Stochastic-Process Limits
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Publication:2774027
DOI10.1007/b97479zbMath0993.60001OpenAlexW4252302949MaRDI QIDQ2774027
Publication date: 28 February 2002
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b97479
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Traffic problems in operations research (90B20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations, Limit theorem for continuous-time random walks with two time scales, Weighted Dyck paths and nonstationary queues, Nonlinearly Perturbed Stochastic Processes and Systems, Varying coefficient single-index regression model with missing responses under rank-based modelling, Mixtures of Tempered Stable Subordinators, On the Optimal Control of Parallel Processing Networks with Resource Collaboration and Multitasking, Computing Sensitivities for Distortion Risk Measures, Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling, Control of Fork-Join Processing Networks with Multiple Job Types and Parallel Shared Resources, On joint weak convergence of partial sum and maxima processes, Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients, Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums, Stability of Parallel Server Systems, A Fluid-Diffusion-Hybrid Limiting Approximation for Priority Systems with Fast and Slow Customers, Heavy-Traffic Analysis Through Uniform Acceleration of Queues with Diminishing Populations, Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes, Instantaneous Control of Brownian Motion with a Positive Lead Time, Mean Field Games with Singular Controls, On Mean Field Games models for exhaustible commodities trade, Embedded Markov chain approximations in Skorokhod topologies, Cache Miss Estimation for Non-Stationary Request Processes, An Analysis of a Large-Scale Machine Repair Model, Heavy-Traffic Limit of the GI/GI/1 Stationary Departure Process and Its Variance Function, Delay-Based Service Differentiation with Many Servers and Time-Varying Arrival Rates, Universality of Power-of-d Load Balancing in Many-Server Systems, A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains, Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control, Small Deviations of Sums of Correlated Stationary Gaussian Sequences, Heavy-Traffic Analysis of Sojourn Time Under the Foreground–Background Scheduling Policy, Dynamic Matching for Real-Time Ride Sharing, Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises, Nonlinear dynamics of continuous-time random walks in inhomogeneous medium, Occupation times of alternating renewal processes with Lévy applications, Entrance laws at the origin of self-similar Markov processes in high dimensions, Subdiffusive Load Balancing in Time-Varying Queueing Systems, Time-Varying Robust Queueing, Queueing Models for Patient-Flow Dynamics in Inpatient Wards, On the Taylor Expansion of Value Functions, Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues, A Rare-Event Simulation Algorithm for Periodic Single-Server Queues, Multivariate multiple test procedures based on nonparametric copula estimation, HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS, BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN, Big Jobs Arrive Early: From Critical Queues to Random Graphs, Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems, Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes, Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances, Non-Gaussian fluctuations of randomly trapped random walks, Necessary and sufficient condition for ℳ2-convergence to a Lévy process for billiards with cusps at flat points, UNIFORM CONVERGENCE TO A LAW CONTAINING GAUSSIAN AND CAUCHY DISTRIBUTIONS, A surveillance procedure for random walks based on local linear estimation, Birth and Death (BDP) Process Models with Applications, Diffusion processes on branching Brownian motion, Limit theorems for continuous-time random walks with infinite mean waiting times, Time-Scaling Limits for Markov-Modulated Infinite-Server Queues, Martingale approach for tail asymptotic problems in the generalized Jackson network, On product-form stationary distributions for reflected diffusions with jumps in the positive orthant, Unifying the Dynkin and Lebesgue–Stieltjes formulae, Functional laws for trimmed Lévy processes, Finite-pool queueing with heavy-tailed services, Rare events of transitory queues, On the Parisian ruin of the dual Lévy risk model, A quenched central limit theorem for biased random walks on supercritical Galton–Watson trees, The Self‐Similar and Multifractal Nature of a Network Traffic Model, Coupled continuous time-random walks in quenched random environment, Limit theorems for the fractional nonhomogeneous Poisson process, An Equilibrium Analysis of a Multiclass Queue with Endogenous Abandonments in Heavy Traffic, Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues, Staffing to Stabilize the Tail Probability of Delay in Service Systems with Time-Varying Demand, Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue, Management of a Shared-Spectrum Network in Wireless Communications, FORECAST ERRORS IN SERVICE SYSTEMS, Fluid queues driven by birth and death processes with quadratic rates, Approximation for the Normal Inverse Gaussian Process Using Random Sums, Optimal multi-asset trading with linear costs: a mean-field approach, Stationary Waiting Time in Parallel Queues with Synchronization, Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization, Markov modulated fluid network process: Tail asymptotics of the stationary distribution, Single-server queues under overdispersion in the heavy-traffic regime, Biased random walks on random graphs, An ODE for an Overloaded X Model Involving a Stochastic Averaging Principle, Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain, Queues with path-dependent arrival processes, Switching diffusion approximations for optimal power management in parallel processing systems, Optimal pricing barriers in a regulated market using reflected diffusion processes, Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime, Performance Analysis for Loss Systems with Many Subscribers and Concurrent Services, On the local time of a recurrent random walk on ℤ², Convergence in distribution for randomly stopped random fields, Functional limit theorems for the euler characteristic process in the critical regime, Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs, Scheduling to Differentiate Service in a Multiclass Service System
