主讲人：Wai-Ki CHING（Department of Mathematics ，The University of Hong Kong）
时间：2016年9月22日（周四）下午13：30
地点：科学会堂2层

Abstract:
Markov chain models are popular mathematical tools for studying many different kinds of real world systems such as queueing networks (continuous time) and categorical data sequences (discrete time). In this talk, I shall present some efficient numerical algorithms for solving Markovian queueing networks. I shall then introduce some other parsimonious high-order and multivariate Markov chain models for categorical sequences with applications. Efficient estimation methods for solving the model parameters will also be discussed. Practical problems and numerical examples will then be given to demonstrate the effectiveness of our proposed models