activity
20072020
most citedMartingale proofs of many-server heavy-traffic limits for Markovian queues

160 citations · 372 across the 13 of their papers we have counts for

collaborators

13 papers

math.PR2020★ 6 cited

A Robust Queueing Network Analyzer Based on Indices of Dispersion

Ward Whitt, Wei You

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian r…

math.PR2014

A Switching Fluid Limit of a Stochastic Network Under a State-Space-Collapse Inducing Control with Chattering

Ohad Perry, Ward Whitt

Routing mechanisms for stochastic networks are often designed to produce state space collapse (SSC) in a heavy-traffic limit, i.e., to confine the limiting process to a lower-dimen…

math.PR2014★ 44 cited

Many-server heavy-traffic limit for queues with time-varying parameters

Yunan Liu, Ward Whitt

A many-server heavy-traffic FCLT is proved for the queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FC…

math.PR2013★ 1 cited

Achieving Rapid Recovery in an Overload Control for Large-Scale Service Systems

Ohad Perry, Ward Whitt

We consider an automatic overload control for two large service systems modeled as multi-server queues, such as call centers. We assume that the two systems are designed to operate…

math.PR2010

An ODE for an Overloaded X Model Involving a Stochastic Averaging Principle

Ohad Perry, Ward Whitt

We study an ordinary differential equation (ODE) arising as the many-server heavy-traffic fluid limit of a sequence of overloaded Markovian queueing models with two customer classe…

math.PR2010

Diffusion Approximation for an Overloaded X Model Via a Stochastic Averaging Principle

Ohad Perry, Ward Whitt

In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call…

math.PR2010★ 8 cited

Integer Sequences from Queueing Theory

Joseph Abate, Ward Whitt

Operators on probability distributions can be expressed as operators on the associated moment sequences, and so correspond to operators on integer sequences. Thus, there is an oppo…

math.PR2010

A Fluid Limit for an Overloaded X Model Via a Stochastic Averaging Principle

Ohad Perry, Ward Whitt

We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature…

math.PR2010★ 12 cited

Continuity of a queueing integral representation in the topology

Guodong Pang, Ward Whitt

We establish continuity of the integral representation , , mapping a function into a function when the underlying function space is…

math.PR2008

Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues

Guodong Pang, Ward Whitt

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly wi…

math.PR2008★ 36 cited

Heavy-traffic limits for waiting times in many-server queues with abandonment

Rishi Talreja, Ward Whitt

We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the…

math.PR2007★ 160 cited

Martingale proofs of many-server heavy-traffic limits for Markovian queues

Guodong Pang, Rishi Talreja, Ward Whitt

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-…

math.PR2007★ 105 cited

Proofs of the martingale FCLT

Ward Whitt

This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness,…