activity
20232026
most citedThe stationary distributions of state-dependent diffusions reflected at one and two sides

1 citations · 2 across the 9 of their papers we have counts for

collaborators

9 papers

math.PR2026

Heavy-traffic limit of stationary distributions of a state-dependent queue

Masahiro Kobayashi, Masakiyo Miyazawa, Yutaka Sakuma

Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length…

math.PR2026

Diffusion limit for the stationary distribution of a history-dependent two-level M/M/1 queue

Masahiro Kobayashi, Masakiyo Miyazawa, Yutaka Sakuma

Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to…

math.PR2025

Heavy-tail asymptotics for the length of a busy period in a Generalised Jackson Network

Sergey Foss, Masakiyo Miyazawa, Linglong Yuan

We consider a Generalised Jackson Network with finitely many servers, a renewal input and service times at each queue. We assume the network to be stable and, in addition,…

math.PR2025

Heavy traffic limit of stationary distribution of the multi-level single server queue

Masahiro Kobayashi, Masakiyo Miyazawa, Yutaka Sakuma

Atar and Miyazawa recently introduced a single server queue with queue length dependent arrival and service processes, and name it a multi-level queue. They prove that the heavy tr…

math.PR2025

Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition

Rami Atar, Masakiyo Miyazawa

This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a func…

math.PR2024★ 1 cited

The stationary distributions of state-dependent diffusions reflected at one and two sides

Masakiyo Miyazawa

Consider a one-dimensional diffusion process which has state-dependent drift and deviation and is reflected at the origin, which is called a one-side reflected diffusion or simply…

math.PR2024

Multi-level reflecting Brownian motion on the half line and its stationary distribution

Masakiyo Miyazawa

A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the…

math.PR2024

Tight matrices and heavy traffic steady state convergence in queueing networks

J. G. Dai, Yiquan Ji, Masakiyo Miyazawa

We are interested to prove that the stationary distribution of a multiclass queueing network converges to the stationary distribution of a semimartingale reflecting Brownian motion…

math.PR2023★ 1 cited

Diffusion approximation of the stationary distribution of a two-level single server queue

Masakiyo Miyazawa

We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue…