Infinite server queues in a random fast oscillatory environment
Author
Abstract
Suggested Citation
DOI: 10.1007/s11134-021-09704-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- D. Anderson & J. Blom & M. Mandjes & H. Thorsdottir & K. Turck, 2016. "A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 153-168, March.
- Jean-Pierre Fouque & Ruimeng Hu, 2017. "Optimal Portfolio under Fast Mean-reverting Fractional Stochastic Environment," Papers 1706.03139, arXiv.org, revised Feb 2018.
- Hunt, P. J. & Kurtz, T. G., 1994. "Large loss networks," Stochastic Processes and their Applications, Elsevier, vol. 53(2), pages 363-378, October.
- Onno Boxma & Offer Kella & Michel Mandjes, 2019. "Infinite-server systems with Coxian arrivals," Queueing Systems: Theory and Applications, Springer, vol. 92(3), pages 233-255, August.
- Avi Mandelbaum & William A. Massey, 1995. "Strong Approximations for Time-Dependent Queues," Mathematics of Operations Research, INFORMS, vol. 20(1), pages 33-64, February.
- Löcherbach, Eva & Loukianova, Dasha, 2009. "The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2312-2335, July.
- Jose Blanchet & Xinyun Chen, 2013. "Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books," Papers 1310.1103, arXiv.org.
- H. M. Jansen & M. R. H. Mandjes & K. De Turck & S. Wittevrongel, 2016. "A large deviations principle for infinite-server queues in a random environment," Queueing Systems: Theory and Applications, Springer, vol. 82(1), pages 199-235, February.
- Song-Hee Kim & Ward Whitt, 2014. "Are Call Center and Hospital Arrivals Well Modeled by Nonhomogeneous Poisson Processes?," Manufacturing & Service Operations Management, INFORMS, vol. 16(3), pages 464-480, July.
- Jamol Pender & Young Myoung Ko, 2017. "Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues," INFORMS Journal on Computing, INFORMS, vol. 29(4), pages 688-704, November.
- Stephen G. Eick & William A. Massey & Ward Whitt, 1993. "Mt/G/\infty Queues with Sinusoidal Arrival Rates," Management Science, INFORMS, vol. 39(2), pages 241-252, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Anatoly Nazarov & Alexander Dudin & Alexander Moiseev, 2022. "Pseudo Steady-State Period in Non-Stationary Infinite-Server Queue with State Dependent Arrival Intensity," Mathematics, MDPI, vol. 10(15), pages 1-12, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wenwen Li & Alexander Goldenshluger, 2024. "Adaptive minimax estimation of service time distribution in the $$M_t/G/\infty $$ M t / G / ∞ queue from departure data," Queueing Systems: Theory and Applications, Springer, vol. 108(1), pages 81-123, October.
- Kerry Fendick & Ward Whitt, 2022. "Heavy traffic limits for queues with non-stationary path-dependent arrival processes," Queueing Systems: Theory and Applications, Springer, vol. 101(1), pages 113-135, June.
- D. T. Koops & O. J. Boxma & M. R. H. Mandjes, 2017. "Networks of $$\cdot /G/\infty $$ · / G / ∞ queues with shot-noise-driven arrival intensities," Queueing Systems: Theory and Applications, Springer, vol. 86(3), pages 301-325, August.
- Rouba Ibrahim & Mor Armony & Achal Bassamboo, 2017. "Does the Past Predict the Future? The Case of Delay Announcements in Service Systems," Management Science, INFORMS, vol. 63(6), pages 1762-1780, June.
- Yuta Kanai & Hideaki Takagi, 2021. "Markov chain analysis for the neonatal inpatient flow in a hospital," Health Care Management Science, Springer, vol. 24(1), pages 92-116, March.
- Itai Gurvich & Ohad Perry, 2012. "Overflow Networks: Approximations and Implications to Call Center Outsourcing," Operations Research, INFORMS, vol. 60(4), pages 996-1009, August.
- Shan Wang & Nan Liu & Guohua Wan, 2020. "Managing Appointment-Based Services in the Presence of Walk-in Customers," Management Science, INFORMS, vol. 66(2), pages 667-686, February.
- Amir Rastpour & Armann Ingolfsson & Bora Kolfal, 2020. "Modeling Yellow and Red Alert Durations for Ambulance Systems," Production and Operations Management, Production and Operations Management Society, vol. 29(8), pages 1972-1991, August.
- Scalas, Enrico & Rapallo, Fabio & Radivojević, Tijana, 2017.
"Low-traffic limit and first-passage times for a simple model of the continuous double auction,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 61-72.
- Enrico Scalas & Fabio Rapallo & Tijana Radivojevi'c, 2016. "Low-traffic limit and first-passage times for a simple model of the continuous double auction," Papers 1603.09666, arXiv.org.
- Xuefeng Gao & S. J. Deng, 2014. "Hydrodynamic limit of order book dynamics," Papers 1411.7502, arXiv.org, revised Feb 2016.
- Mor Harchol-Balter, 2021. "Open problems in queueing theory inspired by datacenter computing," Queueing Systems: Theory and Applications, Springer, vol. 97(1), pages 3-37, February.
- Hideaki Takagi & Yuta Kanai & Kazuo Misue, 2017. "Queueing network model for obstetric patient flow in a hospital," Health Care Management Science, Springer, vol. 20(3), pages 433-451, September.
- Mustafa Y. Sir & David Nestler & Thomas Hellmich & Devashish Das & Michael J. Laughlin & Michon C. Dohlman & Kalyan Pasupathy, 2017. "Optimization of Multidisciplinary Staffing Improves Patient Experiences at the Mayo Clinic," Interfaces, INFORMS, vol. 47(5), pages 425-441, October.
- Jia Yue & Ben-Zhang Yang & Ming-Hui Wang & Nan-Jing Huang, 2019. "Asset Prices with Investor Protection and Past Information," Papers 1911.00281, arXiv.org, revised Apr 2020.
- Bingyan Han & Hoi Ying Wong, 2019. "Mean-variance portfolio selection under Volterra Heston model," Papers 1904.12442, arXiv.org, revised Jan 2020.
- Soovin Yoon & Laura A. Albert, 2018. "An expected coverage model with a cutoff priority queue," Health Care Management Science, Springer, vol. 21(4), pages 517-533, December.
- Can Yilmaz Altinigne & Harun Ozkan & Veli Can Kupeli & Zehra Cataltepe, 2019. "An Empirical Study on Arrival Rates of Limit Orders and Order Cancellation Rates in Borsa Istanbul," Papers 1909.08308, arXiv.org.
- Golshid Baharian & Tolga Tezcan, 2011. "Stability analysis of parallel server systems under longest queue first," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(2), pages 257-279, October.
- Britt W. J. Mathijsen & A. J. E. M. Janssen & Johan S. H. Leeuwaarden & Bert Zwart, 2018. "Robust heavy-traffic approximations for service systems facing overdispersed demand," Queueing Systems: Theory and Applications, Springer, vol. 90(3), pages 257-289, December.
- Andjel, Enrique & López, F. Javier & Sanz, Gerardo, 2002. "Ergodicity of one-dimensional resource sharing systems," Stochastic Processes and their Applications, Elsevier, vol. 98(1), pages 1-22, March.
More about this item
Keywords
Infinite server queue; Random environment; Homogenization;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:queues:v:98:y:2021:i:1:d:10.1007_s11134-021-09704-z. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.