46 research outputs found
BRAVO for many-server QED systems with finite buffers
This paper demonstrates the occurrence of the feature called BRAVO (Balancing
Reduces Asymptotic Variance of Output) for the departure process of a
finite-buffer Markovian many-server system in the QED (Quality and
Efficiency-Driven) heavy-traffic regime. The results are based on evaluating
the limit of a formula for the asymptotic variance of death counts in finite
birth--death processes
Factorization identities for reflected processes, with applications
We derive factorization identities for a class of preemptive-resume queueing
systems, with batch arrivals and catastrophes that, whenever they occur,
eliminate multiple customers present in the system. These processes are quite
general, as they can be used to approximate Levy processes, diffusion
processes, and certain types of growth-collapse processes; thus, all of the
processes mentioned above also satisfy similar factorization identities. In the
Levy case, our identities simplify to both the well-known Wiener-Hopf
factorization, and another interesting factorization of reflected Levy
processes starting at an arbitrary initial state. We also show how the ideas
can be used to derive transforms for some well-known
state-dependent/inhomogeneous birth-death processes and diffusion processes