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math.PR2022
An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics
Xinghu Jin, Guodong Pang, Lihu Xu +1
In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of …
math.PR2022
Birth and Death Processes in Interactive Random Environments
Guodong Pang, Andrey Sarantsev, Yuri Suhov
This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on ea…