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Diffusion approximation of virtual waiting time in M/M/1 system (martingale approach)

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Cybernetics and Systems Analysis Aims and scope

Abstract

Limit theorems are proved for virtual waiting time under high traffic conditions, using martingale methods.

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Literature Cited

  1. R. Sh. Liptser and A. N. Shiryaev, Martingale Theory [in Russian], Nauka, Moscow (1986).

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  3. A. A. Borovkov, Stochastic Processes in Queueing Theory [in Russian], Nauka, Moscow (1972).

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  4. V. S. Korolyuk, Boundary-Value Problems for Compound Poisson Processes [in Russian], Naukova Dumka, Kiev (1975).

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Authors
  1. G. L. Arsenishvili
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Additional information

Translated from Kibernetika, No. 1, pp. 90–93, January–February, 1991.

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Arsenishvili, G.L. Diffusion approximation of virtual waiting time in M/M/1 system (martingale approach). Cybern Syst Anal 27, 120–126 (1991). https://doi.org/10.1007/BF01068655

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  • DOI: https://doi.org/10.1007/BF01068655

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