activity
20112025
most citedMany-server queues with customer abandonment: numerical analysis of their diffusion models

8 citations · 10 across the 8 of their papers we have counts for

collaborators

10 papers

math.PR2025

Functional Limits of Generalized Jackson Networks in Multi-scale Heavy Traffic

Zhen-Qing Chen, J. G. Dai, Jin Guang

We investigate the functional limits of generalized Jackson networks in a multi-scale heavy traffic regime where stations approach full utilization at distinct, separated rates. Ou…

stat.ML2025

Throughput-Optimal Scheduling Algorithms for LLM Inference and AI Agents

J. G. Dai, Tianze Deng, Yueying Li +1

As demand for Large Language Models (LLMs) and AI agents grows rapidly, optimizing systems for efficient LLM inference becomes critical. While significant efforts have targeted sys…

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.PR2024

Asymptotic Product-form Steady-state for Multiclass Queueing Networks with SBP Service Policies in Multi-scale Heavy Traffic

J. G. Dai, Dongyan Huo

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies…

math.PR2023

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…

math.PR2023★ 2 cited

The BAR approach for multiclass queueing networks with SBP service policies

Anton Braverman, J. G. Dai, Masakiyo Miyazawa

The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, st…

math.PR2015

Stein's method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models

Anton Braverman, J. G. Dai, Jiekun Feng

This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson e…

math.PR2015

Heavy traffic approximation for the stationary distribution of a generalized Jackson network: the BAR approach

Anton Braverman, J. G. Dai, Masakiyo Miyazawa

In the seminal paper of Gamarnik and Zeevi (2006), the authors justify the steady-state diffusion approximation of a generalized Jackson network (GJN) in heavy traffic. Their appro…

q-fin.TR2014

Hydrodynamic limit of order book dynamics

Xuefeng Gao, S. J. Deng

In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes r…

math.PR2011★ 8 cited

Many-server queues with customer abandonment: numerical analysis of their diffusion models

Shuangchi He, J. G. Dai

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and t…