On the accuracy of Kingman's heavy traffic approximation in the theory of queues

DOI10.1007/BF00533822MaRDI QIDQ3871706zbMATH OpenFDO

Authors Walter A. Rosenkrantz

Publication date 1980

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00533822

zbMATH Keywords

deviation of distributionsheavy traffic approximationlimit theoremswaiting time

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Queueing theory (aspects of probability theory) (60K25)

Cites work

• A Rate of Convergence for the Von Mises Statistic
• An approximation of partial sums of independent RV's, and the sample DF. II
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3206641 (Why is no real title available?)
• scientific article; zbMATH DE number 3302960 (Why is no real title available?)
• On rates of convergence for the invariance principle
• Radon-Nikodym Derivatives of Gaussian Measures
• Speeds of metric probability convergence
• The approximation of partial sums of independent RV's

Cited in

(4)

• Estimates for the probability of ruin starting with a large initial reserve
• Singularly perturbed Markov chains: limit results and applications
• HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
• Strong embeddings for transitory queueing models

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