A heavy-traffic perspective on departure process variability

DOI10.1016/j.spa.2023.01.002MaRDI QIDQ6144433

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

departure processesreflected Brownian motiontandem networksasymptotic variabilityheavy-traffic analysisBRAVO effect

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A tandem storage system and its diffusion limit
• The asymptotic variance rate of the output process of finite capacity birth-death queues
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• On additive functionals of Markov chains
• On the rate of convergence to equilibrium for reflected Brownian motion
• Heavy-traffic limits for stationary network flows
• Strong approximation for additive functionals of geometrically ergodic Markov chains
• The asymptotic variance of departures in critically loaded queues
• Bounding Stationary Expectations of Markov Processes
• An approximation of partial sums of independent RV's, and the sample DF. II
• The Optimal Order of Service in Tandem Queues
• Queueing output processes
• A conservation property for general GI/G/1 queues with an application to tandem queues
• Applied Probability and Queues
• The heavy traffic approximation for single server queues in series
• Heavy-Traffic Limit of the GI/GI/1 Stationary Departure Process and Its Variance Function
• The Output of a Queuing System
• Brownian Models of Performance and Control
• The Correlation Structure of the Output Process of Some Single Server Queueing Systems
• The departure process from the GI/G/1 Queue

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