Publications with Rishi Talreja
Rishi successfully defended his thesis on September 11, 2009, after which he received his Ph.D.
for the IEOR Department at Columbia. Rishi was a Quantitative Strategist KCG Holdings in Jersey City, NJ,
but moved to Two Sigma at the beginning of 2017.
Here are our completed papers:
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Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems
with FCFS Routing.
Management Science, vol. 54, No. 8, 2008, pp. 1513-1527.
[PDF].
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Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems
with FCFS Routing: Internet supplement.
Supporting material for paper with same title.
[PDF].
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Martingale Proofs of Many-Server Heavy-Traffic Limits for
Markovian Queues.
Probability Surveys, vol. 4, 2007, pp. 193-267. (with Guodong Pang)
[PDF]. Alternative sources: DOI link.
arXiv link.
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Heavy-Traffic Limits for Waiting Times in Many-Server Queues with Abandonments.
Annals of Applied Probability, vol. 19, No. 6, December 2009, pp. 2137-2175
[PDF].
Here is a paper by Rishi on distribution-valued heavy-traffic limits for the G/GI/infinity queue with Professor Josh Reed from NYU:
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Distribution-valued heavy-traffic limits for the G/GI/infinity queue.
(by Josh Reed and Rishi Talreja). Annals of Applied Probability, vol. 25, No. 3, 2015, pp. 1420-1474.
[PDF].