The \(G/GI/N\) queue in the Halfin-Whitt regime (Q1049563)

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The \(G/GI/N\) queue in the Halfin-Whitt regime
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    The \(G/GI/N\) queue in the Halfin-Whitt regime (English)
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    13 January 2010
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    This paper represents a long and complex study concerning a \(G/G/N\) queue system in the Halfin-Whitt regime. The study is done in many steps. The first result concerns the finding of s deterministic fluid limit for the properly centered and scaled number of customers. The second one deals with obtaining a second-order stochastic approximation to the number of customers in the system in the Halfin-Whitt regime. Finally, an alternative but equivalent characterization of the previous found limiting approximation is obtained, with the aim of reducing to the diffusion process obtained by Halfin and whit in the case of exponentially distributed service time.
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    queuing theory
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    diffusion approximation
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    Gaussian process
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    martingale
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    weak convergence
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