Weining Kang

Assistant Professor of Mathematics

Department of Mathematics and Statistics
University of Maryland, Baltimore County
1000 Hilltop Circle
Baltimore, MD 21250

Office: MP 403
Voice: (410) 455-2433
Fax: (410) 455-1066

E-mail: wkang AT umbc DOT edu

Education

Ph.D. in Mathematics, Department of Mathematics, University of California, San Diego, 2005

Research

Research Interests:

Probability Theory, Stochastic Processes, Stochastic Networks, Stochastic Modeling

Preprints:

An invariance principle for semimartingale reflecting Brownian motions (SRBMs) in cones with piecewise constant reflection fields.
An equivalence property for non-semimartingale reflected diffusions, (with K. Ramanan).
Submartingale problem formulation for a class of reflected diffusions in piecewise smooth domains, (with K. Ramanan), Submitted.
An Algorithm to Compute Fluid Models of Gt/GI/Nt + GI Queues, (with G. Pang), Submitted.
Impatience Differentiation of G/GI/N+G Queues with Delayed Feedback, (with G. Pang), Submitted.
Equivalence of Fluid Models for Gt/GI/N + GI Queues, (with G. Pang), Submitted.
Fluid limits of many-server queueing network with impatient customers and feedback, (with G. Pang), Submitted.

Publications:

Existence and Uniqueness of a Fluid Model for Many-Server Queues with Abandonment, Operations Research Letters, 42, 6-7, 478-483, 2014.
Fluid limits of many-server retrial queues with nonpersistent customers, in press in Queueing Systems.
Characterization of stationary distributions of reflected diffusions.
(with K. Ramanan), Annals of Applied Probability 24, 4, 1329-1374, 2014.
Fluid approximations of many-server queues with delayed feedback and heterogeneous service and patience times.
(with H. Lu and G. Pang), the Workshop on Mathematical performance Modeling and Analysis (MAMA) in conjunction with ACM Sigmetrics, 2013.
Diffusion approximation for an input-queued switch operating under a maximum weight matching algorithm.
(with R. J. Williams), Stochastic Systems, 2, 277-321, 2012.
Asymptotic Approximations for Stationary Distributions of Many-Server Queues. (PDF)
(with K. Ramanan), Annals of Applied Probability, 22, 477-521, 2012.
A Dirichlet process characterization of a class of reflected diffusions. (PDF)
(with K. Ramanan), Annals of Probability, 38, 1062-1105, 2010.
Fluid limits of many-server queues with reneging. (PDF)
(with K. Ramanan), Annals of Applied Probability, 20, 2204-2260, 2010.
State space collapse and diffusion approximation for a network operating under a fair bandwidth-sharing policy. (PDF)
(with F. P. Kelly, N. H. Lee and R. J. Williams), Annals of Applied Probability 19, 1719-1780, 2009.
The Skorokhod problem in a time-dependent interval. (PDF)
(with K. Burdzy and K. Ramanan), Stochastic Processes and Their Applications, 119, 428-452, 2008.
An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries. (PDF)
(with R. J. Williams), Annals of Applied Probability, 17, 741-779, 2007.
Product form stationary distributions for diffusion approximations to a flow-level model operating under a proportional fair sharing policy.
(with F. P. Kelly, N. H. Lee and R. J. Williams), ACM SIGMETRICS Performance Evaluation Review, Volume 35, Issue 2, 36-38, 2007.
On fluid and Brownian approximations for an Internet congestion control model.
(with F. P. Kelly, N. H. Lee and R. J. Williams), Proceedings of the 43rd IEEE Conference on Decision and Control. December 2004, 3938-3943.

Teaching

(Spring 2014) Math 430/603 Matrix Analysis
(Spring 2014) Math 221 Introduction of Linear Algebra
(Fall 2013) Math 385 Introduction to Mathematical Modeling
(Fall 2013) Stat 622 Probability Theory and Stochastic Processes II
(Spring 2013) Math 710 Special Topics in Applied Mathematics
(Spring 2013) Math 385 Introduction to Mathematical Modeling
(Fall 2012) Math 385 Introduction to Mathematical Modeling
(Fall 2012) Math 251 Multivariable Calculus
(Spring 2012) Math 430/603 Matrix Analysis
(Spring 2012) Math 385 Introduction to Mathematical Modeling
(Fall 2011) Math 251 Multivariable Calculus
(Fall 2011) Math 385 Introduction to Mathematical Modeling
(Spring 2011) Stat 622 Probability Theory and Stochastic Processes II
(Spring 2011) Math 385 Introduction to Mathematical Modeling
(Fall 2010) Math 385 Introduction to Mathematical Modeling
(Fall 2010) Math 251 Multivariable Calculus
(Spring 2010) Math 484 Stochastic Methods in Operations Research
(Fall 2009) Math 251 Multivariate Calculus

Last updated in November 2014