Theoretical Statistics and Mathematics Unit

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Title :Large deviations for Cox processes and Cox/G/infinity queues; with a biological application
Speaker : Ayalvadi Ganesh (University of Bristol-UK)
Time : January 10, 2019 (Thursday), 03:30 PM
Venue : Auditorium
Abstract : We show that a sequence of Cox processes on a Polish space E satisfy a large deviation principle (LDP), provided their directing measures do so on the space of finite measures on E equipped with the weak topology. Next, we consider a sequence of infinite server queue with general iid service times, where the arrivals constitute Cox processes with translation invariant directing measures assumed to satisfy an LDP. We show that the corresponding sequence of queue occupancy measures also satisfy an LDP. These questions were motivated by the problem of describing fluctuations of molecule numbers in biochemical reaction networks within cells. Joint work with Justin Dean and Edward Crane.

[Seminar] [Past Seminar] [Stat Math Unit] [Indian Statistical Institute]