Distribution-valued heavy-traffic limits for the G/GI/. queue

Citation
Reed, Josh et Talreja, Rishi, Distribution-valued heavy-traffic limits for the G/GI/. queue, Annals of applied probability , 25(3), 2015, pp. 1420-1474
ISSN journal
10505164
Volume
25
Issue
3
Year of publication
2015
Pages
1420 - 1474
Database
ACNP
SICI code
Abstract
We study the G/GI/. queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem together with functional central limit theorem results in order to obtain fluid and diffusion limits for these processes in the space of tempered distribution-valued processes. We find that our diffusion limits are tempered distribution-valued Ornstein.Uhlenbeck processes.