Heavy-traffic limit of the GI/GI/1 stationary departure process and its variance function

DOI10.1287/STSY.2018.0011zbMATH Open1446.60076OpenAlexW2802694236WikidataQ57404039 ScholiaQ57404039MaRDI QIDQ5113882FDOQ5113882

Authors: Ward Whitt, Wei You 

Publication date: 18 June 2020

Published in: Stochastic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/stsy.2018.0011

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zbMATH Keywords

stationary processheavy trafficqueueing networksindex of dispersiondeparture processesrobust queueing

Mathematics Subject Classification ID

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

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Cited In (9)

• The advantage of indices of dispersion in queueing approximations
• Heavy-traffic limits for stationary network flows
• A heavy-traffic perspective on departure process variability
• Heavy-traffic asymptotics for stationary GI/G/1-type Markov chains
• DEPARTURE PROCESSES FROM GI/GI/\infty AND GI/GI/c/c WITH SMOOTHED ARRIVALS
• A robust queueing network analyzer based on indices of dispersion
• The asymptotic variance of departures in critically loaded queues
• Diffusion parameters of flows in stable multi-class queueing networks
• The intercept term of the asymptotic variance curve for some queueing output processes

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