Publications with Rishi Talreja

  • Rishi Talreja (2010) at Two Sigma

    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:

    1. Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems with FCFS Routing. Management Science, vol. 54, No. 8, 2008, pp. 1513-1527. [PDF].

      • Fluid Models for Overloaded Multi-Class Many-Server Queueing Systems with FCFS Routing: Internet supplement. Supporting material for paper with same title. [PDF].
    2. 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.
    3. 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:

    1. 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].