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
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.