Browsing by Author "Yudovina, Elena"
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Collaborating queues: large service network and a limit order book
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsEmmanuel CollegeStatistics Laboratory, 2012-10-09)We analyse the steady-state behaviour of two different models with collaborating queues: that is, models in which "customers" can be served by many types of "servers", and "servers" can process many types of "customers". The ...