on series Jackson networks.
Joint work with Jon Warren, University of Warwick.