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Dr Giang Nguyen is a Senior Lecturer in Applied Mathematics at the University of Adelaide. Her research interests include stochastic differential equations, Markov-modulated Brownian motions, stochastic fluid flows, matrix-analytic methods, branching processes, and the Hamiltonian cycle problem. She received a PhD from the University of South Australia in 2009, and completed her postdoctoral studies at the Universite libre de Bruxelles (2009-2012) and at the University of Adelaide (2012-2013). She was the inaugural Treasurer of the Australian Mathematical Society Women in Mathematics Special Interest Group (WIMSIG) (2013-2018), and is currently the Director of Gender Equity, Diversity and Inclusion of the Faculty of Engineering, Computer and Mathematical Sciences, the University of Adelaide. She is a 2019 South Australia Tall Poppy Winner.
Convergence of stochastic processes
Convergence of stochastic processes
Abstract:
Abstract:
Limit theorems are useful as often one can use the approximating mathematical objects to gain insight about the limiting ones. In this talk, we consider stochastic fluid processes and Markov-modulated Brownian motion, and show that the former converge to the latter both weakly and strongly.
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