ON PATHWISE ANALYSIS AND EXISTENCE OF EMPIRICAL DISTRIBUTIONS FOR G G/1 QUEUES/

Citation
Fm. Guillemin et Rr. Mazumdar, ON PATHWISE ANALYSIS AND EXISTENCE OF EMPIRICAL DISTRIBUTIONS FOR G G/1 QUEUES/, Stochastic processes and their applications, 67(1), 1997, pp. 55-67
Citations number
10
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03044149
Volume
67
Issue
1
Year of publication
1997
Pages
55 - 67
Database
ISI
SICI code
0304-4149(1997)67:1<55:OPAAEO>2.0.ZU;2-U
Abstract
In this paper we study the existence of empirical distributions of G/G /1 queues via a sample-path approach. We show the convergence along a given trajectory of empirical distributions of the workload process of a G/G/1 queue under the condition that the work brought into the syst em has strictly stationary increments and the time average of the queu e load converges along the trajectory to a quantity rho < 1. In partic ular, we identify the limit as the expectation with respect to the Pal m distribution associated with the beginning of busy cycles. The appro ach is via the use of a sample-path version of Benes result describing the time evolution of the workload process. It turns out that the Ben es equation leads to consideration of the renovation arguments similar to those used in the framework of Borovkov's renovating events.