ON MANY-SERVER QUEUES IN HEAVY TRAFFIC (vol 20, pg 129, 2010)

被引：31

作者：

Puhalskii, Anatolii A. ^{[1
]}

Reed, Josh E. ^{[2
]}

机构：

[1] Russian Acad Sci, Inst Informat Transmiss Problems, Moscow, Russia

[2] NYU, Stern Sch Business, New York, NY USA

来源：

ANNALS OF APPLIED PROBABILITY | 2023年 / 33卷 / 6A期

关键词：

Gaussian processes; Heavy traffic; Many-server queues; Martingales; Skorohod space; Weak convergence;

D O I：

10.1214/09-AAP604

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish a heavy-traffic limit theorem on convergence in distribution for the number of customers in a many-server queue when the number of servers tends to infinity. No critical loading condition is assumed. Generally, the limit process does not have trajectories in the Skorohod space. We give conditions for the convergence to hold in the topology of compact convergence. Some new results for an infinite server are also provided. © Institute of Mathematical Statistics, 2010.

引用

页码：4995 / 4995

页数：1