Heavy Traffic Limits via Brownian Embeddings
نویسندگان
چکیده
For the GI0GI01 queue we show that the scaled queue size converges to reflected Brownian motion in a critical queue and converges to reflected Brownian motion with drift for a sequence of subcritical queuing models that approach a critical model+ Instead of invoking the topological argument of the usual continuousmapping approach, we give a probabilistic argument using Skorokhod embeddings in Brownian motion+
منابع مشابه
Heavy-traffic Limits via an Averaging Principle for Service Systems Responding to Unexpected Overloads
Heavy-Traffic Limits via an Averaging Principle for Service Systems Responding to Unexpected Overloads
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