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The heavy traffic limit of a class of Markovian queueing models

✍ Scribed by Søren Asmussen


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
579 KB
Volume
6
Category
Article
ISSN
0167-6377

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📜 SIMILAR VOLUMES


Heavy-traffic asymptotics for the single
✍ Bert Zwart 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 192 KB

We consider the GI/GI/1 queue with customers served in random order, and derive the heavy-traffic limit of the waitingtime distribution. Our proof is probabilistic, requires no finite-variance assumptions, and makes the intuition provided by Kingman (Math. Oper. Res. 7 (1982) 262) rigorous.