A heavy-traffic perspective on departure process variability

DOI10.1016/J.SPA.2023.01.002MaRDI QIDQ6144433zbMATH OpenFDO

Authors Peter W. Glynn, Rob J. Wang

Publication date 29 January 2024

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

zbMATH Keywords

reflected Brownian motiontandem networksasymptotic variabilityheavy-traffic analysisdeparture processesBRAVO effect

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• The variance of departure processes: puzzling behavior and open problems
• The asymptotic variance of departures in critically loaded queues
• Heavy-traffic limit of the \(GI/GI/1\) stationary departure process and its variance function
• BRAVO for many-server QED systems with finite buffers
• Departures from a Queue with Many Busy Servers

Cites work

• scientific article; zbMATH DE number 1631026 (Why is no real title available?)
• scientific article; zbMATH DE number 3149379 (Why is no real title available?)
• scientific article; zbMATH DE number 45955 (Why is no real title available?)
• scientific article; zbMATH DE number 1478492 (Why is no real title available?)
• A conservation property for general GI/G/1 queues with an application to tandem queues
• A tandem storage system and its diffusion limit
• An approximation of partial sums of independent RV's, and the sample DF. II
• Applied Probability and Queues
• Bounding Stationary Expectations of Markov Processes
• Brownian models of performance and control
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Handbook of linear partial differential equations for engineers and scientists
• Heavy-traffic limit of the \(GI/GI/1\) stationary departure process and its variance function
• Heavy-traffic limits for stationary network flows
• On additive functionals of Markov chains
• On the rate of convergence to equilibrium for reflected Brownian motion
• Queueing output processes
• Strong approximation for additive functionals of geometrically ergodic Markov chains
• The Correlation Structure of the Output Process of Some Single Server Queueing Systems
• The Optimal Order of Service in Tandem Queues
• The asymptotic variance of departures in critically loaded queues
• The asymptotic variance rate of the output process of finite capacity birth-death queues
• The departure process from the GI/G/1 Queue
• The heavy traffic approximation for single server queues in series
• The output of a queuing system

This page was built for publication: A heavy-traffic perspective on departure process variability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6144433)