English

Convergence of tandem Brownian queues

Probability 2016-06-27 v1

Abstract

It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove convergence to this invariant measure: if we have an arbitrary continuous process satisfying some mild conditions as initial arrival process and pass it through an infinite tandem network of queues, the resulting process weakly converges to a Brownian motion. We assume independent and exponential initial workloads for all queues.

Keywords

Cite

@article{arxiv.1408.3641,
  title  = {Convergence of tandem Brownian queues},
  author = {Sergio I. López},
  journal= {arXiv preprint arXiv:1408.3641},
  year   = {2016}
}

Comments

9 pages. Keywords: Brownian queue, tandem queues, Burke's theorem