Invariance principles in queueing theory
Keyword(s):
Several stochastic processes in queueing theory are based upon compound renewal processes . For queues in light traffic, however, the summands {Xk}and the renewal counting process {N(t)} are typically dependent on each other. Making use of recent invariance principles for such situations, we present some weak and strong approximations for the GI/G/1 queues in light and heavy traffic. Some applications are discussed including convergence rate statements or Darling–Erdös-type extreme value theorems for the processes under consideration.
1973 ◽
Vol 5
(03)
◽
pp. 570-594
◽
1974 ◽
Vol 6
(03)
◽
pp. 546-562
◽
1992 ◽
Vol 34
(1)
◽
pp. 115-121
Keyword(s):
2016 ◽
Vol 60
(3)
◽
pp. 349-366
Keyword(s):
2015 ◽
Vol 56
(1)
◽
pp. 28-53
◽