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Diffusion Approximations for Some Multiclass Queueing Networks with FIFO Service Disciplines
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Diffusion Approximations for Some Multiclass Queueing Networks with FIFO Service Disciplines (2000)Diffusion Approximations for Some Multicl…Some diffusion approximations with state space collapse (2006)Some diffusion approximations…Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse (1998)Diffusion approximations for …Stochastic Networks Theory and Applications (1996)Stochastic Networks Theory an…Strong Approximations for Time-Dependent Queues (1995)Strong Approximations for Tim…On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models (1995)On Positive Harris Recurrence…Instability of FIFO Queueing Networks (1994)Instability of FIFO Queueing …Brownian models of multiclass queueing networks: Current status and open problems (1993)Brownian models of multiclass…Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks (1991)Stochastic Discrete Flow Netw…Theory of Martingales (1989)Theory of MartingalesBrownian Models of Queueing Networks with Heterogeneous Customer Populations (1988)Brownian Models of Queueing N…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Open Queueing Networks in Heavy Traffic (1984)Open Queueing Networks in Hea…Reflected Brownian Motion on an Orthant (1981)Reflected Brownian Motion on …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…Diffusion Approximation in Overloaded Switching Queueing Models (2002)Diffusion Approximation in Ov…Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks (2001)Existence Condition for the D…The single server queue in heavy traffic (1961)Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations (1991)Logarithmic asymptotics for steady-state tail probabilities in a single-server queue (1994)Networks of Waiting Lines (1957)Brownian models of open queueing networks with homogeneous customer populations ∗ (1987)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)State space collapse with application to heavy traffic limits for multiclass queueing networks (1998)A critical look at Lo's modified R/S statistic (1999)Estimating long range dependence: finite sample properties and confidence intervals (2001)Analysis, Design, and Control of Queueing Systems (2002)Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)SCHEDULING IN A QUEUING SYSTEM WITH ASYNCHRONOUSLY VARYING SERVICE RATES (2004)Control Techniques for Complex Networks (2007)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)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)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Mixed Fractional Brownian Motion (2001)Arbitrage in fractional Brownian motion models (2003)
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References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1989Theory of Martingales956 cited
  • 1995On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models886 cited
  • 1984Open Queueing Networks in Heavy Traffic449 cited
  • 1970Multiple channel queues in heavy traffic. I438 cited
  • 1981Reflected Brownian Motion on an Orthant390 cited
  • 1988Brownian Models of Queueing Networks with Heterogeneous Customer Populations356 cited
  • 1996Stochastic Networks Theory and Applications343 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
  • 1994Instability of FIFO Queueing Networks263 cited
  • 1993Brownian models of multiclass queueing networks: Current status and open problems177 cited
  • 2006Some diffusion approximations with state space collapse175 cited
  • 1991Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks152 cited

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  • 1995Strong Approximations for Time-Dependent Queues144 cited
  • Cited by

    • 2001Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks17 cited
    • 2002Diffusion Approximation in Overloaded Switching Queueing Models14 cited