An overview of Brownian and non-Brownian FCLTs for the single-server queue

DOI10.1023/A:1019122901425zbMath0967.60038OpenAlexW1528347051MaRDI QIDQ5928746

Ward Whitt

Publication date: 3 April 2001

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019122901425

zbMATH Keywords

Laplace transformsLévy processesGaussian processesapproximationsfunctional central limit theoremsheavy trafficinfinitely divisible distributionsinvariance principlesnumerical transform inversionqueuesstable lawssupremum of a Gaussian process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17)

Related Items (5)

On the maximum workload of a queue fed by fractional Brownian motion. ⋮ A note on transition density for the reflected Ornstein-Uhlenbeck process ⋮ Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input ⋮ Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals ⋮ Conditional limit theorems for regulated fractional Brownian motion

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