A functional central limit theorem for the M/GI/∞ queue

Abstract

In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/∞. The system is represented by a point-measure valued process keeping track of the remaining processing times of the customers in service. The convergence in law of a sequence of such processes after rescaling is proved by compactness-uniqueness methods, and the deterministic fluid limit is the solution of an integrated equation in the space $\mathcal{S}^{\prime}$ of tempered distributions. We then establish the corresponding central limit theorem, that is, the approximation of the normalized error process by a $\mathcal{S}^{\prime}$-valued diffusion. We apply these results to provide fluid limits and diffusion approximations for some performance processes.