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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…
math.PR2025
Asymptotic Product-form Steady-state Distribution for Semimartingale Reflecting Brownian Motion in Multi-scaling Regime
Jin Guang, Xinyun Chen, J. G. Dai +1
Inspired by Dai et al. [2023], we develop a novel multi-scaling asymptotic regime for semimartingale reflecting Brownian motion (SRBM). In this regime, we establish the steady-stat…
math.PR2024
Steady-State Convergence of the Continuous-Time Routing System with General Distributions in Heavy Traffic
Jin Guang, Yaosheng Xu, J. G. Dai
This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices…