Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
A univariate Hawkes process is a simple point process that is self-exciting and has a
clustering effect. The intensity of this point process is given by the sum of a baseline intensity …
clustering effect. The intensity of this point process is given by the sum of a baseline intensity …
Queues with many servers and impatient customers
A Mandelbaum, P Momčilović - Mathematics of Operations …, 2012 - pubsonline.informs.org
The asymptotic many-server queue with abandonments, G/GI/N+ GI, is considered in the
quality-and efficiency-driven (QED) regime. Here the number of servers and the offered load …
quality-and efficiency-driven (QED) regime. Here the number of servers and the offered load …
Two-parameter heavy-traffic limits for infinite-server queues
G Pang, W Whitt - Queueing Systems, 2010 - Springer
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general
non-exponential service-time distributions and general arrival processes, possibly with time …
non-exponential service-time distributions and general arrival processes, possibly with time …
Many-server heavy-traffic limit for queues with time-varying parameters
A many-server heavy-traffic FCLT is proved for the G_t/M/s_t+GI queueing model, having
time-varying arrival rate and staffing, a general arrival process satisfying a FCLT …
time-varying arrival rate and staffing, a general arrival process satisfying a FCLT …
Functional limit theorems for non-Markovian epidemic models
G Pang, É Pardoux - The Annals of Applied Probability, 2022 - projecteuclid.org
We study non-Markovian stochastic epidemic models (SIS, SIR, SIRS, and SEIR), in which
the infectious (and latent/exposing, immune) periods have a general distribution. We provide …
the infectious (and latent/exposing, immune) periods have a general distribution. We provide …
SPDE limits of many-server queues
H Kaspi, K Ramanan - 2013 - projecteuclid.org
This paper studies a queueing system in which customers with independent and identically
distributed service times arrive to a queue with many servers and enter service in the order …
distributed service times arrive to a queue with many servers and enter service in the order …
Large-time asymptotics for the G t/M t/st+ GI t many-server fluid queue with abandonment
We previously introduced and analyzed the G t/M t/st+ GI t many-server fluid queue with time-
varying parameters, intended as an approximation for the corresponding stochastic …
varying parameters, intended as an approximation for the corresponding stochastic …
The limit of stationary distributions of many-server queues in the Halfin–Whitt regime
R Aghajani, K Ramanan - Mathematics of Operations …, 2020 - pubsonline.informs.org
We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and
identically distributed service times arrive as a renewal process to a common queue that is …
identically distributed service times arrive as a renewal process to a common queue that is …
Two-parameter process limits for an infinite-server queue with arrival dependent service times
G Pang, Y Zhou - Stochastic Processes and their Applications, 2017 - Elsevier
We study an infinite-server queue with a general arrival process and a large class of general
time-varying service time distributions. Specifically, customers' service times are …
time-varying service time distributions. Specifically, customers' service times are …