Heavy traffic limit for the workload plateau process in a tandem queue with identical service times (Q2301484)

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Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
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    Heavy traffic limit for the workload plateau process in a tandem queue with identical service times (English)
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    24 February 2020
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    It is considered a two-node tandem queueing network where the first queue is a $GI /GI /1$ queue, but customers reuse their specific service requirement when moving to the second queue. Both servers process jobs in first-in-first-out order and have unlimited waiting space. In order to investigate the evolution of workload in the second queue, it is introduced and studied a process $M$, called the plateau process, which encodes most of the information in the workload process. Special attention is paid to the case of infinite-variance service times. It is shown that under appropriate scaling, the workload in the first queue converges, and although the workload in the second queue does not converge, the plateau process does converge to a limit $M^\ast$ that is a certain function of two independent Lévy processes.
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    tandem queue
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    infinite variance
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    process limit
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    Lévy process
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    continuous mapping
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    excursion theory
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