References

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• 1996Market Microstructure Theory.1,152 cited
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• 1998State space collapse with application to heavy traffic limits for multiclass queueing networks309 cited
• 1998Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse264 cited
• 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
• 2001Real-time queues in heavy traffic with earliest-deadline-first queue discipline146 cited
• 1996Convergence to equilibria for fluid models of head-of-the-line proportional processor sharing queueing networks135 cited
• 1996Convergence to equilibria for fluid models of FIFO queueing networks133 cited
• 1993Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant130 cited
• 1991A Heavy Traffic Limit Theorem for Networks of Queues with Multiple Customer Types103 cited
• 1998An invariance principle for semimartingale reflecting Brownian motions in an orthant84 cited
• 2004Diffusion approximation for a processor sharing queue in heavy traffic51 cited
• 2003Multiple-input heavy-traffic real-time queues20 cited