Continuity of a queueing integral representation in the ${M}_{\mathbf{1}}$ topology
Abstract
We establish continuity of the integral representation , , mapping a function into a function when the underlying function space is endowed with the Skorohod topology. We apply this integral representation with the continuous mapping theorem to establish heavy-traffic stochastic-process limits for many-server queueing models when the limit process has jumps unmatched in the converging processes as can occur with bursty arrival processes or service interruptions. The proof of -continuity is based on a new characterization of the convergence, in which the time portions of the parametric representations are absolutely continuous with respect to Lebesgue measure, and the derivatives are uniformly bounded and converge in .
Keywords
Cite
@article{arxiv.1001.2381,
title = {Continuity of a queueing integral representation in the ${M}_{\mathbf{1}}$ topology},
author = {Guodong Pang and Ward Whitt},
journal= {arXiv preprint arXiv:1001.2381},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AAP611 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)