Open Access
June 2015 Distribution-valued heavy-traffic limits for the $\mathbf{{G/\mathit{GI}/\infty}}$ queue
Josh Reed, Rishi Talreja
Ann. Appl. Probab. 25(3): 1420-1474 (June 2015). DOI: 10.1214/14-AAP1027

Abstract

We study the $G/\mathit{GI}/\infty$ queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem together with functional central limit theorem results in order to obtain fluid and diffusion limits for these processes in the space of tempered distribution-valued processes. We find that our diffusion limits are tempered distribution-valued Ornstein–Uhlenbeck processes.

Citation

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Josh Reed. Rishi Talreja. "Distribution-valued heavy-traffic limits for the $\mathbf{{G/\mathit{GI}/\infty}}$ queue." Ann. Appl. Probab. 25 (3) 1420 - 1474, June 2015. https://doi.org/10.1214/14-AAP1027

Information

Published: June 2015
First available in Project Euclid: 23 March 2015

zbMATH: 1315.60102
MathSciNet: MR3325278
Digital Object Identifier: 10.1214/14-AAP1027

Subjects:
Primary: 60F05 , 60K25
Secondary: 60J25

Keywords: central limit theorem , infinite server , Markov process , Queueing

Rights: Copyright © 2015 Institute of Mathematical Statistics

Vol.25 • No. 3 • June 2015
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