Heavy Traffic Limit Theorems for Queues: A Survey

DOI10.1007/978-3-642-80838-8_15zbMATH Open0295.60081OpenAlexW2132887128MaRDI QIDQ4048352FDOQ4048352

Ward Whitt

Publication date: 1974

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-80838-8_15

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Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited In (46)

• On the rate of convergence of the diffusion approximations
• Title not available (Why is that?)
• Heavy-traffic limits for queues with periodic arrival processes
• Coupling method for asymptotic analysis of queues with regenerative input and unreliable server
• A law of the iterated logarithm for the sojourn time process in queues in series
• A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline
• On Lerch's transcendent and the Gaussian random walk
• Cumulants of the maximum of the Gaussian random walk
• Diffusion approximation to theG/G/R machine repair problem with warm standby spares
• Heavy-traffic single-server queues and the transform method
• Heavy traffic analysis of multi-class bipartite queueing systems under FCFS
• Complex transient phenomena in multiphase queuing systems. II
• On extreme values in open queueing networks
• Learning Unknown Service Rates in Queues: A Multiarmed Bandit Approach
• Approximations for the probability of ruin within finite time
• A queueing model with ON/OFF sources: approximation and stationarity
• On the analysis of the virtual waiting time in open queueing networks
• Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic
• Heavy traffic limit theorems for a queueing system in which customers join the shortest line
• Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
• How fast do equilibrium payoff sets converge in repeated games?
• A law of the iterated logarithm for global values of waiting time in multiphase queues.
• Relating the waiting time in a heavy-traffic queueing system to the queue length
• Jackson network in a random environment: strong approximation
• Weak convergence for generalized semi-Markov processes
• Brownian models of multiclass queueing networks: Current status and open problems
• A Heavy Traffic Limit Theorem for Networks of Queues with Multiple Customer Types
• Strong approximations for multiclass feedforward queueing networks.
• Examples for the Theory of Strong Stationary Duality with Countable State Spaces
• The heavy traffic limit of a class of Markovian queueing models
• Heavy traffic limits for the extreme waiting time in multi-phase queueing systems
• Dynamic policy for idling time preservation
• The problem of stability in queueing theory
• A law of the iterated logarithm for extreme queue length in multiphase queues
• Some interesting processes arising as heavy traffic limits in an M/M/\(\infty\) storage process
• Asymptotic optimality of the round-robin policy in multipath routing with resequencing
• Title not available (Why is that?)
• Little's laws for extreme values in multi-server multi-core open queueing networks
• Heavy traffic limits for some queueing networks
• A Double Band Control Policy of a Brownian Perishable Inventory System
• Diffusion approximation for storage processes
• Large deviation analysis of the single server queue
• Heavy-traffic limits for nearly deterministic queues: Stationary distributions
• Ladder heights, Gaussian random walks and the Riemann zeta function
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
• Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives

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