报告题目：Bi-variate Exponential Distributions with the Maximum and Minimum Correlation Coefficients

报告人： 何启明教授 （加拿大滑铁卢大学）

报告时间：2023年11月30日（周四）上午10：00 - 11：00

报告地点：数理楼135教室

报告摘要: In this talk, we present results about bi-variate exponential distributions in Bladt and Nielsen (2010) and He et al. (2012). Bi-variate exponential distributions with the maximum and minimum correlation coefficients with a given total number of phases are constructed, and proved by using (vector) majorization and PH-majorization. We also report some recent progress on the maximum and minimum correlation coefficients. Those results are useful for the construction of bi-variate exponential distributions with a given correlation coefficient. (Joint work with Hanqin Zhang and Juan Vera)

简介：Dr. Qi-Ming He is a professor in the Department of Management Science and Engineering at the University of Waterloo. He received a Ph.D from the Institute of Applied Mathematics, Chinese Academy of Sciences in 1989 and a Ph.D from the Department of Management Science at the University of Waterloo in 1996. His main research areas are algorithmic methods in applied probability, queueing theory, and production management. In investigating various stochastic models, his favourite methods are matrix analytic methods. Recently, he is working on queueing systems with multiple types of customers and abandonment, Markov modulated fluid flow processes, and representations of phase-type distributions and their applications.