A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems

DOI10.1007/s11134-016-9496-8zbMath1386.60123OpenAlexW2494845755MaRDI QIDQ1691918

Hongyuan Lu, M. R. H. Mandjes, Guodong Pang

Publication date: 25 January 2018

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-016-9496-8

zbMATH Keywords

functional central limit theoremstochastic decompositioninfinite-server queuesGaussian limitsfork-join networks with non-exchangeable synchronizationMarkov additive arrival process

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)

Related Items (2)

On the functional and local limit theorems for Markov modulated compound Poisson processes ⋮ Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues

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