Robust heavy-traffic approximations for service systems facing overdispersed demand

DOI10.1007/s11134-018-9584-zzbMath1418.60118arXiv1512.05581WikidataQ92909140 ScholiaQ92909140MaRDI QIDQ2315070

Johan S. H. van Leeuwaarden, Bert Zwart, Augustus J. E. M. Janssen, Britt Mathijsen

Publication date: 31 July 2019

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.05581

zbMATH Keywords

overdispersion; random walk; saddle point method; heavy-traffic approximations

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

30E20: Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane

60K25: Queueing theory (aspects of probability theory)

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)