activity
20122021
most citedStationary Distribution Convergence of the Offered Waiting Processes in Heavy Traffic under General Patience Time Scaling

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

collaborators

3 papers

math.PR2021★ 1 cited

Stationary Distribution Convergence of the Offered Waiting Processes in Heavy Traffic under General Patience Time Scaling

Chihoon Lee, Amy R. Ward, Heng-Qing Ye

We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a w…

math.PR2019

Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion

Michael C. H. Choi, Chihoon Lee, Jian Song

Motivated by the classical De Bruijn's identity for the additive Gaussian noise channel, in this paper we consider a generalized setting where the channel is modelled via stochasti…

math.PR2012

Non-Markovian state dependent networks in critical loading

Chihoon Lee, Anatolii puhalskii

We establish heavy traffic limit theorems for queue-length processes in critically loaded single class queueing networks with state dependent arrival and service rates. A distingui…