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Creators/Authors contains: "Chakraborty, Prakash"

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  1. ; ; (, Applied Mathematics & Optimization)
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  2. ; ; (, SIAM Journal on Financial Mathematics)
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  3. ; (, Operations Research Letters)
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  4. ; (, Mathematics of Operations Research)
    In this paper, we establish strong embedding theorems, in the sense of the Komlós-Major-Tusnády framework, for the performance metrics of a general class of transitory queueing models of nonstationary queueing systems. The nonstationary and non-Markovian nature of these models makes the computation of performance metrics hard. The strong embeddings yield error bounds on sample path approximations by diffusion processes in the form of functional strong approximation theorems. 
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