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

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2 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.PR2017

Conditioned Functional Limits and Applications to Queues

Harsha Honnappa, Rahul Jain, Amy R. Ward

We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Browni…