Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes

DOI10.1017/JPR.2023.50MaRDI QIDQ6500024zbMATH OpenFDO

Authors Bo Li, Guodong Pang

Publication date 10 May 2024

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/JPR.2023.50

zbMATH Keywords

functional central limit theoremHawkes processmultidimensional reflected Brownian motionmultidimensional reflected Ornstein-Uhlenbeck diffusionparallel single-server queuesrandom splitting/sampling

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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Cited in

(1)

• Scaling limits for interactive Hawkes shot noise processes

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