Asymptotic Stationarity of Queues in Series and the Heavy Traffic Approximation
Szczotka, W. ; Kelly, F. P.
Ann. Probab., Tome 18 (1990) no. 4, p. 1232-1248 / Harvested from Project Euclid
A tandem queue with $m$ single server stations and unlimited interstage storage is considered. Such a tandem queue is described by a generic sequence of nonnegative random vectors in $R^{m + 1}$. The first $m$ coordinates of the $k$th element of the generic sequence represent the service times of the $k$th unit in $m$ single server queues, respectively, and the $(m + 1)$th coordinate represents the interarrival time between the $k$th and $(k + 1)$th units to the tandem queue. The sequences of vectors $\tilde{w}_k = (w_k(1), w_k(2),\ldots, w_k(m))$ and $\tilde{W}_k = (W_k(1), W_k(2),\ldots, W_k(m))$, where $w_k(i)$ represents the waiting time of the $k$th unit in the $i$th queue and $W_k(i)$ represents the sojourn time of the $k$th unit in the first $i$ queues, are studied. It is shown that if the generic sequence is asymptotically stationary in some sense and it satisfies some natural conditions then $\mathbf{w} = \{\tilde{w}_k, k \geq 1\}$ and $\mathbf{W} = \{\tilde{W}_k, k \geq 1\}$ are asymptotically stationary in the same sense. Moreover, their stationary representations are given and the heavy traffic approximation of that stationary representation is given.
Publié le : 1990-07-14
Classification:  Tandem queue,  asymptotic stationarity,  stationary representation,  heavy traffic approximation,  diffusion approximation,  60K25,  60K20
@article{1176990744,
     author = {Szczotka, W. and Kelly, F. P.},
     title = {Asymptotic Stationarity of Queues in Series and the Heavy Traffic Approximation},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1232-1248},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990744}
}
Szczotka, W.; Kelly, F. P. Asymptotic Stationarity of Queues in Series and the Heavy Traffic Approximation. Ann. Probab., Tome 18 (1990) no. 4, pp.  1232-1248. http://gdmltest.u-ga.fr/item/1176990744/