Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues

DOI10.1214/12-AAP904zbMath1285.60034arXiv1102.5620OpenAlexW2043196557MaRDI QIDQ389067

Florian Simatos, Amaury Lambert, Bert Zwart

Publication date: 17 January 2014

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

Full work available at URL: https://arxiv.org/abs/1102.5620

zbMATH Keywords

scaling limitexcursion theoryCrump-Mode-Jagers branching processeslocal time process of Lévy processesprocessor-sharing queue

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (14)

Conjectures on symmetric queues in heavy traffic ⋮ A stochastic network with mobile users in heavy traffic ⋮ Height and contour processes of Crump-Mode-Jagers forests. I: general distribution and scaling limits in the case of short edges ⋮ Central limit theorem for supercritical binary homogeneous Crump-Mode-Jagers processes ⋮ Additive functionals with application to sojourn times in infinite-server and processor sharing systems ⋮ Height and contour processes of Crump-Mode-Jagers forests. II: the Bellman-Harris universality class ⋮ Scaling limit of a limit order book model via the regenerative characterization of Lévy trees ⋮ The weak convergence of regenerative processes using some excursion path decompositions ⋮ Occupation times of refracted Lévy processes ⋮ Branching processes seen from their extinction time via path decompositions of reflected Lévy processes ⋮ Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation ⋮ On the central management of risk networks ⋮ Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case ⋮ Branching particle systems in spectrally one-sided Lévy processes

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