TY  - JOUR
PY  - 2006//
TI  - Heavy traffic limits via Brownian embeddings
JO  - Probability in the engineering and informational sciences
A1  - Peköz, Erol A.
A1  - Blanchet, Jose
SP  - 595
EP  - 598
VL  - 20
IS  - 4
N2  - 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.<p /> <p>Language: en</p>
LA  - en
SN  - 0269-9648
UR  - http://dx.doi.org/10.1017/S0269964806060360
ID  - ref1
ER  -