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We consider the maximum waiting time among the first n customers in the GI/G/1 queue. We use strong approximations to prove, under regularity conditions, convergence of the normalized maximum wait to ...
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
We discuss rare-event simulation methodology for computing tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure...
We consider the problem of dynamic allocation of a single server with batch processing capability to a set of parallel queues. Jobs from different classes cannot be processed together in the same batc...
This paper considers an M/M/I queue with service breakdowns and customer discouragement. Each of the customers present in the system at the time of a breakdown may become discouraged and leave with...
In [12] it was proved that the process of waiting times for single server queues is asymptotically stationary if (1) a generic process X = (Xkk, 2 1) is asymptotically stationary, (2) X satisfies c...
The paper studies G/G/l queues with heavy-tailed probability distributions of the service times and/or the interarrival times. It relies on the fact that the heavy traffic limiting distribution of t...
Recently, a Heavy Traffic Invariance Principle was proposed by Szczotka and Woyczyliski to characterize the heavy traffic limiting distribution of normalized stationary waiting times of G/G/l queue...
This is an expository review paper illustrating the “martin- gale method” for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximatio...
This paper studies heavy traffic behavior of a G/G/1 last-in-first-out (LIFO) preemptive resume queue, by extending the techniques developed in Limic (1999). The queue length process exhibits a perhap...

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