Transient behavior of the Halfin-Whitt diffusion

DOI10.1016/J.SPA.2011.03.007zbMATH Open1235.60133OpenAlexW2034203409MaRDI QIDQ550164FDOQ550164

Authors: Johan S. H. van Leeuwaarden, Charles Knessl 

Publication date: 8 July 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.03.007

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zbMATH Keywords

diffusionasymptotic analysisHalfin-Whitt regimeGI/M/s queueM/M/s queuequeues in heavy traffic

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Asymptotic expansions of solutions to ordinary differential equations (34E05)

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Cited In (12)

• Transient analysis of the Erlang A model
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
• Scalable Load Balancing in Networked Systems: A Survey of Recent Advances
• Economies-of-scale in many-server queueing systems: tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime
• Universality of power-of-\(d\) load balancing in many-server systems
• Some asymptotic results for the transient distribution of the Halfin-Whitt diffusion process
• Asymptotic Analysis of A Backward-Forward Parabolic Problem for Data-Handling Systems
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter
• Managing capacity and inventory jointly for multi-server make-to-stock queues
• First passage times to congested states of many-server systems in the Halfin-Whitt regime
• Spectral gap of the Erlang A model in the Halfin-Whitt regime
• On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime

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