Title of article :
Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes
Author/Authors :
Yamada، نويسنده , , Keigo، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
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.
Keywords :
Queueing systems with vacations , Sticky diffusion limits , Occupation time problems for open queueing networks , Renewal processes , Convergence of stochastic integrals
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications