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State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic
16 references·2 citing·34 second hop
State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic (2010)State-space collapse in stationarity and …Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic (2009)Stationary Distribution Conve…Validity of heavy traffic steady-state approximations in generalized Jackson networks (2006)Validity of heavy traffic ste…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…State space collapse with application to heavy traffic limits for multiclass queueing networks (1998)State space collapse with app…Stability of two families of queueing networks and a discussion of fluid limits (1998)Stability of two families of …Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Diffusion approximations for …Convergence to equilibria for fluid models of head-of-the-line proportional processor sharing queueing networks (1996)Convergence to equilibria for…Convergence to equilibria for fluid models of FIFO queueing networks (1996)Convergence to equilibria for…Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)Stability and convergence of …On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)On Positive Harris Recurrence…Nonexistence of Brownian models for certain multiclass queueing networks (1993)Nonexistence of Brownian mode…Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant (1993)Existence and uniqueness of s…Brownian models of multiclass queueing networks: Current status and open problems (1993)Brownian models of multiclass…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…Applied Probability and Queues (1987)Applied Probability and QueuesPoint Processes and Queues: Martingale Dynamics. (1983)Point Processes and Queues: M…Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits (2016)Diffusion Limit of Fair Resou…Stein's method for steady-state diffusion approximations of $M/Ph/n+M$ systems (2015)Stein's method for steady-sta…Networks of Waiting Lines (1957)The Queueing Network Analyzer (1983)Brownian Motion and Stochastic Flow Systems. (1987)Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (1993)Queueing theory in manufacturing: A survey (1999)Queueing Theory for Semiconductor Manufacturing Systems: A Survey and Open Problems (2007)Analysis of polling systems (1985)Markov Models & Optimization (1993)Adversarial queuing theory (2001)Maximum Pressure Policies in Stochastic Processing Networks (2005)Stability of Queueing Networks (2008)Open Queueing Networks in Heavy Traffic (1984)Fundamentals of Queueing Networks (2001)Diffusion models and steady-state approximations for exponentially ergodic markovian queues (2013)Stein’s method for steady-state diffusion approximations of $M/\mathit{Ph}/n+M$ systems (2017)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design (2004)Multiple channel queues in heavy traffic. I (1970)Asymptotically tight steady-state queue length bounds implied by drift conditions (2012)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)SCHEDULING IN A QUEUING SYSTEM WITH ASYNCHRONOUSLY VARYING SERVICE RATES (2004)Control Techniques for Complex Networks (2007)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Stability properties of constrained queueing systems and scheduling policies for maximum throughput in multihop radio networks (1992)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Asset Pricing with Heterogeneous Consumers (1996)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)
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References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1987Applied Probability and Queues2,704 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
  • 1995On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models886 cited
  • 1995Stability and convergence of moments for multiclass queueing networks via fluid limit models317 cited
  • 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
  • 1993Brownian models of multiclass queueing networks: Current status and open problems177 cited
  • 2006Validity of heavy traffic steady-state approximations in generalized Jackson networks146 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
  • 1993Nonexistence of Brownian models for certain multiclass queueing networks119 cited

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  • 1998Stability of two families of queueing networks and a discussion of fluid limits89 cited
  • 2009Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic87 cited
  • Cited by

    • 2016Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits20 cited
    • 2015Stein's method for steady-state diffusion approximations of $M/Ph/n+M$ systems16 cited