Ergodicity of an SPDE associated with a many-server queue

DOI10.1214/18-AAP1419zbMath1447.60087arXiv1512.02929MaRDI QIDQ1737961

Reza Aghajani, Kavita Ramanan

Publication date: 24 April 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.02929

zbMATH Keywords

stochastic partial differential equationsergodicitystationary distributiondiffusion approximationsHalfin-Whitt regimeItô processasymptotic coupling\(GI/GI/N\) queueasymptotic equivalent coupling

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Long-Time Limit of Nonlinearly Coupled Measure-Valued Equations that Model Many-Server Queues with Reneging, Ergodicity of an SPDE associated with a many-server queue, Diffusion approximations for load balancing mechanisms in cloud storage systems, The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime, Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone, On Uniform Exponential Ergodicity of Markovian Multiclass Many-Server Queues in the Halfin–Whitt Regime

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