English

Continuity of a queueing integral representation in the ${M}_{\mathbf{1}}$ topology

Probability 2010-01-15 v1

Abstract

We establish continuity of the integral representation y(t)=x(t)+0th(y(s))dsy(t)=x(t)+\int_0^th(y(s)) ds, t0t\ge0, mapping a function xx into a function yy when the underlying function space DD is endowed with the Skorohod M1M_1 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 M1M_1-continuity is based on a new characterization of the M1M_1 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 L1L_1.

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)