Heavy Traffic Limit Theorems for Queues: A Survey
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Publication:4048352
DOI10.1007/978-3-642-80838-8_15zbMath0295.60081OpenAlexW2132887128MaRDI QIDQ4048352
Publication date: 1974
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-80838-8_15
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (39)
Heavy traffic limits for some queueing networks ⋮ Strong approximations for multiclass feedforward queueing networks. ⋮ A law of the iterated logarithm for the sojourn time process in queues in series ⋮ Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic ⋮ Some interesting processes arising as heavy traffic limits in an M/M/\(\infty\) storage process ⋮ Relating the waiting time in a heavy-traffic queueing system to the queue length ⋮ How fast do equilibrium payoff sets converge in repeated games? ⋮ The heavy traffic limit of a class of Markovian queueing models ⋮ Diffusion approximation to theG/G/R machine repair problem with warm standby spares ⋮ Ladder heights, Gaussian random walks and the Riemann zeta function ⋮ A law of the iterated logarithm for extreme queue length in multiphase queues ⋮ Large deviation analysis of the single server queue ⋮ Little's laws for extreme values in multi-server multi-core open queueing networks ⋮ The problem of stability in queueing theory ⋮ Dynamic policy for idling time preservation ⋮ Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives ⋮ Heavy-traffic single-server queues and the transform method ⋮ Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic ⋮ Weak convergence for generalized semi-Markov processes ⋮ Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift ⋮ A law of the iterated logarithm for global values of waiting time in multiphase queues. ⋮ Coupling method for asymptotic analysis of queues with regenerative input and unreliable server ⋮ A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline ⋮ On Lerch's transcendent and the Gaussian random walk ⋮ Heavy traffic limits for the extreme waiting time in multi-phase queueing systems ⋮ Jackson network in a random environment: strong approximation ⋮ Cumulants of the maximum of the Gaussian random walk ⋮ On extreme values in open queueing networks ⋮ Unnamed Item ⋮ Asymptotic optimality of the round-robin policy in multipath routing with resequencing ⋮ Brownian models of multiclass queueing networks: Current status and open problems ⋮ On the analysis of the virtual waiting time in open queueing networks ⋮ A Double Band Control Policy of a Brownian Perishable Inventory System ⋮ Learning Unknown Service Rates in Queues: A Multiarmed Bandit Approach ⋮ Examples for the Theory of Strong Stationary Duality with Countable State Spaces ⋮ Diffusion approximation for storage processes ⋮ Complex transient phenomena in multiphase queuing systems. II ⋮ Approximations for the probability of ruin within finite time ⋮ On the rate of convergence of the diffusion approximations
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