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CESG Fishbowl Seminar: Asymptotics of the invariant measure in mean-field models with jumps

June 25, 2013 @ 2:00 pm - 3:00 pm

Room 333 Wisenbaker (Fishbowl)

CESG Fishbowl Seminar
Professor Rajesh Sundaresan
Dept. of ECE
Indian Institute of Science

Abstract: I will highlight a control-theoretic approach to deriving the large deviation principle for invariant measures in a mean-field model with jumps. The approach is effective when the dynamical system associated with the mean-field limit has a unique globally asymptotically stable equilibrium. I will outline the steps, and will then indicate how the steps were accomplished in the example of a mean-field model with jumps. I will also point out where the method fails when there are multiple stable stationary points or omega-limit sets for the dynamical system. The talk will be based on joint work (arXiv:1107.4142) with Vivek S. Borkar.

Bio: Rajesh Sundaresan is a visiting scholar at the Coordinated Science Laboratory, University of Illinois at Urbana-Champaign. He is an associate professor at the ECE department of the Indian Institute of Science, Bangalore. He is visiting the Coordinated Science Laboratory on an Indo-US Science and Technology Forum Fellowship. He received his Ph.D. in Electrical Engineering from Princeton University in 1999, designed wireless modems at Qualcomm Incorporated from 1999 to 2005, and joined the faculty of the Indian Institute of Science in 2005. His research interests are in the areas of information theory and networks.

Host: Dr. Shakkottai

Details

Date:
June 25, 2013
Time:
2:00 pm - 3:00 pm