Peter W. Glynn Thomas W. Ford Professor in the School of Engineering Office: Terman 313 | Phone: 650-725-0554 | Fax: 650-723-1614 Email: glynn @ stanford.edu

Queueing Theory

"The mean number-in-system vector range for a multi-class queueing network" [with Curtis Eaves and Uri Rothblum]. To appear in Mathematics of Operations Research. PDF

" Properties of the Reflected Ornstein-Uhlenbeck Process " ( with A. Ward ). Submitted for publication. PDF

" The Departure Stream from a Brownian Rate Control Throttle " [with M. Torres]. Submitted for publication PDF

" The Mean Number-in-System Vector Range for a Multi-Class Queueing Network " [with B. C. Eaves and U.G. Rothblum]. Submitted for publication

" A Diffusion Approximation for a Markovian Queue with Reneging " ( with A. Ward ). To appear in Queueing Systems: Theory and Applications. PDF

" Optimal Control of Parallel Queues with Batch Service " [with C. Xia, G. Michalaidis and N. Bambos]. To appear in Probability in the Engineering and Informational Sciences

" On the Maximum Workload of a Queue Fed by Fractional Brownian Motion " ( with A.J. Zeevi ). Annals of Applied Probability, Vol. 10, 1084-1099 ( 2000 ).

" Estimating Tail Probabilities in Queues via Extremal Statistics " [ with A. Zeevi ]. In Analysis of Communication Networks: Call Centres, Traffic, and Performance [ D.R. McDonald and S.R. Turner, eds. ] American Mathematical Society, Providence, Rhode Island, 135-158 ( 2000 )

" Winning the Hand of the Princess Saralinda " [ with W. Whitt ]. Applied Probability and Stochastic Processes [ J. G. Shanthikumar and U. Sumita, eds. ]. Kluwer Academic Publishers , 231-246 ( 1999 ) PDF

" Strong Approximations in Queueing Theory ". In Asymptotic Methods in Probability and Statistics: A Volume in Honour of Miklos Csorgo [B. Szyszkowicz, ed. ] Elsevier Press, Netherlands, 135-150 ( 1998 )

" Parametric Estimation of Tail Probabilities for the Single-Server Queue " [with M. Torres]. In Frontiers in Queueing: Models and Applications In Science and Engineering [Jewgeni H. Dshalalow, ed.]. CRC Press, New York, 449-462 ( 1997 )

" Nonparametric Estimation of Tail Probabilities for the Single-Server Queue " [with M. Torres]. In Stochastic Networks: Stability and Rare Events [P. Glasserman, K. Sigman and D.D. Yao, eds.] Springer-Verlag , 109-138 ( 1996 )

" Heavy-Traffic Extreme-Value Limits for Queues " [with W. Whitt]. Operations Research Letters Vol. 18, 107-111 ( 1995 ) PDF

" Large Deviations for the Infinite Server Queue in Heavy Traffic " In Stochastic Networks [F. P. Kelly and R. J. Williams, ed.].IMA Volume 71 in Mathematics and its Applications, Springer-Verlag, New York, 387-395 ( 1995 )

" Large Deviations Behavior of Counting Processes and Their Inverses " [with W. Whitt]. Queueing Systems: Theory and Application Vol. 17,107-128 ( 1994 )

" Poisson’s Equation for the Recurrent M/G/1 Queue " Advances in Applied Probability Vol. 26, 1044-1062 ( 1994 )

" Logarithmic Asymptotics for Steady-State Tail Probabilities in a Single-Server Queue " [with W. Whitt]. Studies in Applied Probability, Papers in Honour of Lajos Takacs [ J. Galambos and J. Gani, eds. ], 131-156 ( 1994 ) PDF

" Estimating Customer and Time Averages " [with B. Melamed and W. Whitt]. Operations Research Vol. 41, 400-408 ( 1993 ) PDF

" Uniform Limit Theorems for Synchronous Processes with Applications to Queues " [with K. Sigman]. Stochastic Processes and their Applications Vol. 40, 29-43 ( 1992 )

" Departures from Many Queues in Series " [with W. Whitt]. Annals of Applied Probability Vol. 1, 546-572 ( 1991 ) PDF

" A New View of the Heavy-Traffic Limit Theorem for Many-Server Queues " [with W. Whitt]. Advances in Applied Probability Vol. 23, 188-209 ( 1991 )

" Queues with Negative Arrivals " [with E. Gelenbe and K. Sigman]. Journal of Applied Probability Vol. 28, 245-250 ( 1991 )

" Diffusion Approximations ". In Stochastic Models: Handbooks of OR & MS Vol. 2 [D. Heyman and M. Sobel, eds.]. Elsevier Science Publishers, 145-198 (1990 ). Also translated into Japanese

" Extensions of the Queueing Relations L = lW and H = lG " [with W. Whitt]. Operations Research Vol. 37, 634-644 ( 1989 )

" Indirect Estimation via L = lW " [with W. Whitt]. Operations Research Vol. 37, 82-103 ( 1989 )

" Simulation Methods for Queues: An Overview " [with D.L. Iglehart]. Queueing Systems: Theory and Applications Vol. 3, 221-256 ( 1988 )

" An LIL Version of L = lW " [with W. Whitt]. Mathematics of Operations Research Vol. 13, 693-710 ( 1988 )

" Ordinary CLT and WLLN Versions of L = lW " [with W. Whitt]. Mathematics of Operations Research Vol.13, 674-692 ( 1988 )

" Sufficient Conditions for Functional Limit Theorem Versions of L = lW " [with W. Whitt]. Queueing Systems: Theory and Applications Vol. 1,279-287 ( 1986 )

" A Central-Limit-Version of L = lW " [with W. Whitt]. Queueing Systems: Theory and Applications Vol. 1, 191-215 ( 1986 )

" On the Markov Property of the GI/G/ Gaussian Limit ". Advances in Applied Probability Vol. 14, 191-194 ( 1982 )