SPDE limits of many-server queues

DOI10.1214/11-AAP821zbMath1271.60098arXiv1010.0330WikidataQ101947226 ScholiaQ101947226MaRDI QIDQ1948686

Kavita Ramanan, Haya Kaspi

Publication date: 24 April 2013

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

Full work available at URL: https://arxiv.org/abs/1010.0330

zbMATH Keywords

stochastic partial differential equations; diffusion limits; Halfin-Whitt regime; fluid limits; measure-valued processes; many-server queues; Itō diffusion; GI/G/\(N\) queue

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

68M20: Performance evaluation, queueing, and scheduling in the context of computer systems

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60F17: Functional limit theorems; invariance principles

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