A Jackson network under general regime

DOI10.1214/18-BJPS401MaRDI QIDQ2318629zbMATH OpenOpenAlexFDO

Authors Yair Y. Shaki

Publication date 15 August 2019

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1560153851

zbMATH Keywords

conventional diffusion regimediffusion limitsHalfin-Whitt regimeheavy trafficJackson networkmany-server queueOrnstein-Uhlenbeck processqueue-length process

Mathematics Subject Classification ID

Diffusion processes (60J60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Traffic problems in operations research (90B20) Queues and service in operations research (90B22)

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Cites work

• A diffusion regime with nondegenerate slowdown
• Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown
• Capacity allocation in generalized Jackson networks
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• How Multiserver Queues Scale with Growing Congestion-Dependent Demand
• scientific article; zbMATH DE number 1631026 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 2006037 (Why is no real title available?)
• scientific article; zbMATH DE number 3431955 (Why is no real title available?)
• On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
• Open Queueing Networks in Heavy Traffic
• Optimal control of service rates and arrivals in Jackson networks
• Optimal service‐capacity allocation in a loss system
• Point processes and queues. Martingale dynamics
• Reflected Brownian motion on an orthant
• Statistical Analysis of a Telephone Call Center
• Strong approximation for Markovian service networks
• Validity of heavy traffic steady-state approximations in generalized Jackson networks

Cited in

(1)

• Diffusion approximations for open Jackson networks with reneging

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