Heavy-traffic limits for nearly deterministic queues: Stationary distributions (Q660146)

The paper examines \(G_n/G_n/1\) queues, where \(G_n\) indicates that an original point process is modified by cyclic thinning of order \(n\), i.e. the thinned process contains every \(n\)-th point from the original one. More precisely, denoting by \(S_k\) the \(k\)-th point of a general point process, for \(k\geq 0\) with \(S_0\equiv 0\), \(S_{nk}/n\) is the \(k\)-th point in the associated \(G_n\) point process (the division by \(n\) is to keep the intensity unchanged). Let \(W_{n,k}^c\) be the waiting time of \(k\)-th arrival in the \(G_n/G_n/1\) queue, the superscript \(c\) indicates that cyclic thinning of order \(n\) is applied to a base \(G/G/1\) model. Under regularity conditions the waiting times \(W_{n,k}^c\) converge to stationary waiting times \(W_{n,\infty }^c\) as \(k\to \infty \) for each \(n\). There are provided conditions under which \(\sqrt{n}W_{n,\infty }^c\) and \(W_{n,\infty }^c\) converge in distribution to proper limits letting \(\rho _n\uparrow 1\) as \(n\to \infty \), where \(\rho _n\) is the traffic intensity in model \(n\). Some special cases are considered.