A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems

DOI10.1007/s11134-016-9496-8zbMath1386.60123MaRDI QIDQ1691918

Hongyuan Lu, M. R. H. Mandjes, Guodong Pang

Publication date: 25 January 2018

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-016-9496-8

zbMATH Keywords

functional central limit theorem; stochastic decomposition; infinite-server queues; Gaussian limits; fork-join networks with non-exchangeable synchronization; Markov additive arrival process

Mathematics Subject Classification ID

90B15: Stochastic network models in operations research

60K25: Queueing theory (aspects of probability theory)

90B22: Queues and service in operations research

60K37: Processes in random environments

60F17: Functional limit theorems; invariance principles

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On the functional and local limit theorems for Markov modulated compound Poisson processes, Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues

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