Diffusion Models for Double-ended Queues with Renewal Arrival Processes

DOI10.1214/13-SSY113zbMath1331.60177arXiv1401.5146OpenAlexW1589114261MaRDI QIDQ3466703

Qi Gong, Vidyadhar G. Kulkarni, Xin Liu

Publication date: 25 January 2016

Full work available at URL: https://arxiv.org/abs/1401.5146

zbMATH Keywords

diffusion approximationheavy trafficstationary distributionlimiting distributioncustomer abandonmentfluid approximationdouble-ended queueasymmetric Ornstein-Uhlenbeck processrenewal arrival processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

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