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