Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process

DOI10.1017/S0956792515000030zbMath1387.60122arXiv1309.2704OpenAlexW2093879895MaRDI QIDQ4594537

Qiang Zhen, Charles Knessl

Publication date: 24 November 2017

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.2704

zbMATH Keywords

singular perturbationasymptotic expansionsdiffusion processes

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60)

Uses Software

• DLMF

Cites Work

• On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime
• Transient behavior of the Halfin-Whitt diffusion
• The \(G/GI/N\) queue in the Halfin-Whitt regime
• Special issue: Average-case analysis of algorithms
• Heavy traffic limits for queues with many deterministic servers
• Asymptotic Approximations of Integrals
• Refining Square-Root Safety Staffing by Expanding Erlang C
• Queues with Many Servers: The Virtual Waiting-Time Process in the QED Regime
• Uniform asymptotic expansions for Weber parabolic cylinder functions of large orders
• Dimensioning Large Call Centers
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• Diffusion Approximations for a Multiclass Markovian Service System with “Guaranteed” and “Best-Effort” Service Levels
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process