Whitt Ward

Ward Whitt

Information about the author Ward Whitt will soon be added to the site.
Found 104 papers in total
An operational calculus for probability distributions via Laplace transforms
An operational calculus for probability distributions via Laplace transforms
1996
In this paper the authors investigate operators that map one or more probability...
Asymptotics for open-loop window flow control
Asymptotics for open-loop window flow control
1994
An open-loop window flow-control scheme regulates the flow into a system by allowing...
An algorithm to computer blocking probabilities in multi-rate multi-class multi-resource loss models
An algorithm to computer blocking probabilities in multi-rate multi-class multi-resource loss models
1995
In this paper the authors consider a family of product-form loss models, including...
Variability functions for parametric-decomposition approximations of queueing networks
Variability functions for parametric-decomposition approximations of queueing networks
1995
The paper proposes an enhancement to the parametric-decomposition method for...
Sensitivity to the service-time distribution in the nonstationary Erlang loss model
Sensitivity to the service-time distribution in the nonstationary Erlang loss model
1995
The stationary Erlang loss model is a classic example of an insensitive queueing...
A heavy-traffic expansion for asymptotic decay rates of tail probabilities in multichannel queues
A heavy-traffic expansion for asymptotic decay rates of tail probabilities in multichannel queues
1994
The authors establish a heavy-traffc asymptotic expansion (in powers of one minus the...
Unstable asymptotics for nonstationary queues
Unstable asymptotics for nonstationary queues
1994
The authors relate laws of large numbers and central limit theorems for nonstationary...
Transient behavior of the M/G/1 workload process
Transient behavior of the M/G/1 workload process
1994
In this paper the authors describe the time-dependent moments of the workload process...
Limit theorems for cumulative processes
Limit theorems for cumulative processes
1993
Necessary and sufficient conditions are established for cumulative process (associated...
The physics of the Mt/G/• queue
The physics of the Mt/G/• queue
1993
The authors establish some general structural results and derive some simple formulas...
Towards better multi-class parametric-decomposition approximations for open queueing networks
Towards better multi-class parametric-decomposition approximations for open queueing networks
1994
Methods are developed for approximately characterizing the departure process of each...
Large fluctuations in a deterministic multiclass network of queues
Large fluctuations in a deterministic multiclass network of queues
1993
This paper investigates a relatively simple deterministic four-class two-queue...
Useful martingales for stochastic storage processes with Lévy input
Useful martingales for stochastic storage processes with Lévy input
1992
The authors apply the general theory of stochastic integration to identify a...
Mt/G/ℝ àqueues with sinusoidal arrival rates
Mt/G/ℝ àqueues with sinusoidal arrival rates
1993
In this paper the authors describe the mean number of busy servers as a function of...
Estimating customer and time averages
Estimating customer and time averages
1993
In this paper the authors establish a joint central limit theorem for customer and...
Numerical inversion of probability generating functions
Numerical inversion of probability generating functions
1992
Random quantities of interest in operations research models can often be determined...
Solving probability transform functional equations for numerical inversion
Solving probability transform functional equations for numerical inversion
1992
Many methods for numerically inverting transforms require values of the transform at...
The asymptotic efficiency of simulation estimators
The asymptotic efficiency of simulation estimators
1992
A decision-theoretic framework is proposed for evaluating the efficiency of simulation...
Asymptotic formulas for Markov processes with applications to simulation
Asymptotic formulas for Markov processes with applications to simulation
1992
The simulation run length required to achieve desired statistical precision for a...
A storage model with a two-state random environment
A storage model with a two-state random environment
1992
Motivated by queues with service interruptions, the authors consider an...
Estimating the asymptotic variance with batch means
Estimating the asymptotic variance with batch means
1991
The authors show that there is no batch-means estimation procedure for consistently...
The efficiency of one long run versus independent replications in steady-state simulation
The efficiency of one long run versus independent replications in steady-state simulation
1991
The paper evaluates the efficiency of one long run versus independent replications in...
The pointwise stationary approximation for Mt/Mt/s queues is asymptotically correct as the rates increase
The pointwise stationary approximation for Mt/Mt/s queues is asymptotically correct as the rates increase
1991
Green, Kolesar and Svoronos and Green and Kolesar use numerical methods to investigate...
Planning queueing simulations
Planning queueing simulations
1989
Simple heuristic formulas are developed to estimate the simulation run lengths...
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