Related papers: Distribution-valued heavy-traffic limits for the $…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…
In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/$\infty$. The system is represented by a point-measure valued process keeping track of the…
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…
We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
We consider a GI/H/n queueing system. In this system, there are multiple servers in the queue. The inter-arrival time is general and independent, and the service time follows hyper-exponential distribution. Instead of stochastic…
A result of Ward and Glynn (2005) asserts that the sequence of scaled offered waiting time processes of the $GI/GI/1+GI$ queue converges weakly to a reflected Ornstein-Uhlenbeck process (ROU) in the positive real line, as the traffic…
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 wider scope of applications. It is known ([20, 18]) that the…
We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…
We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…
We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…
Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…
This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…
In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…
A many-server heavy-traffic FCLT is proved for the $G_t/M/s_t+\mathit {GI}$ queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…