The Impact of Delay Announcements in Many-Server Queues with
Abandonment.Operations Research, vol. 57, No. 1, January-February 2009, pp. 66-81.
(with Mor Armony and Nahum Shimkin).
[PDF]
The Impact of Delay Announcements in Many-Server Queues with
Abandonment: Supplementary Material.
working paper, 2005. Supporting material for paper with same title.
(with Mor Armony and Nahum Shimkin).
[PDF]
Efstathios Avdis, Alberta School of Business, University of Alberta
Heavy-Traffic Limit for the Initial Content Process.
Submitted to Stochastic Systems (with A. Korhan Aras and Yunan Liu).
[PDF].
Andre B. Bondi, Member of Technical Staff, Scrum Alliance
The Influence of Service-Time Variability in a Closed
Network of Queues.
Performance Evaluation,
vol. 6, September 1986, pp. 219-234.
[published PDF]
Sid Browne, Managing Director, Credit Suisse, New York City
Piecewise-Linear Diffusion Processes.
Advances in Queueing, J. Dshalalow, ed., CRC Press,
Boca Raton, FL, 1995, pp. 463-480 (with Sid Browne).
[published PDF]
Portfolio Choice and The Bayesian Kelly Criterion.
Advances in Applied Probability, vol. 28, 1996, pp. 1145-1176
(with Sid Browne).
[published PDF]
Dr. Won Chul Cha, Samsung University Medical Center, Seoul, Korea
Poisson and Non-Poisson Properties in Appointment-Generated Arrival Processes: the Case of an Endocrinology Clinic.
Operations Research Letters, vol 43, 2015, pp. 247-253 (with Song-Hee Kim, Ponni Vel and Won Chul Cha).
[PDF].
Appendix to "Poisson and Non-Poisson Properties in Appointment-Generated Arrival Processes: the Case of an Endocrinology Clinic". (with Song-Hee Kim, Ponni Vel and Won Chul Cha).
[PDF].
A Data-Driven Model of an Appointment-Generated Arrival Processes at an Outpatient Clinic.
(with Song-Hee Kim and Won Chul Cha).
[PDF].
Appendix to "A Data-Driven Model of an Appointment-Generated Arrival Processes at an Outpatient Clinic". (with Song-Hee Kim and Won Chul Cha).
[PDF].
Slides for talk at INFORMS 2015 in Philadelphia (with Song-Hee Kim and Won Chul Cha).
[PDF].
Recent Asymptotic Results in the Probabilistic Analysis of Schedule Makespans.
Scheduling Theory and its Applications,
P. Chrétienne, E. G. Coffman, Jr., J. K. Lenstra and Z. Liu (eds.),
Wiley, New York, 1995, pp. 15-31.
Stochastic Limit Laws for Schedule Makespans.
Stochastic Models, vol. 12, No. 2, 1996,
pp. 215-243 (with E. G. Coffman, Jr. and Leopold Flatto).
[published PDF]
Two-Moment Approximations for Maxima.
working paper, 2005.
(with Chuck Crow and David Goldberg).
[PDF]
Two-Moment Approximations for Maxima: supplement.
working paper, 2005. Supporting material for paper with same title.
(with Chuck Crow and David Goldberg).
[PDF]
Sensitivity to the Service-Time Distribution in the Nonstationary Erlang Loss Model.
Management Science, vol. 41, No. 6, 1995, pp. 1107-1116 (with Jimmie L. Davis and Bill Massey).
[published PDF]
Emanuel Derman, Professor and Director of the Masters of Science Program in Financial Engineering, IEOR Dept., Columbia University
Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups.
Wilmott Journal, vol. 1, No. 5-6, October-December 2009, pp. 263-293 (with Emanuel Derman and Kunsoo Park).
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A Stochastic-Difference-Equation Model for Hedge-Fund Relative Returns.
Quantitative Finance, vol. 10, 2010, pp. 701-733,
(with Emanuel Derman and Kunsoo Park)
[PDF].
Queueing Theory.
McGraw-Hill Yearbook of Science and Technology,
McGraw-Hill, New York, 1991, pp. 377-383 (with R. C. Larson and M. A. Wortman).
James Dong, doctoral student, ORIE Dept., Cornell University
Stochastic Grey-Box Modeling of Queueing Systems: Fitting Birth-and-Death Processes to Data.
Queueing Systems, vol. 79, 2015, pp. 391-426. (with James Dong).
[PDF].
Using a Birth-and-Death Process to Estimate the Steady-State Distribution of a Periodic Queue.
Naval Research Logistics, vol. 62, No. 8, December 2015, pp. 664-685, DOI 10.1002nav.21672 (with James Dong).
[PDF]
Stationary Birth-and-Death Processes Fit to Queues with Periodic Arrival Processes.
Earlier version (with James Dong).
[PDF].
Appendix to "Stationary Birth-and-Death Processes Fit to Queues with Periodic Arrival Processes". (with James Dong)
[PDF].
Peter Donnelly, Department of Statistics, University of Oxford
On Reinforcement-Depletion Compartmental Urn Models.
Journal of Applied Probability,
vol. 26, No. 3, 1989, pp. 477-489.
The Physics of The Mt/G/infty Queue.
Operations Research, vol. 41, No. 4, 1993, pp. 731-742
(with Stephen G. Eick).
[published PDF]
Mt/G/infty
Queues with Sinusoidal Arrival Rates.
Management Science, vol. 39, No. 2, 1993,
pp. 241-252 (with Stephen G. Eick).
[published PDF]
Zohar Feldman, Research Engineer, IBM, Armonk: Analytics and Optimization
Staffing of Time-Varying Queues to Achieve
Time-Stable Performance.
working paper, 2004. Revised 2005.
Submitted to Management Science.
(with Zohar Feldman, Avishai Mandelbaum and Bill Massey)
[PDF].
Staffing of Time-Varying Queues to Achieve
Time-Stable Performance, Unabridged Version:
Internet Supplement.
working paper, 2005.
(with Zohar Feldman, Avishai Mandelbaum and Bill Massey)
[PDF].
Anja Feldmann, Computer Science Department, Technical University of Berlin, Germany
Fitting Mixtures of Exponentials to Long-Tail Distributions to Analyze Network Performance Models.
IEEE Infocom `97, 1997, pp. 1098-1106.
[published PDF]
Fitting Mixtures of Exponentials to Long-Tail Distributions to Analyze Network Performance Models.
Performance Evaluation,
vol. 31, 1998, pp. 245-279 (with Anja Feldmann).
[published PDF]
Leo Flatto, Mathematics Sciences Research Center, Bell Labs, retired
Stochastic Limit Laws for Schedule Makespans.
Stochastic Models, vol. 12, No. 2, 1996, pp. 215-243 (with E. G. Coffman, Jr.).
[published PDF]
Qi Fu, Credit Suisse, Eleven Madison Avenue, New York, NY, USA
Analyzing the Pace of Play in Golf.
Journal of Sports Analytics, vol. 1, No. 1, 2015, pp. 43-64 (with Qi Fu),
DOI 10.3233/JSA-150004.
[PDF]
Managing the Pace of Play in Golf.
2017, (with MoonSoo Choi and Qi Fu),
Two-Moment Approximations for Maxima.
working paper, 2005.
(with Chuck Crow and David Goldberg).
[PDF]
Two-Moment Approximations for Maxima: supplement.
working paper, 2005. Supporting material for paper with same title.
(with Chuck Crow and David Goldberg).
[PDF]
Approximating the Admissible Set in Stochastic Dominance.
Journal of Economic Theory, vol. 23, No. 2, October 1980, pp. 218-235.
[published PDF]
Linda V. Green, Graduate School of Business, Columbia University
Coping with Time-Varying Demand when Setting Staffing Requirements for a Service
System.
working paper, 2005.
Production and Operations Management (POMS), forthcoming.
(with Linda V. Green and Peter J. Kolesar).
[PDF]
The Time-Dependent Erlang Loss Model with Retrials.
Proceedings of INFORMS Telecommunications Conference, Telecommunications Systems,
R. B. Cooperand and R. Doverspike (eds.), vol. 7, 1997, pp. 253-265 (with Nathaniel Grier, William A. Massey and Tyrone McKoy).
[PostScript][PDF][published PDF]
Varun Gupta, The University of Chicago Booth School of Business School
Analysis of Join-the-Shortest-Queue Routing for Web Server Farms.
Performance Evaluation, vol. 64, October 2007, pp. 1062-1081.
IFIP 7.3 International Symposium on Computer Performance, Modeling, Measurements and
Evaluation (Performance 2007), Cologne, Germany, October 2007.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
Simulation Results for JSQ Server Farms with Processor Sharing Servers.
Supporting material for the paper above.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
Shlomo Halfin, 1934-2009 (colleague at Bell Labs)
Heavy-Traffic Limits for Queues with
Many Exponential Servers.
Operations Research, vol. 29, No. 3, May-June 1981,
pp. 567-588 (with Shlomo Halfin).
[published PDF]
An Extremal Property of the FIFO Discipline Via
An Ordinal Version of L = W.
Stochastic Models, vol. 5, No. 3, 1989, pp. 515-529.
[published PDF]
The Asymptotic Variance of Departures in Critically Loaded Queues.
Advances in Applied Probability, vol. 43, No. 1, 2011, pp. 243-263 (with Ahmad Al Hanbali, Michel Mandjes and Yoni Nazarathy).
[PDF].
Analysis of Join-the-Shortest-Queue Routing for Web Server Farms.
Performance Evaluation, vol. 64, October 2007, pp. 1062-1081.
IFIP 7.3 International Symposium on Computer Performance, Modeling, Measurements and
Evaluation (Performance 2007), Cologne, Germany, October 2007.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
Simulation Results for JSQ Server Farms with Processor Sharing Servers.
Supporting material for the paper above.
(with Varun Gupta, Mor Harchol-Balter and Karl Sigman)
[PDF].
Beixiang He, PhD from North Carolina State University, main advisor Yunan Liu
Staffing a Service System with Non-Poisson Nonstationary Arrivals.
Probability in the Engineering and Informational Sciences, vol. 30, June 2016, pp. 593-621. doi.10.1017/S206996481600019X
(with Beixiang He and Yunan Liu).
[PDF].
Server Staffing to Meet Time-Varying Demand.
Management Science,
vol. 42, No. 10, 1996, pp. 1383-1394
(with Otis B. Jennings and Avishai Mandelbaum).
[published PDF]
Wanmo Kang, Department of Mathematical Sciences, KAIST, Seoul, Korea
Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation.ACM Transactions on Modeling and Computer Simulation (TOMACS), forthcoming.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation:
Supplementary Material.
working paper, 2005.
Supporting material for paper with same title.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
Masaaki Kijima, Graduate School of Economics, Kyoto University
Decompositions of the M/M/1 Transition Function.
Queueing Systems, vol. 9, No. 3, 1991, pp. 323-336 (with Joseph Abate).
[published PDF]
John G. Klincewicz,
Senior Technical Specialist in the Network Design and Performance Analysis Department of AT&T Labs
On Approximations for Queues, II: Shape Constraints,
AT&T Bell Laboratories Technical Journal, vol. 63, No. 1,
January 1984, pp. 139-161.
[published PDF]
Peter J. Kolesar, Emeritus Professor,Graduate School of Business, Columbia University
Coping with Time-Varying Demand when Setting Staffing Requirements for a Service
System.
working paper, 2005.
Production and Operations Management (POMS), forthcoming.
(with Linda V. Green and Peter J. Kolesar).
[PDF]
Approximate Blocking Probabilities for Loss Models with Independence and Distribution Assumptions Relaxed.
Performance Evaluation, vol. 80, 2014, pp. 82-101 (with Andrew Li)
[PDF].
Staffing to Stabilize Blocking in Loss Models with Time-Varying Arrival Rates,
Probability in the Engineering and Informational Sciences, vol. 30, No. 2, April 2016, pp. 185-211, doi:10.1017/S0269964815000340 (with Andrew Li and Jingtong Zhao).
[PDF]
Armand Makowski, Department of Electrical Engineering, University of Maryland
On Averages Seen By Arrivals in Discrete Time.
Proceedings of the 28th IEEE Conference on Decision and Control, December 1989, pp. 1084-1086
(with Benjamin Melamed).
[published PDF]
Michel Mandjes, the University of Amsterdam and CWI, the Netherlands
The Asymptotic Variance of Departures in Critically Loaded Queues.
Advances in Applied Probability, vol. 43, No. 1, 2011, pp. 243-263 (with Ahmad Al Hanbali, Michel Mandjes and Yoni Nazarathy).
[PDF].
Applications of the Infinite-Server Queue to the Management of
Private Line Services.
Proceedings of 1997 AT&T Services and Infrastructure Symposium (SIPS-97), Middletown, NJ, November 18-19, 1997, pp. 132-141 (with William A. Massey).
A Time-Dependent Queueing Network Model to Describe the Life-Cycle Dynamics of a
Family of Private-Line Telecommunications Services.
Telecommunication Systems, vol. 17, No. 1, 2002, pp. 9-38.
[PostScript][PDF][published PDF]
The Time-Dependent Erlang Loss Model with Retrials.
Proceedings of INFORMS Telecommunications Conference, Telecommunications Systems,
R. B. Cooperand and R. Doverspike (eds.), vol. 7, 1997, pp. 253-265 (with Nathaniel Grier, William A. Massey).
[published PDF]
Yoni Nazarathy, Probability and Statistics Group, the University of Queensland
The Asymptotic Variance of Departures in Critically Loaded Queues.
Advances in Applied Probability, vol. 43, No. 1, 2011, pp. 243-263 (with Ahmad Al Hanbali, Michel Mandjes and Yoni Nazarathy).
[PDF].
Estimating Average Production Intervals Using Inventory Measurements:
Little's Law for
Partially Observable Processes.
Operations Research, vol. 36, No. 2, March-April 1988,
pp. 208-223.
Geraldine A. Parker, undergraduate advisee at Bell Labs
Estimating the Parameters of a Nonhomogeneous Poisson Process with Linear Rate.
Telecommunication Systems,
vol. 5, 1996, pp. 361-388
(with William A. Massey).
[PostScript][PDF][published PDF]
Martin I. Reiman, Bell Labs, Lucent; IEOR Dept. at Columbia University since 2016
Fluid and Diffusion Limits for Queues in Slowly Changing Random Environments.
Stochastic Models,
vol. 13, No. 1, 1997, pp. 121-146 (with Gagan Choudhury, Avishai Mandelbaum and Martin I. Reiman).
[published PDF]
Using Distributed-Event Parallel Simulation to Study Many Queues in Series.
Probability in the Engineering and Informational Sciences, vol. 7, No. 2, 1993, pp. 159-186 (with Albert G. Greenberg).
[PostScript][PDF]
A Queueing Network Analyzer for Manufacturing.
Teletraffic Science for New Cost-Effective Systems, Networks and Services, Proceedings of ITC 12 (ed. M. Bonatti), North-Holland,
Amsterdam, 1989, pp. 1146-1152 (with Moshe Segal).
[published PDF]
Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation.ACM Transactions on Modeling and Computer Simulation (TOMACS), forthcoming.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
Exploiting Regenerative Structure to Estimate Finite Time Averages via Simulation:
Supplementary Material.
working paper, 2005.
Supporting material for paper with same title.
(with Wanmo Kang and Perwez Shahabuddin).
[PDF]
Nahum Shimkin, Electrical Engineering Department, The Technion
The Impact of Delay Announcements in Many-Server Queues with
Abandonment.
working paper, 2005.
Submitted to Management Science.
(with Mor Armony and Nahum Shimkin).
[PDF]
The Impact of Delay Announcements in Many-Server Queues with
Abandonment: Supplementary Material.
working paper, 2005. Supporting material for paper with same title.
(with Mor Armony and Nahum Shimkin).
[PDF]
Martin Shubik, Department of Economics, Yale University
Fiat Money in an Economy with one Nondurable Good and No Credit (A Noncooperative Sequential Game).
Topics in Differential Games,
A. Blaquiere (Editor), North-Holland Publishing Co., 1973, pp. 401-448.
[published PDF].
Xu Sun, doctoral student, IEOR Dept., Columbia University
Creating Work Breaks from Available Idleness.
(with Xu Sun).
[PDF].
Appendix to: "Creating Work Breaks from Available Idleness" (with Xu Sun).
[PDF].
S. Suresh, PhD from North Carolinna State University, Bell Labs colleague.
Arranging Queues in Series: A Simulation Experiment.
Management Science , vol. 36, No. 2,
1990, pp. 1080-1091.
[PostScript][PDF]
The Heavy-Traffic Bottleneck Phenomenon in Open Queueing Networks.
Operations Research Letters, vol. 9, No. 6, 1990, pp. 355-362
(with S. Suresh).
[published PDF]
Ponni Vel, undergraduate student, IEOR Dept., Columbia University; consultant at Oliver Wyman
Poisson and Non-Poisson Properties in Appointment-Generated Arrival Processes: the Case of an Endocrinology Clinic.
Operations Research Letters, vol 43, 2015, pp. 247-253 (with Song-Hee Kim, Ponni Vel and Won Chul Cha).
[PDF].
Appendix to "Poisson and Non-Poisson Properties in Appointment-Generated Arrival Processes: the Case of an Endocrinology Clinic". (with Song-Hee Kim, Ponni Vel and Won Chul Cha).
[PDF].
A Staffing Algorithm for Call Centers with Skill-Based Routing.
Manufacturing and Service Operations Management(M&SOM), vol. 7, 2005, pp. 276-294
(with Rodney B. Wallace).
[published PDF]
A Staffing Algorithm for Call Centers with Skill-Based Routing:
Supplementary Material.
(Extra material related to previous paper), 2004.
(with Rodney B. Wallace).
[PDF]
Amy R. Ward, Marshall School of Business, University of Southern California
Predicting Response Times in Processor-Sharing Queues.
In Analysis of Communication Networks: Call Centres, Traffic
and Performance,
Proceedings of the Fields Institute Conference on Communication Networks,
D. J. MacDonald and S. J. Turner, (eds.), American Math. Society,
Providence, RI, 2000, pp. 1-29.
[PostScript][PDF]
Queueing Theory.
McGraw-Hill Yearbook of Science and Technology, McGraw-Hill, New York,
1991, pp. 377-383 (with R. C. Larson and R. L. Disney).
Wei You, doctoral student, IEOR Dept., Columbia University
Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues, submitted to
Operations Research (with Wei You)
[PDF].
Time-Varying Robust Queueing, submitted to
Operations Research (with Wei You)
[PDF].
Heavy-Traffic Limit of the GI/GI/1 Stationary Departure Process and its Variance Function,
Stochastic Systems, vol. 8, No. 2, 2018, pp. 143-165, DOI 10.1287/stsy.2018.0011 (with Wei You).
[PDF].
The Advantage of Indices of Dispersion in Queueing Approximations.
Operations Research Letters, vol. 47, 2019, pp. 99-104; doi/10.1016/j.orl.2019.01.001 (with Wei You).
[PDF].
Heavy Traffic Limits for Stationary Network Flows.
Queueing Systems, vol. 95, 2020, pp. 53-68; doi/10.1007/s11134-019-09645-8 (with Wei You).
[PDF].
A Robust Queueing Network Analyzer Based on Indices of Dispersion.
Naval Research Logistics, vol. 69, Number 1, February 2022, pp. 36-56; https://doi.org/10.1002/nav.22010 (with Wei You).
[PDF].
Supplement to: "A Robust Queueing Network Analyzer Based on Indices of Dispersion" (with Wei You).
[PDF].
Yao Yu, doctoral student, North Carolina State University, main advior Yunan Liu
Approximations for Heavily-Loaded G/GI/n+GI Queues.
Naval Research Logistics, vol. 63, No. 3, April 2016, pp. 187-217, DOI: 10.1002/nav.21688
(with Yunan Liu and Yao Yu).
[PDF].
Xiaopei Zhang, doctoral student, IEOR Dept., Columbia University
A Data-Driven Model of an Emergency Department. Operations Research for Health Care, vol. 12, No. 1, 2017, pp. 1-15.
DOI: 10.1016/j.orhc.2016.11.001
[PDF].
A Data-Driven Model of an Emergency Department, Appendix: Additional Details.
[PDF].
A Central-Limit-Theorem Version of the Periodic Little's Law,
Queueing Systems, vol. 91, 2019, pp. 15-47; doi/10.1007/s11134-018-9588-8
[PDF].
Forecasting Arrivals and Occupancy Levels in an Emergency Department.
Operations Research for Health Care, vol. 21, 2019, pp. 1-18, https://doi.org/10.1016/j.orhc.2019.01.002, (with Xiaopei Zhang).
[PDF].
Jingtong Zhao, undergraduate, then doctoral student, IEOR Dept., Columbia University
Staffing to Stabilize Blocking in Loss Models with Time-Varying Arrival Rates,
Probability in the Engineering and Informational Sciences, vol. 30, No. 2, April 2016, pp. 185-211, doi:10.1017/S0269964815000340 (with Andrew Li and Jingtong Zhao).
[PDF]
Staffing to Stabilize Blocking in Loss Models with Non-Markovian Arrivals.
(with Jingtong Zhao).
[PDF].