Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes

DOI10.1017/jpr.2023.50MaRDI QIDQ6500024

Bo Li, Guodong Pang

Publication date: 10 May 2024

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

zbMATH Keywords

functional central limit theoremHawkes processmultidimensional reflected Brownian motionrandom splitting/samplingmultidimensional reflected Ornstein-Uhlenbeck diffusionparallel single-server queues

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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