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FUNCTIONAL LIMIT THEOREMS FOR THE NUMBER OF BUSY SERVERS IN A G/G/infinity QUEUE
Journal article   Peer reviewed

FUNCTIONAL LIMIT THEOREMS FOR THE NUMBER OF BUSY SERVERS IN A G/G/infinity QUEUE

Alexander Iksanov, Wissem Jedidi and Fethi Bouzeffour
Journal of applied probability, Vol.55(1), pp.15-29
01/03/2018

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
We discuss weak convergence of the number of busy servers in a G/G/infinity queue in the J(1)-topology on the Skorokhod space. We prove two functional limit theorems with random and nonrandom centering, thereby solving two open problems stated in Mikosch and Resnick (2006). A new integral representation for the limit Gaussian process is given.

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