A heavy traffic approach to modeling large life insurance portfolios (Q2446005): Difference between revisions

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+Many-server diffusion limits for \(G/Ph/n+GI\) queues
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+A functional central limit theorem for the \(M/GI/\infty \) queue
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+Extremes of Gaussian processes over an infinite horizon
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+Uniform Central Limit Theorems
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+Big queues.
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+Heavy-Traffic Limits for Queues with Many Exponential Servers
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+Extremes of a certain class of Gaussian processes
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+Large Deviations for Gaussian Queues
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+Two-parameter heavy-traffic limits for infinite-server queues
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+The multiclass <i>GI/PH/N</i> queue in the Halfin-Whitt regime
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+The \(G/GI/N\) queue in the Halfin-Whitt regime
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+Stochastic-Process Limits
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