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Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - RTG1845

"Diffusions with reflection"

Topic III:  Applications

 

  1. Diffusion approximation of a queuing system with a large buffer. Stationary distribution. Asymptotic behavior of a rejection probability.
  2. Processor sharing models. (Idea)
  3. Some models in a risk theory. (Sketch)