scientific article; zbMATH DE number 4153627

MaRDI QIDQ3482659zbMATH OpenFDO

Authors Peter W. Glynn

Publication date 1990

zbMATH Keywords

diffusion approximationsheavy traffic limit theorynetworks of queuesqueueing theoryweak convergence

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25)

Cited in

(36)

• Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
• Large finite population queueing systems: The single-server model
• Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
• A tandem fluid network with Lévy input in heavy traffic
• A blob method for diffusion
• Diffusion limits for the $(MAP_t / Ph_t / \infty)^N$ queueing network
• Strong approximations for multiclass feedforward queueing networks.
• Some remarks on diffusion distances
• Multiple comparisons with the best using common random numbers for steady-state simulations
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
• On busy periods of the critical GI/G/1 queue and BRAVO
• Deterministic diffusion
• On a single server queue fed by scheduled traffic with Pareto perturbations
• An alternative approach to heavy-traffic limits for finite-pool queues
• Stein's method for diffusive limits of queueing processes
• Diffusion curves with diffusion coefficients
• Stein's method for the single server queue in heavy traffic
• A law of the iterated logarithm for the sojourn time process in queues in series
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• Pathwise optimality of the exponential scheduling rule for wireless channels
• Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
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• On the optimal control of parallel processing networks with resource collaboration and multitasking
• A new stochastic model and its diffusion approximation
• Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift
• Queueing networks with path-dependent arrival processes
• High-order steady-state diffusion approximations
• A note on the first moment of makespan in an assembly shop
• First integrals in the diffusion approximation scheme

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