Limit Theorems for a $GI/G/\infty$ Queue
Kaplan, Norman
Ann. Probab., Tome 3 (1975) no. 6, p. 780-789 / Harvested from Project Euclid
The $GI/G/\infty$ queue is studied. For the stable case $(\nu = \text{expected service time} < \infty)$, necessary and sufficient conditions are given for the process to to have a legitimate regeneration point. In the unstable case $(\nu = \infty)$, several limit theorems are established. Let $X(t)$ equal the number of servers busy at time $t$. It is proven that when $\nu = \infty$, \begin{equation*}\tag{i}\frac{X(t)}{\lambda(t)} \Rightarrow 1\end{equation*} and \begin{equation*}\tag{ii}\frac{X(t) - \lambda(t)}{\sqrt{\lambda(t)}} \Rightarrow N(0, 1)\end{equation*} where $\lambda(t)$ is a deterministic function. ($\Rightarrow$ means convergence in distribution). A Poisson type limit result is also proved when the arrival of a customer is a rare event.
Publié le : 1975-10-14
Classification:  $GI/G/\infty$ queue,  cluster process,  point process,  regeneration point,  60K25
@article{1176996265,
     author = {Kaplan, Norman},
     title = {Limit Theorems for a $GI/G/\infty$ Queue},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 780-789},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996265}
}
Kaplan, Norman. Limit Theorems for a $GI/G/\infty$ Queue. Ann. Probab., Tome 3 (1975) no. 6, pp.  780-789. http://gdmltest.u-ga.fr/item/1176996265/