Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:80

Article

Yamada, K

关键词: convergence of stochastic integrals;    renewal processes;    queueing systems with vacations;    sticky diffusion limits;    occupation time problems for open queueing networks;   

DOI  :  10.1016/S0304-4149(98)00073-8

来源: Elsevier

【 摘 要 】

Two limit theorems on asymptotic behaviors of some processes related to some queueing systems are investigated. In the first result (Theorem 1), sticky diffusions appear as limit processes for queues with vacations. In the second result (Theorem 2), limiting behavior of occupation times and counting processes related to open queueing networks is discussed. The core of the arguments for obtaining our results is to discuss the convergence of stochastic integrals with respect to renewal processes. (C) 1999 Published by Elsevier Science B.V. All rights reserved.

【 授权许可】

Free