A limit theorem for functionals of jumps of birth and death processes under heavy traffic condition

DOI10.1214/AOAP/1177005367zbMATH Open0780.60035OpenAlexW2054344082MaRDI QIDQ1308705FDOQ1308705

Authors: Keigo Yamada, Sung-Jo Hong 

Publication date: 30 January 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005367

Recommendations

• Limit theorems for queueing systems with doubly stochastic Poisson arrivals (heavy traffic conditions)
• Conditioned limit theorems and heavy traffic
• On many-server queues in heavy traffic
• scientific article; zbMATH DE number 4094498
• Representation of additive functionals and local times for jump Markov processes and their functional limit theorem

zbMATH Keywords

Brownian motionlocal timebirth and death processesheavy traffic conditionqueueing processes

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (2)

• Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes
• Asymptotic Analysis of A Backward-Forward Parabolic Problem for Data-Handling Systems

This page was built for publication: A limit theorem for functionals of jumps of birth and death processes under heavy traffic condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1308705)