Whitt, Ward - Department of Industrial Engineering and Operations Research, Columbia University

• ELSEVIER Performance Evaluation 31 (1998) 245-279 Fitting mixtures of exponentials to long-tail distributions
• LIMITS AND APPROXIMATIONS FOR THE BUSYPERIOD DISTRIBUTION IN SINGLESERVER QUEUES
• THE REFLECTION MAP WITH DISCONTINUITIES AT&T Labs Research
• ESTIMATING CUSTOMER AND TIME AVERAGES Peter W. Glynn
• SOLVING PROBABILITY TRANSFORM FUNCTIONAL EQUATIONS FOR NUMERICAL INVERSION
• VARIABILITY FUNCTIONS FOR PARAMETRICDECOMPOSITION APPROXIMATIONS OF QUEUEING NETWORKS
• Submitted to Operations Research manuscript (Please, provide the mansucript number!)
• USING DISTRIBUTED-EVENT PARALLEL SIMULATION TO STUDY DEPARTURES FROM MANY QUEUES IN SERIES
• LIMITS AND APPROXIMATIONS FOR THE M/G/1 LIFO WAITING-TIME DISTRIBUTION
• A Staffing Algorithm for Call Centers
• EFFICIENCY-DRIVEN HEAVY-TRAFFIC APPROXIMATIONS FOR MANY-SERVER QUEUES WITH ABANDONMENTS
• ENGINEERING SOLUTION OF A BASIC CALL-CENTER MODEL Department of Industrial Engineering and Operations Research
• Empowering Contact-Center Agents through Preference-Based RoutingTM
• SQUEEZING THE MOST OUT OF ATM Gagan L. Choudhury,1
• Submitted to Management Science manuscript MS-00251-2007
• : A New Performance Analysis Tool Exploiting Numerical Transform Inversion
• FLUID MODELS FOR MULTI-SERVER QUEUES WITH ABANDONMENTS
• Operations Research Letters 10 (1991) 431-435 North-Holland
• 1 AN INTRODUCTION TO NUMERICAL TRANSFORM INVERSION
• Internet Supplement StochasticProcess Limits
• The Framework for StochasticProcess Limits
• WINNING THE HAND OF THE PRINCESS SARALINDA Peter W. Glynn
• AN ALGORITHM TO COMPUTE BLOCKING PROBABILITIES IN MULTI-RATE MULTI-CLASS MULTI-RESOURCE LOSS MODELS
• LIMITS FOR QUEUES AS THE WAITING ROOM GROWS Daniel P. Heyman Ward Whitt
• IEOR 4106: Professor Whitt Lecture Notes
• ELSEVIER Operations ResearchLetters 18 (1995) 113 119 Calculating the M/G/1 busy-period density and LIFO waiting-time
• Volume 2, Number 5 OPERATIONS RESEARCH LETTERS December 1983 COMPARISON CONJECTURES ABOUT THE M/G/s QUEUE
• VARIABILITY FUNCTIONS FOR PARAMETRIC-DECOMPOSITION APPROXIMATIONS OF QUEUEING NETWORKS
• SingleServer Queues 9.1. Introduction
• Telecommunication Systems 0 (1999) ?--? 1 A Nonstationary OfferedLoad Model
• LOGARITHMIC ASYMPTOTICS FOR STEADYSTATE TAIL PROBABILITIES IN A SINGLESERVER QUEUE
• C:\work\absorbing.m Page 1 July 11, 2003 3:56:32 PM
• IEOR 4106: Introduction to Operations Research: Stochastic Models SOLUTIONS to Numerical Part of Homework Assignment 3
• MODELING SERVICE-TIME DISTRIBUTIONS WITH NON-EXPONENTIAL TAILS
• Preprint 0 (2000) ?--? 1 An Overview of Brownian and NonBrownian FCLTs
• StochasticProcess Limits An Introduction to StochasticProcess Limits
• TRAFFIC MODELS FOR WIRELESS COMMUNICATION NETWORKS Kin K. Leung, 1 William A. Massey, 2 and Ward Whitt 3
• Queueing Systems 0 (2000) ?--? 1 Periodic Load Balancing
• ANALYSIS FOR THE DESIGN OF SIMULATION EXPERIMENTS Department of Industrial Engineering and Operations Research
• Queueing Syst (2011) 67: 145182 DOI 10.1007/s11134-010-9208-8
• Resource-Sharing Models with State-Dependent Arrivals of Batches Gagan L. Choudhury,1
• The Annals of Applied Probability 2009, Vol. 19, No. 6, 21372175
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• NUMERICAL INVERSION OF PROBABILITY GENERATING FUNCTIONS
• Baltzer Journals Queueing Systems 25 (1997) 173--223 ASYMPTOTICS FOR M/G/1 LOWPRIORITY
• INFINITESERIES REPRESENTATIONS OF LAPLACE TRANSFORMS OF PROBABILITY DENSITY FUNCTIONS FOR NUMERICAL
• A Panorama of StochasticProcess Limits
• Submitted to Management Science manuscript MS-00340-2008.R2
• Staffing of Time-Varying Queues to Achieve Time-Stable Performance
• MATHEMATICS OF OPERAIIONS RI'.SI ARCH Vol. 5. No 4, November l')Mi
• IEOR 4106, Spring 2011, Professor Whitt Introduction to Renewal Theory: Tuesday, April 5
• THE TIMEDEPENDENT ERLANG LOSS MODEL WITH RETRIALS Nathaniel Grier, William A. Massey, Tyrone McKoy 1 and Ward Whitt
• AN OPERATIONAL CALCULUS FOR PROBABILITY DISTRIBUTIONS VIA LAPLACE TRANSFORMS
• Notation by Chapter; 1 Chapter 1; 1
• A Fluid Model for the Many-Server Gt/GI/st + GI Queue Yunan Liu and Ward Whitt
• SIMULATION RUN LENGTH PLANNING AT&T Bell Laboratories
• Multi-Server Queues with Time-Varying Arrival Rates (joint work with doctoral student Yunan Liu)
• IEOR 4106: Spring 2011, Professor Whitt Guide to Reading: Basics of CTMC's
• STAFFING OF TIME-VARYING QUEUES TO ACHIEVE TIME-STABLE PERFORMANCE
• EFFICIENCY-DRIVEN HEAVY-TRAFFIC APPROXIMATIONS FOR MANY-SERVER QUEUES WITH ABANDONMENTS
• Article 11.2.6 Journal of Integer Sequences, Vol. 14 (2011),2
• More StochasticProcess 7.1. Introduction
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 13. No. 4. November 1988
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• THE IMPACT OF DELAY ANNOUNCEMENTS IN MANY-SERVER QUEUES WITH ABANDONMENT
• ASYMPTOTICS FOR STEADYSTATE TAIL PROBABILITIES IN STRUCTURED MARKOV QUEUEING MODELS
• StochasticProcess Limits An Introduction to StochasticProcess Limits
• THE FOURIERSERIES METHOD FOR INVERTING TRANSFORMS OF PROBABILITY DISTRIBUTIONS
• A STORAGE MODEL WITH A TWOSTATE RANDOM ENVIRONMENT Offer Kella
• MultiServer Queues 10.1. Introduction
• StochasticProcess Limits 2.1. Introduction
• HOW MULTISERVER QUEUES SCALE WITH GROWING CONGESTIONDEPENDENT DEMAND
• ARRANGING QUEUES IN SERIES S. Suresh W. Whitt
• CALCULATION OF THE GI/G/1 WAITINGTIME DISTRIBUTION AND ITS CUMULANTS FROM POLLACZEK'S FORMULAS
• Internet Supplement StochasticProcess Limits
• The Space D 12.1. Introduction
• Regular Variation Since we use regular variation at several places in this book, we give
• INFORMS Journal on Computing Vol. 18, No. 4, Fall 2006, pp. 408421
• QUEUES WITH SERVER VACATIONS AND LE VY PROCESSES WITH SECONDARY JUMP INPUT
• THE TIME-DEPENDENT ERLANG LOSS MODEL WITH RETRIALS Nathaniel Grier, William A. Massey, Tyrone McKoy1 and Ward Whitt
• NUMERICAL SOLUTION OF PIECEWISE-STATIONARY Mt /Gt /1 QUEUES Gagan L. Choudhury,1
• COMPUTING DISTRIBUTIONS AND MOMENTS IN POLLING MODELS BY NUMERICAL TRANSFORM INVERSION
• Notation by Chapter, 1 Chapter 1, 1
• IMPROVING SERVICE BY INFORMING CUSTOMERS ABOUT ANTICIPATED DELAYS
• Operations Research Letters 33 (2005) 363372 www.elsevier.com/locate/dsw
• TWO-MOMENT APPROXIMATIONS FOR MAXIMA Charles S. Crow, IV David Goldberg Ward Whitt
• EMPOWERING CONTACT-CENTER AGENTS VIA PREFERENCE-BASED ROUTING
• Quantitative Finance, Vol. 10, No. 7, AugustSeptember 2010, 701733 A stochastic-difference-equation model for
• IEOR 4106, Spring 2011, Professor Whitt Brownian Motion, Martingales and Stopping Times
• Submitted to Operations Research manuscript 2008-09-505.R2, Longer Online Version
• FLUID AND DIFFUSION LIMITS FOR QUEUES IN SLOWLY CHANGING ENVIRONMENTS
• Queueing Syst (2009) 61: 167202 DOI 10.1007/s11134-009-9104-2
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 5, No. 1, Febrtiary 1980
• MULTI-DIMENSIONAL TRANSFORM INVERSION WITH APPLICATIONS TO THE TRANSIENT M/G/1 QUEUE
• Limits for Cumulative Input Processes to Queues Ward Whitt 1
• Bibliography [1] Abate, J., Choudhury, G. L. and Whitt, W. (1999) An introduction to
• EXPONENTIAL APPROXIMATIONS FOR TAIL PROBABILITIES IN QUEUES: SOJOURN TIME AND WORKLOAD
• MULTIDIMENSIONAL TRANSFORM INVERSION WITH APPLICATIONS TO THE TRANSIENT M/G/1 QUEUE
• DECOMPOSITION APPROXIMATIONS FOR TIME-DEPENDENT MARKOVIAN QUEUEING NETWORKS
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 9, No. 4, November 1984
• Fundamentals 1.1. Introduction
• Uniform Acceleration Expansions for Markov Chains with TimeVarying Rates 1
• The Spaces E and F 15.1. Introduction
• THE HEAVYTRAFFIC BOTTLENECK PHENOMENON IN OPEN QUEUEING NETWORKS
• EXPLICIT M/G/1 WAITINGTIME DISTRIBUTIONS FOR A CLASS OF LONGTAIL SERVICETIME DISTRIBUTIONS
• Preservation of Pointwise Convergence
• ELSEVIER Operations Research Letters 20 (1997) 199-206 Limits andapproximationsforthe M/G/1 LIFOwaiting-time
• A Fluid Approximation for Large-Scale Service Systems Yunan Liu, Ward Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• SENSITIVITY TO THE SERVICE-TIME DISTRIBUTION IN THE NONSTATIONARY ERLANG LOSS MODEL
• WORKLOAD BOUNDS IN FLUID MODELS WITH PRIORITIES Arthur W. Berger1
• Ope rations Research Letters 12 (1992) 245-251 October 1992 North-Holland
• What You Should Know About Queueing Models To Set Staffing Requirements in Service Systems
• Volumel, Number6 OPERATIONSRESEARCHLETTERS December1982 THE MARSHALL AND STOYAN BOUNDS FOR IMRL/G/1 QUEUES ARE TIGHT
• IEOR 4106: Introduction to Operations Research: Stochastic Models Professor Whitt, Spring, 2011
• EXTENDING THE EFFECTIVEBANDWIDTH CONCEPT TO NETWORKS WITH PRIORITY CLASSES
• More on the Mathematical 11.1. Introduction
• The Space D 6.1. Introduction
• [17] Symon, K.R., Mechanics (Third Edition), AddisonWesley Publishing Company, Inc. [18] Sze, S.M., Physics of Semiconductor Devices (Second Edition), John Wiley & Sons
• Errors and Comments After Publication
• DECOMPOSITION APPROXIMATIONS FOR TIMEDEPENDENT MARKOVIAN QUEUEING NETWORKS
• TRANSIENT BEHAVIOR OF THE M/G/1 WORKLOAD PROCESS
• DEPARTURES FROM MANY QUEUES IN SERIES Peter W. Glynn
• QUEUES WITH SERVER VACATIONS AND LE VY PROCESSES WITH SECONDARY JUMP INPUT
• LIMITS FOR QUEUES AS THE WAITING ROOM GROWS Daniel P. Heyman Ward Whitt
• SERVER STAFFING TO MEET TIME-VARYING DEMAND Otis B. Jennings,1
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• EXPLICIT M/G/1 WAITING-TIME DISTRIBUTIONS FOR A CLASS OF LONG-TAIL SERVICE-TIME DISTRIBUTIONS
• Linear Stochastic Fluid Networks O#er Kella 1 and Ward Whitt 2
• SERVER STAFFING TO MEET TIMEVARYING DEMAND Otis B. Jennings, 1 Avishai Mandelbaum, 2 William A. Massey 3 and Ward Whitt 4
• WORKLOAD BOUNDS IN FLUID MODELS WITH PRIORITIES Arthur W. Berger 1 and Ward Whitt 2
• SIMULATION RUN LENGTHS TO ESTIMATE BLOCKING PROBABILITIES
• ResourceSharing Models with StateDependent Arrivals of Batches Gagan L. Choudhury, 1 Kin K. Leung 2 and Ward Whitt 3
• CALCULATING TRANSIENT CHARACTERISTICS OF THE ERLANG LOSS MODEL BY NUMERICAL TRANSFORM
• AE U Int. J. Electron. Commun. 51 (1997) No. 1, 11
• Service-Level Differentiation in Many-Server Service Systems: A Solution Based on Fixed-Queue-Ratio Routing
• MANAGEMENT SCIENCE Vol. 54, No. 8, August 2008, pp. 15131527
• Supplement to "Power Algorithms for Inverting Laplace Transforms"
• Predicting Response Times in ProcessorSharing Amy R. Ward
• ON THE LAGUERRE METHOD FOR NUMERICALLY INVERTING LAPLACE TRANSFORMS
• Fluid Queues with OnOff 8.1. Introduction
• A Unified Framework for Numerically Inverting Laplace Joseph Abate
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 11, No. 4, November 1986
• COMPUTING DISTRIBUTIONS AND MOMENTS IN POLLING MODELS BY NUMERICAL TRANSFORM INVERSION
• IEOR 4106: Spring 2009, Professor Whitt Solutions to the Poisson Entertainment, Thursday, February 26
• Useful Functions 7.1. Introduction
• HEAVYTRAFFIC EXTREMEVALUE LIMITS FOR QUEUES Peter W. Glynn
• E#ective Bandwidths with Priorities Arthur W. Berger and Ward Whitt
• Estimating the Parameters of a Nonhomogeneous Poisson Process with Linear Rate
• USING DISTRIBUTEDEVENT PARALLEL SIMULATION TO STUDY DEPARTURES FROM MANY QUEUES IN SERIES
• NUMERICAL SOLUTION OF PIECEWISESTATIONARY M t / G t / 1 QUEUES Gagan L. Choudhury, 1 David M. Lucantoni 2 and Ward Whitt 3
• Bibliography 650 CHAPTER 16. BIBLIOGRAPHY
• Heavy-Traffic Limits for Infinite-Server Queues in Series with Time-Varying Arrival Rates and Splitting,
• EXPLOITING REGENERATIVE STRUCTURE TO ESTIMATE FINITE TIME AVERAGES
• A SOURCE TRAFFIC MODEL AND ITS TRANSIENT ANALYSIS FOR NETWORK CONTROL
• Nonlinear Centering and Derivatives
• Unmatched Jumps in the Limit Process
• Queueing Networks 14.1. Introduction
• CALCULATING NORMALIZATION CONSTANTS OF CLOSED QUEUEING NETWORKS BY NUMERICALLY INVERTING THEIR GENERATING FUNCTIONS
• TWO FLUID APPROXIMATIONS FOR MULTI-SERVER QUEUES WITH ABANDONMENTS
• CALCULATING TRANSIENT CHARACTERISTICS OF THE ERLANG LOSS MODEL BY NUMERICAL TRANSFORM
• MANUFACTURING & SERVICE OPERATIONS MANAGEMENT
• Q 2 : A New Performance Analysis Tool Exploiting Numerical Transform Inversion
• An Inversion Algorithm to Compute Blocking Probabilities in Loss Networks With
• VERIFYING CELL LOSS REQUIREMENTS IN HIGHSPEED COMMUNICATION NETWORKS
• Fluid Approximations Many-Server Queues
• AN ALGORITHM FOR CLOSED QUEUEING NETWORKS BASED ON NUMERICAL TRANSFORM INVERSION
• ELSEVIER Operations Research Letters 18 (1995) 107 111 Heavy-traffic extreme-value limits for queues
• IEOR 4106: Introduction to Operations Research: Stochastic Models SOLUTIONS to Homework Assignment 2
• MANAGEMENT SCIENCE doi 10.1287/mnsc.1070.0821ec
• WINNING THE HAND OF THE PRINCESS SARALINDA Peter W. Glynn
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• THE HEAVY-TRAFFIC BOTTLENECK PHENOMENON IN OPEN QUEUEING NETWORKS
• MANAGEMENT SCIENCE Vol. 55, No. 10, October 2009, pp. 17291742
• MANUFACTURING & SERVICE OPERATIONS MANAGEMENT
• A Concise Summary Everything you need to know about exponential and Poisson
• [15] Massey, W. A. and Whitt, W. (1993). Networks of InfiniteServer Queues with Non stationary Poisson Input, Queueing Systems, 13, 183--250.
• Queueing Systems 0 (2000) ?--? 1 The Impact of a HeavyTailed ServiceTime
• MODELING SERVICETIME DISTRIBUTIONS WITH NONEXPONENTIAL TAILS
• DYNAMIC STAFFING IN A TELEPHONE CALL CENTER AIMING TO IMMEDIATELY ANSWER ALL CALLS
• LOGARITHMIC ASYMPTOTICS FOR STEADY-STATE TAIL PROBABILITIES IN A SINGLE-SERVER QUEUE
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• Queueing Systems manuscript No. (will be inserted by the editor)
• Long-Tail Buffer-Content Distributions in Broadband Gagan L. Choudhury
• Heavy-Traffic Limits for Nearly Deterministic Queues Karl Sigman, Ward Whitt
• M t / G / QUEUES WITH SINUSOIDAL ARRIVAL RATES Stephen G. Eick, William A. Massey and Ward Whitt
• PARTITIONING CUSTOMERS INTO SERVICE GROUPS Ward Whitt1
• A STORAGE MODEL WITH A TWO-STATE RANDOM ENVIRONMENT Offer Kella
• Submitted to Operations Research manuscript (Please, provide the mansucript number!)
• 1 AN INTRODUCTION TO NUMERICAL TRANSFORM INVERSION
• Queueing Systems 26 (1997) 69104 69 Control and recovery from rare congestion events in a
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 13. No. 4, November 1988
• Power Algorithms for Inverting Laplace Transforms Efstathios Avdis
• IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 6, NO. 4, AUGUST 1998 447 Effective Bandwidths with Priorities
• OPERATIONS RESEARCH Vol. 57, No. 1, JanuaryFebruary 2009, pp. 6681
• HEAVY-TRAFFIC EXTREME-VALUE LIMITS FOR QUEUES Peter W. Glynn
• IEOR 4106, Spring 2011, Professor Whitt Topics for Discussion: Tuesday, April 19
• HEAVYTRAFFIC ASYMPTOTIC EXPANSIONS FOR THE ASYMPTOTIC DECAY RATES IN THE BMAP/G/1 QUEUE
• A TIMEDEPENDENT QUEUEINGNETWORK MODEL TO DESCRIBE THE LIFECYCLE DYNAMICS
• TOWARDS BETTER MULTICLASS PARAMETRICDECOMPOSITION APPROXIMATIONS
• LIMITS AND APPROXIMATIONS FOR THE M/G/1 LIFO WAITINGTIME DISTRIBUTION
• A HEAVYTRAFFIC EXPANSION FOR ASYMPTOTIC DECAY RATES OF TAIL PROBABILITIES IN MULTICHANNEL QUEUES
• THE TRANSIENT BMAP / G /1 BMAP / G /1 QUEUE
• COMPUTING LAPLACE TRANSFORMS FOR NUMERICAL INVERSION VIA CONTINUED FRACTIONS
• Volume I, Number $ OPERATIONS RESEARCH LETTERS November 1982 REFINING DIFFUSION APPROXIMATIONS FOR QUEUES
• IEOR 4106, Spring 2011, Professor Whitt Topics for Discussion: Tuesday, April 12
• MANAGEMENT SCIENCE Vol. 51, No. 2, February 2005, pp. 221235
• Operations Research Letters 25 (1999) 2531 www.elsevier.com/locate/orms
• This article was published in the above mentioned Springer issue. The material, including all portions thereof, is protected by copyright;
• ASYMPTOTIC ANALYSIS OF TAIL PROBABILITIES BASED ON THE COMPUTATION OF MOMENTS
• IEOR 4106: Professor Whitt Lecture Notes, Tuesday, February 1
• IEOR 4106: Introduction to Operations Research: Stochastic Models Professor Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt, March 10
• IMPROVING SERVICE BY INFORMING CUSTOMERS ABOUT ANTICIPATED DELAYS
• DYNAMIC STAFFING IN A TELEPHONE CALL CENTER AIMING TO IMMEDIATELY ANSWER ALL CALLS
• Operations Research Letters 24 (1999) 205212 www.elsevier.com/locate/orms
• 10 IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 7, NO. 1, FEBRUARY 1999 Resource Sharing for Book-Ahead
• COMPUTING LAPLACE TRANSFORMS FOR NUMERICAL INVERSION VIA CONTINUED FRACTIONS
• Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• USING DIFFERENT RESPONSE-TIME REQUIREMENTS TO SMOOTH TIME-VARYING DEMAND FOR SERVICE
• Operations Research Letters 24 (1999) 110 Using di erent response-time requirements to smooth time-varying
• Linear Stochastic Fluid Networks Offer Kella 1
• Predicting Response Times in Processor-Sharing Amy R. Ward
• Preprint 0 (2000) ?? 1 An Overview of Brownian and Non-Brownian FCLTs
• STOCHASTIC MODELS FOR THE DESIGN AND MANAGEMENT OF CUSTOMER CONTACT CENTERS
• Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. How multiserver queues scale with grooming congestion-dependent demand
• ENGINEERING SOLUTION OF A BASIC CALL-CENTER MODEL: SUPPLEMENTARY MATERIAL
• HEAVY-TRAFFIC LIMITS FOR THE G/H 2/n/m QUEUE
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 30, No. 1, February 2005, pp. 127
• MANUFACTURING & SERVICE OPERATIONS MANAGEMENT
• A STAFFING ALGORITHM FOR CALL CENTERS WITH SKILL-BASED ROUTING
• OPERATIONS RESEARCH Vol. 54, No. 1, JanuaryFebruary 2006, pp. 3754
• ARTICLE IN PRESS Int. J. Electron. Commun. (AE) ( )
• SENSITIVITY OF PERFORMANCE IN THE ERLANG-A QUEUEING MODEL
• OPERATIONS RESEARCH Vol. 54, No. 2, MarchApril 2006, pp. 247260
• Staffing a Call Center with Uncertain Arrival Rate and Absenteeism
• EXPLOITING REGENERATIVE STRUCTURE TO ESTIMATE FINITE TIME AVERAGES
• TWO-MOMENT APPROXIMATIONS FOR MAXIMA Charles S. Crow, IV David Goldberg Ward Whitt
• OPERATIONS RESEARCH doi 10.1287/opre.1070.0375ec
• TWO-MOMENT APPROXIMATIONS FOR MAXIMA Charles S. Crow, IV David Goldberg Ward Whitt
• VALUE-BASED ROUTING AND PREFERENCE-BASED ROUTING IN CUSTOMER CONTACT CENTERS
• A Preference-Based-Routing Example Solved by Linear Programming with Excel Solver
• Probability Surveys Vol. 4 (2007) 193267
• Probability Surveys Vol. 4 (2007) 268302
• THE LAST DEPARTURE TIME FROM AN Mt/G/ QUEUE WITH A TERMINATING ARRIVAL PROCESS
• e-Companion 11. Introduction
• REAL-TIME DELAY ESTIMATION BASED ON DELAY HISTORY Rouba Ibrahim and Ward Whitt
• Queueing Syst (2009) 63: 1332 DOI 10.1007/s11134-009-9132-y
• MANAGEMENT SCIENCE doi 10.1287/mnsc.1090.1041ec
• MARKOV CHAIN MODELS TO ESTIMATE THE PREMIUM FOR EXTENDED HEDGE FUND LOCKUPS
• The Annals of Applied Probability 2010, Vol. 20, No. 1, 214237
• Copyright:INFORMSholdscopyrighttothisArticlesinAdvanceversion,whichismadeavailabletoinstitutionalsubscribers.Thefilemay notbepostedonanyotherwebsite,includingtheauthor'ssite.Pleasesendanyquestionsregardingthispolicytopermissions@informs.org.
• Article 10.5.5 Journal of Integer Sequences, Vol. 13 (2010),2
• Stochastic Systems arXiv: math.PR/0000000
• Online Supplement to "A Fluid Approximation for Service Systems Responding to Unexpected Overloads"
• A Fluid Model for a Large-Scale Service System Experiencing Periods of Overloading
• Queueing Systems manuscript No. (will be inserted by the editor)
• A Fluid Limit for an Overloaded X Model Via an Averaging Principle CWI, Science Park 123, 1098 XG, Amsterdam, the Netherlands
• Submitted to the Annals of Applied Probability arXiv: math.PR/0000000
• Volume2, Numberi OPERATIONSRESEARCHLETTERS April1983 QUEUE TESTS FOR RENEWAL PROCESSES
• Operations Research Letters 9 (1990) 355-362 November 1990 North-Holland
• ARRANGING QUEUES IN SERIES S. Suresh W. Whitt
• DEPARTURES FROM MANY QUEUES IN SERIES Peter W. Glynn
• ESTIMATING THE ASYMPTOTIC VARIANCE WITH BATCH MEANS
• THE ASYMPTOTIC EFFICIENCY OF SIMULATION ESTIMATORS
• CALCULATION OF THE GI/G/1 WAITING-TIME DISTRIBUTION AND ITS CUMULANTS FROM POLLACZEK'S FORMULAS
• Statistics & Probability Letters 16 (1993) 51-54 North-Holland
• ASYMPTOTICS FOR STEADY-STATE TAIL PROBABILITIES IN STRUCTURED MARKOV QUEUEING MODELS
• WAITING-TIME TAIL PROBABILITIES IN QUEUES WITH LONG-TAIL SERVICE-TIME DISTRIBUTIONS
• TRANSIENT BEHAVIOR OF THE M/G/1 WORKLOAD PROCESS
• A HEAVY-TRAFFIC EXPANSION FOR ASYMPTOTIC DECAY RATES OF TAIL PROBABILITIES IN MULTI-CHANNEL QUEUES
• THE TRANSIENT BMAP/G/1BMAP/G/1 QUEUE David M. Lucantoni11
• Numerical Transform Inversion to Analyze Teletraffic Models Gagan L. Choudhury,a
• TRAFFIC MODELS FOR WIRELESS COMMUNICATION NETWORKS Kin K. Leung, 1
• An Inversion Algorithm to Compute Blocking Probabilities in Loss Networks With
• PIECEWISE-LINEAR DIFFUSION PROCESSES Sid Browne and Ward Whitt
• ON THE LAGUERRE METHOD FOR NUMERICALLY INVERTING LAPLACE TRANSFORMS
• STABILITY AND STRUCTURAL PROPERTIES OF STOCHASTIC STORAGE NETWORKS1
• Estimating the Parameters of a Nonhomogeneous Poisson Process with Linear Rate
• SIMULATION RUN LENGTHS TO ESTIMATE BLOCKING PROBABILITIES
• Queueing Systems 25 (1997) 173233 173 Asymptotics for M/G/1 low-priority waiting-time tail
• Probabilistic Scaling for the Numerical Inversion of Non-Probability Transforms
• NUMERICAL INVERSION OF MULTIDIMENSIONAL LAPLACE TRANSFORMS BY THE LAGUERRE METHOD
• ELSEVIER Performance Evaluation 31 (1998) 229-243 Numerical inversion of multidimensional Laplace transforms
• Effective Bandwidths with Priorities Arthur W. Berger and Ward Whitt
• Queueing Systems 0 (2000) ?? 1 Periodic Load Balancing
• A SOURCE TRAFFIC MODEL AND ITS TRANSIENT ANALYSIS FOR NETWORK CONTROL
• VERIFYING CELL LOSS REQUIREMENTS IN HIGH-SPEED COMMUNICATION NETWORKS
• Queueing Systems 36 (2000) 7187 71 The impact of a heavy-tailed service-time distribution
• Economy of Scale in Multiserver Service Systems
• Experiencing Statistical Regularity Columbia University
• Approximations Multi-Server Queues
• Resource Pooling and Staffing in Call Centers
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106: Professor Whitt Lecture Notes, Thursday, February 3
• A Markov Chain Example in Credit Risk Modelling This is a concrete example of a Markov chain from finance. Specifically, this come from p.626-
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106, Spring 2011, Professor Whitt Class Lecture Notes: Thursday, February 10.
• IEOR 3106, Fall 2007, Professor Whitt Solutions for Visit to the Post Office.
• Poisson Process: Special Case of Many Things It is useful to be aware that a Poisson process is a special case of several important stochastic
• IEOR 4106: Introduction to Operations Research: Stochastic Models Professor Whitt, Spring 2011
• IEOR 4106: Introduction to Operations Research: Stochastic Models Homework Assignment 2: Tuesday, January 25, 2011
• IEOR 4106: Introduction to Operations Research: Stochastic Models SOLUTIONS to Homework Assignment 3
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• Queue-and-Idleness-Ratio Controls in Many-Server Service Systems Itay Gurvich
• Queueing Systems 25 (1997) 157172 157 Peak congestion in multi-server service systems with
• Submitted to Management Science manuscript MS-00251-2007
• A Routing Policy for the X Call-Center Model Designed to Respond to Unexpected Overloads
• EXPONENTIAL APPROXIMATIONS FOR TAIL PROBABILITIES IN QUEUES: SOJOURN TIME AND WORKLOAD
• Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
• ESTIMATING CUSTOMER AND TIME AVERAGES Peter W. Glynn
• IEOR 4106: Spring 2011 Solutions to Homework Assignment 7: Due on Tuesday, March 22.
• Queueing Networks 8.1. Introduction
• HOW MULTISERVER QUEUES SCALE WITH GROWING CONGESTIONDEPENDENT DEMAND
• Numerical Transform Inversion to Analyze Teletraffic Models Gagan L. Choudhury, a David M. Lucantoni a and Ward Whitt b
• LongTail Bu#erContent Distributions in Broadband Gagan L. Choudhury
• SQUEEZING THE MOST OUT OF ATM Gagan L. Choudhury, 1 David M. Lucantoni 2 and Ward Whitt 3
• Tales of Time Scales AT&T Labs Research
• Queueing Systems manuscript No. (will be inserted by the editor)
• Applied Probability Trust (12 May 2011) HEAVY-TRAFFIC LIMITS FOR NEARLY DETERMINISTIC QUEUES
• Queueing Systems 30 (1998) 203250 203 Periodic load balancing
• Coping with Time-Varying Demand When Setting Staffing Requirements for a
• STAFFING OF TIME-VARYING QUEUES TO ACHIEVE TIME-STABLE PERFORMANCE
• INFINITE-SERIES REPRESENTATIONS OF LAPLACE TRANSFORMS OF PROBABILITY DENSITY FUNCTIONS FOR NUMERICAL
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 00, No. 0, Xxxxxx 20xx, pp. xxxxxx
• Simulation Run Lengths to Estimate Blocking Probabilities
• Useful Functions 13.1. Introduction
• FITTING MIXTURES OF EXPONENTIALS TO LONGTAIL DISTRIBUTIONS TO ANALYZE NETWORK PERFORMANCE MODELS 1
• NECESSARY CONDITIONS IN LIMIT THEOREMS FOR CUMULATIVE PROCESSES
• Resource Pooling and Staffing in Call Centers
• Partitioning Customers into Service Groups Room A117, AT&T Labs, Shannon Laboratory, 180 Park Avenue, Florham Park, New Jersey 07932-0971
• Baltzer Journals Queueing Systems 25 (1997) 173223 ASYMPTOTICS FOR M/G/1 LOW-PRIORITY
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• HEAVY-TRAFFIC ASYMPTOTIC EXPANSIONS FOR THE ASYMPTOTIC DECAY RATES IN THE BMAP/G/1 QUEUE
• MAXIMUM VALUES IN QUEUEING PROCESSES Arthur W. Berger
• HeavyTraffic Limits for Fluid Queues
• Efficiently Providing Multiple Grades of Service with Protection Against Overloads
• THE ASYMPTOTIC EFFICIENCY OF SIMULATION ESTIMATORS
• NUMERICAL INVERSION OF MULTIDIMENSIONAL LAPLACE TRANSFORMS BY THE LAGUERRE METHOD
• STABILITY AND STRUCTURAL PROPERTIES OF STOCHASTIC STORAGE NETWORKS 1
• EXTENDING THE EFFECTIVE-BANDWIDTH CONCEPT TO NETWORKS WITH PRIORITY CLASSES
• A DIFFUSION APPROXIMATION FOR THE G/GI/n/m QUEUE Department of Industrial Engineering and Operations Research
• MANAGEMENT SCIENCE Vol. 50, No. 10, October 2004, pp. 14491461
• NUMERICAL INVERSION OF PROBABILITY GENERATING FUNCTIONS
• A Fluid Limit for an Overloaded X Model Via an Averaging Principle CWI, Science Park 123, 1098 XG, Amsterdam, the Netherlands
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 3, No, 3. August 197tl
• THE FOURIER-SERIES METHOD FOR INVERTING TRANSFORMS OF PROBABILITY DISTRIBUTIONS
• IEOR 4106, Spring 2011, Professor Whitt Martingales, Gambling and Brownian Motion
• IEOR 4106: Introduction to Operations Research: Stochastic Models SOLUTIONS to Homework Assignment 1
• Submitted to Operations Research manuscript OPRE-201002-067-R1
• STAFFING A CALL CENTER WITH UNCERTAIN ARRIVAL RATE AND ABSENTEEISM
• IEOR 4106: Introduction to OR: Stochastic Models Spring 2011, Professor Whitt
• ASYMPTOTIC ANALYSIS OF TAIL PROBABILITIES BASED ON THE COMPUTATION OF MOMENTS
• FLUID AND DIFFUSION LIMITS FOR QUEUES IN SLOWLY CHANGING ENVIRONMENTS
• AN ALGORITHM FOR CLOSED QUEUEING NETWORKS BASED ON NUMERICAL TRANSFORM INVERSION
• VARIANCE REDUCTION IN SIMULATIONS OF LOSS MODELS
• Random Walks in Applications
• An Application to Simulation 4.1. Introduction
• HeavyTraffic Limits for 5.1. Introduction
• Experiencing Statistical Regularity
• AN ALGORITHM TO COMPUTE BLOCKING PROBABILITIES IN MULTIRATE MULTICLASS MULTIRESOURCE LOSS MODELS
• VARIANCE REDUCTION IN SIMULATIONS OF LOSS MODELS
• TWO-PARAMETER HEAVY-TRAFFIC LIMITS FOR INFINITE-SERVER QUEUES
• NEW MARKOV CHAIN MODELS TO ESTIMATE THE PREMIUM FOR EXTENDED HEDGE FUND LOCKUPS
• Operations Research Letters 12 (1992) 275-281 November 1992 North-Holland
• Stochastic Systems arXiv: math.PR/0000000
• OPERATIONS RESEARCH Vol. 52, No. 6, NovemberDecember 2004, pp. 922941
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• Probabilistic Scaling for the Numerical Inversion of NonProbability Transforms
• USING DIFFERENT RESPONSETIME REQUIREMENTS TO SMOOTH TIMEVARYING DEMAND FOR SERVICE
• E#ciently Providing Multiple Grades of Service with Protection Against Overloads in Shared
• SENSITIVITY TO THE SERVICETIME DISTRIBUTION IN THE NONSTATIONARY ERLANG LOSS MODEL
• PIECEWISELINEAR DIFFUSION PROCESSES Sid Browne and Ward Whitt
• Real-Time Delay Estimation Based on Delay History in Many-Server Service Systems with
• Queueing Systems 46, 507536, 2004 2004 Kluwer Academic Publishers. Manufactured in The Netherlands.
• AN OPERATIONAL CALCULUS FOR PROBABILITY DISTRIBUTIONS VIA LAPLACE TRANSFORMS
• Applied Probability Trust (16 April 2010) HEAVY-TRAFFIC LIMITS FOR NEARLY DETERMINISTIC QUEUES
• Submitted to Operations Research manuscript 2008-09-505.R1
• IEOR 4106: Spring 2009, Professor Whitt Poisson Entertainment, Thursday, February 26
• Queueing Systems 36 (2000) 3970 39 An overview of Brownian and non-Brownian FCLTs
• e-Companion REAL-TIME DELAY ESTIMATION BASED ON DELAY HISTORY
• Limits for Cumulative Input Processes to Queues Ward Whitt1
• INFORMS Journal on Computing Vol. 19, No. 3, Summer 2007, pp. 341355
• TOWARDS BETTER MULTI-CLASS PARAMETRIC-DECOMPOSITION APPROXIMATIONS
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 34, No. 2, May 2009, pp. 363396
• REAL-TIME DELAY ESTIMATION BASED ON DELAY HISTORY IN MANY-SERVER SERVICE SYSTEMS WITH
• Submitted to Operations Research manuscript (Please, provide the mansucript number!)
• MAXIMUM VALUES IN QUEUEING PROCESSES Arthur W. Berger
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt,
• THE IMPACT OF INCREASED EMPLOYEE RETENTION UPON PERFORMANCE IN A CUSTOMER CONTACT CENTER
• IEOR 4106: Introduction to Operations Research: Stochastic Models Spring 2011, Professor Whitt
• LIMITS AND APPROXIMATIONS FOR THE BUSY-PERIOD DISTRIBUTION IN SINGLE-SERVER QUEUES
• SIMULATION RUN LENGTH PLANNING AT&T Bell Laboratories
• WAITINGTIME TAIL PROBABILITIES IN QUEUES WITH LONGTAIL SERVICETIME DISTRIBUTIONS
• ESTIMATING THE ASYMPTOTIC VARIANCE WITH BATCH MEANS
• PARTITIONING CUSTOMERS INTO SERVICE GROUPS Ward Whitt 1
• SOLVING PROBABILITY TRANSFORM FUNCTIONAL EQUATIONS FOR NUMERICAL INVERSION
• COPING WITH TIME-VARYING DEMAND WHEN SETTING STAFFING REQUIREMENTS
• CONTINUOUS-TIME MARKOV CHAINS Department of Industrial Engineering and Operations Research
• CALCULATING NORMALIZATION CONSTANTS OF CLOSED QUEUEING NETWORKS BY NUMERICALLY INVERTING THEIR GENERATING FUNCTIONS
• IEOR 4106: Spring 2011, Professor Whitt Topics for Discussion: Thursday, April 14
• IEOR 3106: Introduction to OR: Stochastic Models Fall 2011, Professor Whitt
• IEOR 4xxx: Service Engineering Instructors
• IEOR 3106: Introduction to Operations Research: Stochastic Models Fall 2011, Professor Whitt
• IEOR 3106: Introduction to Operations Research: Stochastic Models Fall 2011, Professor Whitt
• IEOR 3106: Introduction to Operations Research: Stochastic Models Fall 2011, Professor Whitt
• IEOR 3106: Introduction to Operations Research: Stochastic Models Professor Whitt
• Ward Whitt (born in 1942) spent his early years in Bozeman, Montana, before attending Dartmouth (AB
• A Many-Server Fluid Limit for the Gt/GI/st + GIt Queueing Model Experiencing Periods of Overloading
• Submitted to Operations Research manuscript OPRE-2009-06-259
• OPERATIONS RESEARCH Vol. 59, No. 5, SeptemberOctober 2011, pp. 11061118
• IEOR 8100: Topics in IEOR: Stochastic Models in Service Engineering Instructors: This course is co-taught by Professor Ward Whitt and Dr. Galit Yom-Tov
• OPERATIONS RESEARCH doi 10.1287/opre.1110.0942ec
• Submitted to the Annals of Applied Probability MANY-SERVER HEAVY-TRAFFIC LIMIT FOR QUEUES
• OPERATIONS RESEARCH Vol. 59, No. 4, JulyAugust 2011, pp. 835846
• OPERATIONS RESEARCH Vol. 59, No. 5, SeptemberOctober 2011, pp. 11591170
• Submitted to the Annals of Applied Probability MANY-SERVER HEAVY-TRAFFIC LIMIT FOR QUEUES
• Submitted to Operations Research manuscript OPRE-2009-06-259
• Submitted to the Annals of Applied Probability MANY-SERVER HEAVY-TRAFFIC LIMIT FOR QUEUES
• NEW MARKOV CHAIN MODELS TO ESTIMATE THE PREMIUM FOR EXTENDED HEDGE FUND LOCKUPS
• IEOR 3106: Introduction to Operations Research: Stochastic Models Fall 2011, Professor Whitt
• Queueing Syst (2011) 69:145173 DOI 10.1007/s11134-011-9253-y
• Queueing Systems manuscript No. (will be inserted by the editor)
• IEOR 3106, Fall 2011, Professor Whitt Introduction to Renewal Theory: Tuesday, November 15
• IEOR 4615: Service Engineering Instructors
• Real-Time Delay Estimation Based on Delay History in Many-Server Service Systems with
• Queueing Systems manuscript No. (will be inserted by the editor)
• IEOR 3106: Fall 2011, Professor Whitt Solutions to the Poisson Entertainment, Thursday, October 13
• IEOR 3106: Introduction to OR: Stochastic Models Professor Whitt
• MANUFACTURING & SERVICE OPERATIONS MANAGEMENT
• Statistics and Probability Letters 82 (2012) 9981004 Contents lists available at SciVerse ScienceDirect
• IEOR 8100: Spring 2012, Professor Whitt The Performance of Single-Server Queues, Wednesday, January 25, 2012
• Possible Empirical Student Projects for IEOR 8100, Spring 2012 A major opportunity for student research projects is the call center data and hospital
• IEOR 8100: Spring 2012, Professor Whitt Performance Analysis: Looking at Systems and System Data Through the
• IEOR 8100: Spring 2012, Professor Whitt Traffic Measurements and Many-Server Queues, February 8, 2012
• The Operational Analysis of Queueing Network Models* PETER J. DENNING
• The Queue Inference Engine: Deducing Queue Statistics from Transactional Data Author(s): Richard C. Larson
• The Infinite-Server Queueing Model: The Center of the Many-Server Queueing Universe
• Queueing Systems manuscript No. (will be inserted by the editor)
• Queueing Systems manuscript No. (will be inserted by the editor)
• IEOR 8100: Spring 2012, Professor Whitt More on Single-Server Queues, Wednesday, February 1, 2012
• Algorithms for Time-Varying Networks of Many-Server Fluid Queues
• Approximations for Non-Markovian Queueing Networks: Bibliography
• IEOR 8100: Spring 2012, Professor Whitt Staffing with Time-Varying Arrival Rates, February 22, 2012
• On the FCLT Version of L = W Department of Industrial Engineering and Operations Research, Columbia University,
• Submitted to Manufacturing & Service Operations Management manuscript (Please, provide the mansucript number!)
• Stochastic Systems PATIENT FLOW IN HOSPITALS: A DATA-BASED
• Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective