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
Showing 2007Show all

2 papers · 1 filter

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,…