Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema

DOI10.1214/18-AAP1436zbMath1467.60069arXiv1803.03306OpenAlexW3101601770WikidataQ111847305 ScholiaQ111847305MaRDI QIDQ1737970

Sayan Banerjee, Debankur Mukherjee

Publication date: 24 April 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.03306

zbMATH Keywords

local timeHalfin-Whitt regimeregenerative processesdiffusion limitjoin the shortest queuesteady state analysisnonelliptic diffusion

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Stochastic integral equations (60H20) Renewal theory (60K05)

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