Conditioned limit theorems for the pair of waiting time and queue line processes
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In a GI/G/1 queueing system with traffic intensity 1 and arrival rate \(\lambda\) let W(t), L(t), and T be the virtual waiting time, the queue length, and the duration of the first busy period, resp. The authors prove the limit theorem: The conditional distribution of \(t^{-1/2}(W(t),L(t))\) given \(T>t\) converges in distribution to \(\lambda\) \(\sigma\) (R,\(\lambda\) R), where R is Rayleigh distributed and \(\sigma^ 2\) is the sum of the variances of service and interarrival time.
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Cites work
- A Tauberian Theorem and Its Probability Interpretation
- Conditioned limit theorem for virtual waiting time process of the GI/G/1 queue
- Conditioned limit theorems for waiting-time processes of the M/G/1 queue
- Convergence Rates in the Law of Large Numbers
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- On a functional central limit theorem for random walks conditioned to stay positive
- Stationary representation of queues. II
Cited in
(11)- On the analysis of the virtual waiting time in open queueing networks
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- Relating the waiting time in a heavy-traffic queueing system to the queue length
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach
- Conditioned Limit Theorems for the Difference of Waiting Time and Queue Length
- The conditional distribution of waiting time given queue length
- scientific article; zbMATH DE number 1420962 (Why is no real title available?)
- Limiting conditional and conditional invariant distributions for the Poisson process with negative drift
- Conditioned limit theorems and heavy traffic
- On extreme values in open queueing networks
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