Transient behavior of the Halfin-Whitt diffusion

DOI10.1016/j.spa.2011.03.007zbMath1235.60133OpenAlexW2034203409MaRDI QIDQ550164

Johan S. H. van Leeuwaarden, Charles Knessl

Publication date: 8 July 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.03.007

zbMATH Keywords

diffusionasymptotic analysisHalfin-Whitt regimeGI/M/s queueM/M/s queuequeues in heavy traffic

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Related Items (11)

Managing capacity and inventory jointly for multi-server make-to-stock queues ⋮ On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime ⋮ Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter ⋮ Scalable Load Balancing in Networked Systems: A Survey of Recent Advances ⋮ Transient analysis of the Erlang A model ⋮ Some asymptotic results for the transient distribution of the Halfin–Whitt diffusion process ⋮ Universality of Power-of-d Load Balancing in Many-Server Systems ⋮ Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema ⋮ First Passage Times to Congested States of Many-Server Systems in the Halfin–Whitt Regime ⋮ Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime ⋮ Spectral gap of the Erlang A model in the Halfin-Whitt regime

Cites Work

• On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime
• Many server queueing processes with Poisson input and exponential service times
• The \(G/GI/N\) queue in the Halfin-Whitt regime
• Heavy traffic limits for queues with many deterministic servers
• Refining Square-Root Safety Staffing by Expanding Erlang C
• Dimensioning Large Call Centers
• Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process
• Heavy-Traffic Limits for Queues with Many Exponential Servers
• A review of transient behavior in regular diffusion and birth-death processes
• 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

This page was built for publication: Transient behavior of the Halfin-Whitt diffusion