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A functional central limit theorem for the M/GI/infinity queue

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Date
2008
Link to item file
http://fr.arxiv.org/abs/math/0608258
Dewey
Probabilités et mathématiques appliquées
Sujet
queueing theory; pure delay system; central limit theorem; fluid limit; Measure-valued Markov process
Journal issue
The Annals of Applied Probability
Volume
18
Number
6
Publication date
2008
Article pages
2156-2178
Publisher
Institute of Mathematical statistics
DOI
http://dx.doi.org/10.1214/08-AAP518
URI
https://basepub.dauphine.fr/handle/123456789/620
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Decreusefond, Laurent
Moyal, Pascal
Type
Article accepté pour publication ou publié
Abstract (EN)
In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/$\infty$. The system is represented by a point-measure valued process keeping track of the remaining processing times of the customers in service. The convergence in law of a sequence of such processes is proved by compactness-uniqueness methods, and the deterministic fluid limit is the solution of an integrated equation in the space $\S^{\prime}$ of tempered distributions. We then establish the corresponding central limit theorem, i.e. the approximation of the normalized error process by a $\S^{\prime}$-valued diffusion.

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