Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes
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.
Year of publication: |
1999
|
---|---|
Authors: | Yamada, Keigo |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 80.1999, 1, p. 103-128
|
Publisher: |
Elsevier |
Keywords: | Convergence of stochastic integrals Renewal processes Queueing systems with vacations Sticky diffusion limits Occupation time problems for open queueing networks |
Saved in:
Saved in favorites
Similar items by person
-
Yamada, Keigo, (1986)
-
Stability theorem for stochastic differential equations with jumps
Kasahara, Yuji, (1991)
-
Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
Yamada, Keigo, (1986)
- More ...