Conditioned limit theorems for the pair of waiting time and queue line processes (Q582716): Difference between revisions

In a GI/G/1 queueing system with traffic intensity 1 and arrival rate \(\lambda\) let W(t), L(t), and T be the virtual waiting time, the queue length, and the duration of the first busy period, resp. The authors prove the limit theorem: The conditional distribution of \(t^{-1/2}(W(t),L(t))\) given \(T>t\) converges in distribution to \(\lambda\) \(\sigma\) (R,\(\lambda\) R), where R is Rayleigh distributed and \(\sigma^ 2\) is the sum of the variances of service and interarrival time.