Queues with path-dependent arrival processes

DOI10.1017/jpr.2020.103zbMath1476.60166OpenAlexW3175905612MaRDI QIDQ4997201

Kerry W. Fendick, Ward Whitt

Publication date: 28 June 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2020.103

zbMATH Keywords

queuesdiffusion approximationsheavy-traffic limitgeneralized Pólya processGaussian Markov processpath-dependent stochastic processes

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Heavy traffic limits for queues with non-stationary path-dependent arrival processes ⋮ Queueing networks with path-dependent arrival processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Gaussian queues in light and heavy traffic
• Little's law when the average waiting time is infinite
• On the exact solution of a generalized Pólya process
• Large-time asymptotics for the \(G_{t}/M_{t}/s_{t}+GI_{t}\) many-server fluid queue with abandonment
• Stabilizing performance in a single-server queue with time-varying arrival rate
• Negative binomial distributions for point processes
• A note on transient Gaussian fluid models
• The advantage of indices of dispersion in queueing approximations
• Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
• A queueing model with independent arrivals, and its fluid and diffusion limits
• Some limit theorems for Hawkes processes and application to financial statistics
• Stochastic-Process Limits
• Characterization of the Generalized Pólya Process and its Applications
• A new view of the heavy-traffic limit theorem for infinite-server queues
• Central limit theorems in D[0, 1]
• Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues
• BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION
• ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY
• Queues Driven by Hawkes Processes
• Minimizing the Maximum Expected Waiting Time in a Periodic Single-Server Queue with a Service-Rate Control
• Technical Note—A Last Word on L = λW
• Spectra of some self-exciting and mutually exciting point processes

This page was built for publication: Queues with path-dependent arrival processes