Stationary distribution convergence of the offered waiting processes for GI/GI/1+GI queues in heavy traffic

A result of Ward and Glynn (Queueing Syst 50(4):371–400, 2005) asserts that the sequence of scaled offered waiting time processes of the G I / G I / 1 + G I queue converges weakly to a reflected Ornstein–Uhlenbeck process (ROU) in the positive real line, as the traffic intensity approaches one. As a...

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Bibliographic Details
Published in:Queueing systems 2020-02, Vol.94 (1-2), p.147-173
Main Authors: Lee, Chihoon, Ward, Amy R., Ye, Heng-Qing
Format: Article
Language:English
Subjects:
Abandonment
Business and Management
Computer Communication Networks
Control
Convergence
Markov analysis
Operations Research/Decision Theory
Probability distribution functions
Probability Theory and Stochastic Processes
Queues
Queuing theory
Supply Chain Management
Systems Theory
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