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Some interesting processes arising as heavy traffic limits in an M/M/∞ storage process
10 references·1 citing·31 second hop
Some interesting processes arising as heavy traffic limits in an M/M/∞ storage process (1986)Some interesting processes arising as hea…Stochastic Differential Equations (2006)Stochastic Differential Equat…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Asymptotic Methods in Queueing Theory. (1986)Asymptotic Methods in Queuein…Asymptotic methods in queueing theory (1985)Asymptotic methods in queuein…A Stochastic Model of Fragmentation in Dynamic Storage Allocation (1985)A Stochastic Model of Fragmen…The M/M/∞Service System with Ranked Servers in Heavy Traffic (1984)The M/M/∞Service System with …Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (1984)Foundations of Stochastic Dif…Extremes and related properties of random sequences and processes (1984)Extremes and related properti…Heavy Traffic Limit Theorems for Queues: A Survey (1974)Heavy Traffic Limit Theorems …Weak convergence in queueing theory (1973)Weak convergence in queueing …A dynamic storage process (1990)A dynamic storage processThe single server queue in heavy traffic (1961)The stability of a queue with non-independent inter-arrival and service times (1962)Approximations for the M/G/m Queue (1978)The Single Server Queue (1983)Analysis, Design, and Control of Queueing Systems (2002)Processor sharing: A survey of the mathematical theory (2007)Multiple channel queues in heavy traffic. I (1970)State of the Art—Networks of Queues: A Survey of Weak Convergence Results (1978)On the heavy-traffic limit theorem for GI/G/∞ queues (1982)A heavy-traffic analysis of a closed queueing system with a GI/∞ service center (1997)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes (1989)The tail index of exchange rate returns (1990)Extreme events: dynamics, statistics and prediction (2011)TheGr X n/G n/∞ system: System size (1991)Transient Analysis for State-Dependent Queues with Catastrophes (2008)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)A Diffusion Approximation for the G/GI/n/m Queue (2004)Heavy-Traffic Limits for the G/H2*/n/mQueue (2005)Processor-sharing queues: Some progress in analysis (1987)Properties of the Reflected Ornstein–Uhlenbeck Process (2003)Martingale proofs of many-server heavy-traffic limits for Markovian queues (2007)Parabolic SPDEs driven by Poisson white noise (1998)Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process (1999)Stochastic finite elements: Computational approaches to stochastic partial differential equations (2008)Chapter 10 Queueing theory (1990)Sharp and simple bounds for the Erlang delay and loss formulae (2009)
this work references cited by second hop

References

  • 2006Stochastic Differential Equations1,269 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1984Extremes and related properties of random sequences and processes485 cited
  • 1984Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces251 cited
  • 1986Asymptotic Methods in Queueing Theory.225 cited
  • 1985Asymptotic methods in queueing theory146 cited
  • 1974Heavy Traffic Limit Theorems for Queues: A Survey130 cited
  • 1973Weak convergence in queueing theory116 cited
  • 1985A Stochastic Model of Fragmentation in Dynamic Storage Allocation49 cited
  • 1984The M/M/∞Service System with Ranked Servers in Heavy Traffic43 cited

Cited by

  • 1990A dynamic storage process18 cited

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