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An overview of Brownian and non-Brownian FCLTs for the single-server queue
16 references·3 citing·30 second hop
An overview of Brownian and non-Brownian FCLTs for the single-server queue (2000)An overview of Brownian and non-Brownian …State space collapse with application to heavy traffic limits for multiclass queueing networks (1998)State space collapse with app…Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Diffusion approximations for …Stable Non-Gaussian Random ProcessesGennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994 (1997)Stable Non-Gaussian Random Pr…A storage model with self-similar input (1994)A storage model with self-sim…Generalized Gamma Convolutions and Related Classes of Distributions and Densities (1992)Generalized Gamma Convolution…Limit Theorems for Stochastic Processes (1987)Limit Theorems for Stochastic…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…The Single Server Queue (1983)The Single Server QueueReflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …Stochastic Storage Processes (1980)Stochastic Storage ProcessesFluctuation theory in continuous time (1975)Fluctuation theory in continu…Multiple channel queues in heavy traffic. II: sequences, networks, and batches (1970)Multiple channel queues in he…Multiple channel queues in heavy traffic. I (1970)Multiple channel queues in he…On Queues in Heavy Traffic (1962)On Queues in Heavy TrafficThe single server queue in heavy traffic (1961)The single server queue in he…Heavy-Traffic Limits for Loss Proportions in Single-Server Queues (2004)Heavy-Traffic Limits for Loss…The Reflection Map with Discontinuities (2001)The Reflection Map with Disco…LIMITS FOR CUMULATIVE INPUT PROCESSES TO QUEUES (2000)LIMITS FOR CUMULATIVE INPUT P…Networks of Waiting Lines (1957)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Brownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)The variation of certain speculative prices (1997)Modelling by Lévy Processess for Financial Econometrics (2001)Multifractality Tests Using Bootstrapped Wavelet Leaders (2007)Analysis of the Rosenblatt process (2008)Some Problems in the Theory of Queues (1951)The theory of queues with a single server (1952)The stability of a queue with non-independent inter-arrival and service times (1962)Approximation Methods for Queues with Application to the Fixed-Cycle Traffic Light (1965)Application of the Diffusion Approximation to Queueing Networks I: Equilibrium Queue Distributions (1974)Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Wavelet analysis of long-range-dependent traffic (1998)A multifractal wavelet model with application to network traffic (1999)A wavelet-based joint estimator of the parameters of long-range dependence (1999)Modeling and analysis of manufacturing systems (2016)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)Manufacturing flow line systems: a review of models and analytical results (1992)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)Arbitrage Theory in Continuous Time (1998)Affine processes and applications in finance (2003)Variance Risk Premiums (2008)
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  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1994A storage model with self-similar input848 cited
  • 1983The Single Server Queue844 cited
  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1961The single server queue in heavy traffic444 cited
  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
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  • 1962On Queues in Heavy Traffic342 cited
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  • 1998State space collapse with application to heavy traffic limits for multiclass queueing networks309 cited
  • 1970Multiple channel queues in heavy traffic. II: sequences, networks, and batches281 cited
  • 1998Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse264 cited
  • 1980Stochastic Storage Processes198 cited
  • 1975

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Fluctuation theory in continuous time
179 cited

Cited by

  • 2000LIMITS FOR CUMULATIVE INPUT PROCESSES TO QUEUES19 cited
  • 2001The Reflection Map with Discontinuities18 cited
  • 2004Heavy-Traffic Limits for Loss Proportions in Single-Server Queues18 cited