The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums

DOI10.1214/AOMS/1177693249MaRDI QIDQ5633337zbMATHOpenAlexFDO

Authors Donald L. Iglehart, Ward Whitt

Publication date 1971

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177693249

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited in

(24)

• Functional approach in the divisor distribution problems
• Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
• Accuracy of state space collapse for earliest-deadline-first queues
• Diffusion approximation for a heavily loaded multi-user wireless communication system with cooperation
• A functional limit theorem for general shot noise processes
• ON BOUNCING GEOMETRIC BROWNIAN MOTIONS
• Diffusion approximations for double-ended queues with reneging in heavy traffic
• Equivalences in strong limit theorems for renewal counting processes
• Large deviation analysis of the single server queue
• Invariance principle for processes with independent increments, conditioned to be positive
• Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic.
• Some invariance principles for stochastic processes and their inverse and supremum processes
• Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy
• Limit theorems for queueing systems with various service disciplines in heavy-traffic conditions
• Optimal service rate perturbations of many server queues in heavy traffic
• Maxima of sums of random variables and suprema of stable processes
• Controlling the running maximum of a diffusion process and an application to queueing systems
• Strong approximation of renewal processes
• Stochastic Abelian and Tauberian theorems
• Weak convergence inapplied probability
• Functional central limit theorems for processes with positive drift and their inverses
• Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
• CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
• Variables selection using \(\mathcal{L}_0\) penalty

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