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第十二届排序理论与网络应用国际会议（The 12th International Conference on Queueing Theory and Network Applications）
第十二届 排序理论与网络应用 国际会议
2017/3/9
The 12th International Conference on Queueing Theory and Network Applications (QTNA2017) is a continuation of the series of successful QTNA conferences-QTNA2006 (Seoul, Korea), QTNA2007 (Kobe, Japan),...
This paper discusses some of the merits of the strong approximation ideas in developing diffusion approximations for queueing systems. Letting ρ be the utilization of the server, it is well known that...
A queueing theory description of fat-tailed price returns in imperfect financial markets
queueing theory description imperfect financial markets
2010/11/2
In a nancial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investm...