Citation

Peköz EA, Blanchet J. Probab. Eng. Inf. Sci. 2006; 20(4): 595-598.

Copyright

(Copyright © 2006, Cambridge University Press)

DOI

10.1017/S0269964806060360

PMID

unavailable

Abstract

For the GI/GI/1 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 continuous-mapping
approach, we give a probabilistic argument using Skorokhod embeddings in
Brownian motion.

Language: en