On the Invariance Principle for the First Passage Time

DOI10.1287/MOOR.19.4.946zbMATH Open0837.60034OpenAlexW2069832590MaRDI QIDQ4698107FDOQ4698107

Authors: A. A. Puhalskii 

Publication date: 20 May 1996

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.19.4.946

Recommendations

• Invariance principles for the first passage times of perturbed random walks
• Invariance principles in queueing theory
• scientific article; zbMATH DE number 1055626
• scientific article

zbMATH Keywords

queueing systeminvariance principlelimit theoremfirst passage time process

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Functional limit theorems; invariance principles (60F17)

Cited In (11)

• Fluid and heavy traffic diffusion limits for a generalized processor sharing model
• Heavy-traffic limits for waiting times in many-server queues with abandonment
• Approximations for chat service systems using many-server diffusion limits
• Delay-based service differentiation with many servers and time-varying arrival rates
• Dynamic routing in large-scale service systems with heterogeneous servers
• Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control
• Heavy-traffic limits for a many-server queueing network with switchover
• Random observations of marked Cox processes. Time insensitive functionals
• Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline
• Random Walk Analysis in Antagonistic Stochastic Games
• Steady-state analysis of a multiserver queue in the Halfin-Whitt regime

This page was built for publication: On the Invariance Principle for the First Passage Time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4698107)