Weak convergence in multiphase queues

DOI10.1007/BF00971915MaRDI QIDQ1113217zbMATH OpenFDO

Authors Saulius Minkevičius

Publication date 1986

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00971915

zbMATH Keywords

Conditions of weak convergencediffusion process with reflectionK-phase queueing systemwaiting time

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60) Queueing theory (aspects of probability theory) (60K25)

Review text

A K-phase queueing system with renewal input and a renewal process of service at each single-channel phase is considered. Let \(w_ n^{(i)}\) be the waiting time of the n-th arrival at the j-th phase \((j=1,...,k\); \(n=1,2,...)\) and [x] be the integer part of x. Conditions of weak convergence of the sequence of stochastic processes \((w^{(1)}_{[nt]}/(\sqrt{n}),...,w^{(k)}_{[nt]}/(\sqrt{n}))\) to a K-dimensional diffusion process with reflection are given.

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Cites work

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Cited in

(15)

• Analysis of the virtual waiting time in multiphase queues
• Limit theorems for multiphase queuing systems
• Complex transient phenomena in multiphase queuing systems
• A law of the iterated logarithm for global values of waiting time in multiphase queues.
• Complex transient phenomena in multiphase queuing systems. II
• Heavy traffic limits for the extreme waiting time in multi-phase queueing systems
• On the law of the iterated logarithm in multiphase queueing systems
• A law of the iterated logarithm for the sojourn time process in queues in series
• scientific article; zbMATH DE number 4176175 (Why is no real title available?)
• scientific article; zbMATH DE number 3876365 (Why is no real title available?)
• On global values of virtual waiting time of a customer in open queueing networks
• scientific article; zbMATH DE number 7529536 (Why is no real title available?)
• About the cumulative idle time in multiphase queues
• On the full idle time in multiphase queueing systems
• On extreme values in open queueing networks

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