114 citations · 348 across the 55 of their papers we have counts for
29 papers · 1 filter
Asymptotic product-form steady-state for generalized Jackson networks in multi-scale heavy traffic
J. G. Dai, Peter Glynn, Yaosheng Xu
We prove that under a multi-scale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-fo…
Gaussian Limits for Scheduled Traffic with Super-Heavy Tailed Perturbations
Victor F. Araman, Peter W. Glynn
A scheduled arrival model is one in which customers are scheduled to arrive at constant interarrival times, but each customer actual arrival time is perturbed from her scheduled ar…
Stability of a Queue Fed by Scheduled Traffic at Critical Loading
Victor F. Araman, Peter W. Glynn
Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival seq…
A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds
Alex Infanger, Peter W. Glynn
This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large fin…
A Short Proof of a Convex Representation for Stationary Distributions of Markov Chains with an Application to State Space Truncation
Zeyu Zheng, Alex Infanger, Peter W. Glynn
In an influential paper, Courtois and Semal (1984) establish that when is an irreducible substochastic matrix for which , then the stationary di…
On Convergence of a Truncation Scheme for Approximating Stationary Distributions of Continuous State Space Markov Chains and Processes
Alex Infanger, Peter W. Glynn
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is ma…