The variance of departure processes: puzzling behavior and open problems

DOI10.1007/S11134-011-9249-7MaRDI QIDQ383216zbMATH OpenOpenAlexFDO

Authors Yoni Nazarathy

Publication date 25 November 2013

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://research.tue.nl/nl/publications/the-variance-of-departure-processes--puzzling-behavior-and-open-problems(4510a3bd-c2f0-4e53-99a3-d3b594511d76).html

zbMATH Keywords

queueing theoryasymptotic variance rateBRAVOloss systems

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• An Introduction to Queueing Theory and Matrix-Analytic Methods
• An Introduction to the Theory of Point Processes
• Applied Probability and Queues
• Approximations for departure processes and queues in series
• Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval
• Asymptotic variance rate of the output in production lines with finite buffers
• Long range dependence of point processes, with queueing examples
• Queueing Networks: A Survey of Their Random Processes
• Queueing output processes
• Stochastic-Process Limits
• The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
• The asymptotic variance of departures in critically loaded queues
• The asymptotic variance rate of the output process of finite capacity birth-death queues

Cited in

(10)

• A heavy-traffic perspective on departure process variability
• Characterisation of the output process of a discrete-time \(GI/D/1\) queue, and its application to network performance
• Characterizing the BMAP/MAP/1 Departure Process via the ETAQA Truncation
• DEPARTURE PROCESSES FROM GI/GI/\infty AND GI/GI/c/c WITH SMOOTHED ARRIVALS
• 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
• The intercept term of the asymptotic variance curve for some queueing output processes
• Precise formulae for bravo coefficients
• On busy periods of the critical GI/G/1 queue and BRAVO

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