scientific article; zbMATH DE number 879792

MaRDI QIDQ4878850zbMATH OpenFDO

Authors Sid Browne, Ward Whitt

Publication date 2 September 1996

zbMATH Keywords

birth-and-death processesdiffusion processespiecewise constantpiecewise linearsteady-state distributions

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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• An analysis of a large-scale machine repair model
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• Economies-of-scale in many-server queueing systems: tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime
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• Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives
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• Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes
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• Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes
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