Continuity of a queueing integral representation in the \(M_{1}\) topology

DOI10.1214/09-AAP611zbMath1186.60098arXiv1001.2381OpenAlexW3099445936MaRDI QIDQ2268726

Guodong Pang, Ward Whitt

Publication date: 8 March 2010

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

Full work available at URL: https://arxiv.org/abs/1001.2381

zbMATH Keywords

heavy-traffic limitsmany-server queuescontinuous mapping theorembursty arrival processesSkorohod \(M_1\) topology

Mathematics Subject Classification ID

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

Related Items (10)

Heavy-traffic limits for many-server queues with service interruptions ⋮ A Fair Policy for the G/GI/N Queue with Multiple Server Pools ⋮ Heavy traffic limits for queues with non-stationary path-dependent arrival processes ⋮ Mean Field Games with Singular Controls ⋮ Functional limit theorems for renewal shot noise processes with increasing response functions ⋮ Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues ⋮ Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies ⋮ Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain ⋮ On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology ⋮ \(\mathrm{G}/\mathrm{GI}/N (+ \mathrm{GI})\) queues with service interruptions in the Halfin-Whitt regime

Cites Work

• Heavy-traffic limits for many-server queues with service interruptions
• Martingale proofs of many-server heavy-traffic limits for Markovian queues
• Stochastic-Process Limits
• Diffusion approximations for queues with server vacations
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