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Stochastic Systems

ISSN Print: 1946-5238

ISSN Online:

Website: http://www.i-journals.org/ssy/index.php

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Tightness of invariant distributions of a large-scale flexible service system under a priority discipline

Alexander L. Stolyar,Elena Yudovina

Spectral gap of the Erlang A model in the Halfin-Whitt regime

Johan S.H. van Leeuwaarden,Charles Knessl

Asymptotics of the invariant measure in mean field models with jumps

Vivek Shripad Borkar,Rajesh Sundaresan

Diffusion approximation for an input-queued switch operating under a maximum weight matching policy

Weining Kang,Ruth J. Williams

On the power of (even a little) resource pooling

John N. Tsitsiklis,Kuang Xu

Asymptotically optimal dynamic pricing for network revenue management

Rami Atar,Martin I. Reiman

Stability of a Markov-modulated Markov chain, with application to a wireless network governed by two protocols

Sergey Foss,Seva Shneer,Andrey Turlikov

Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes

Masakiyo Miyazawa,Bert Zwart

Flow-level convergence and insensitivity for multi-class queueing networks

Neil S. Walton

Asynchronous stochastic approximation with differential inclusions

Steven Perkins,David S. Leslie

The missing piece syndrome in peer-to-peer communication

Bruce Hajek,Ji Zhu

Solving variational inequalities with stochastic mirror-prox algorithm

Anatoli B. Juditsky,Arkadi S. Nemirovski,Claire Tauvel

Portfolio rebalancing error with jumps and mean reversion in asset prices

Paul Glasserman,Xingbo Xu

An ODE for an overloaded X model involving a stochastic averaging principle

Ohad Perry,Ward Whitt

Analysis of a splitting estimator for rare event probabilities in Jackson networks

Jose Blanchet,Kevin Leder,Yixi Shi

Diffusion limits for shortest remaining processing time queues

H. Christian Gromoll,？ukasz Kruk,Amber L. Puha

Nearly periodic behavior in the overloaded G/D/s+GI queue

Yunan Liu,Ward Whitt

Lévy-driven polling systems and continuous-state branching processes

Onno Boxma,Jevgenijs Ivanovs,Kamil Marcin Kosiński,Michel Mandjes

Subsampling algorithms for semidefinite programming

Alexandre W. d'Aspremont

Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution

Jim Dai,Masakiyo Miyazawa

On the superposition of heterogeneous traffic at large time scales

Luis López-Oliveros,Sidney I. Resnick

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