Limit theorems for multiphase queuing systems

DOI10.1007/BF01093830MaRDI QIDQ1123487zbMATH OpenFDO

Authors F. I. Karpelevich, A. Ya. Kreĭnin

Publication date 1987

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01093830

zbMATH Keywords

diffusion processelliptic differential equationmultiphase queueing system

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

[For the entire collection of the original see Zbl 0626.00025.] Les clients arrivent aux instants \(t_ 0^ 0,t^ 0_ 1,...,t^ 0_ n,...\) et passent successivement par \(k\) guichets selon la règle FIFO. Les lois d'arivées et de temps de service sont quelconques. Notant \(t^ j_ n\) \((j=1,...,k)\) l'instant de sortie du \(j\)-ème guichet du client d'indice \(n-j\), les auteurs étudient la loi des \(\tau^ j_ n=t^ j_ n-t^ 0_ n\), \(j=1,...,k\), en prolongement d'un travail antérieur [cf. Teor. Veroyatn. Primen. 26, 302--320 (1981; Zbl 0459.60087)] consacré au cas \(k=2\). Plus précisément, ils établissent, selon un procédé de Khinchin, que la fonction de répartition du \(k\)-uplet \((\tau^ 1_ n,...,\tau^ k_ n)\) converge, quand \(n\to \infty\), vers un processus de diffusion. L'équation aux dérivées partielles elliptique est établie et brièvement étudiée dans trois cas particuliers.

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Cites work

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• Stable rank of rings and dimensionality of topological spaces
• The diffusion approximation for tandem queues in heavy traffic

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(11)

• Weak convergence in multiphase queues
• Uniform Cesaro limit theorems for synchronous processes with applications to queues
• Limit theorems on maximums of Poisson sequences and their applications to queuing theory
• On limit theorem in some service systems
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• Multiple roots in some equations of queueing theory
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• Conditioned limit theorems for the pair of waiting time and queue line processes
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