On the Invariance Principle for the First Passage Time

DOI10.1287/MOOR.19.4.946MaRDI QIDQ4698107zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(11)

• Heavy-traffic limits for waiting times in many-server queues with abandonment
• 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
• Delay-based service differentiation with many servers and time-varying arrival rates
• Fluid and heavy traffic diffusion limits for a generalized processor sharing model
• Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline
• Approximations for chat service systems using many-server diffusion limits
• Steady-state analysis of a multiserver queue in the Halfin-Whitt regime
• Random Walk Analysis in Antagonistic Stochastic Games

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