Weak convergence of compound stochastic process. I

DOI10.1016/0304-4149(73)90030-6MaRDI QIDQ2562540zbMATH OpenOpenAlexWikidataFDO

Authors Donald L. Iglehart

Publication date 1973

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(73)90030-6

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic processes (60Gxx) Renewal theory (60K05)

Cites work

• A multitype stochastic population model
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Functional limit theorems for the queue GI/G/1 in light traffic
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• Multiple channel queues in heavy traffic. I
• On limit laws for service processes in multi-channel systems
• On secondary stochastic processes generated by recurrent processes

Cited in

(16)

• Perturbation analysis of an \(M/M/1\) queue in a diffusion random environment
• On a first-passage problem for a cumulative process with exponential decay
• Large finite population queueing systems: The single-server model
• Functional limit theorems for a new class of non-stationary shot noise processes
• A network of priority queues in heavy traffic: One bottleneck station
• A functional central limit theorem for the \(M/GI/\infty \) queue
• Functional limit theorems for renewal shot noise processes with increasing response functions
• On the fluid limit of the \(M / G /\infty\) queue
• Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
• Some functional limit theorems for multidimensional random walks
• Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
• Functional limit theorems for shot noise processes with weakly dependent noises
• Weak convergence of finite-dimensional distributions of the number of empty boxes in the Bernoulli sieve
• Sample path moderate deviations for shot noise processes in the high intensity regime
• Two-parameter heavy-traffic limits for infinite-server queues
• A provably efficient algorithm for dynamic storage allocation

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