51 citations · 263 across the 62 of their papers we have counts for
8 papers · 2 filters
Heavy-Traffic Analysis of Sojourn Time under the Foreground-Background Scheduling Policy
Bart Kamphorst, Bert Zwart
We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground-background scheduling policy in heavy traffic. The growth rate o…
Sample-path large deviations for Lévy processes and random walks with Weibull increments
Mihail Bazhba, Jose Blanchet, Chang-Han Rhee +1
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-size distributions that are of Weibull type. Our main results include an extended f…
First-passage time asymptotics over moving boundaries for random walk bridges
Fiona Sloothaak, Vitali Wachtel, Bert Zwart
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk h…
Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
Bohan Chen, Jose Blanchet, Chang-Han Rhee +1
We propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution…
Economies-of-scale in resource sharing systems: tutorial and partial review of the QED heavy-traffic regime
Johan S. H. van Leeuwaarden, Britt W. J. Mathijsen, Bert Zwart
Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospi…
Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
H. Christian Gromoll, Bryce Terwilliger, Bert Zwart
We consider a two-node tandem queueing network in which the upstream queue is GI/GI/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both…