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HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
Published online by Cambridge University Press: 19 September 2006
Abstract
For the GI/GI/1 queue we show that the scaled queue size converges to reflected Brownian motion in a critical queue and converges to reflected Brownian motion with drift for a sequence of subcritical queuing models that approach a critical model. Instead of invoking the topological argument of the usual continuous-mapping approach, we give a probabilistic argument using Skorokhod embeddings in Brownian motion.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 20 , Issue 4 , October 2006 , pp. 595 - 598
- Copyright
- © 2006 Cambridge University Press
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