Ergodic theorems for queuing systems with dependent inter-arrival times
Probability
2020-12-04 v3 Optimization and Control
Abstract
We study a G/GI/1 single-server queuing model with i.i.d.\ service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to infinity provided that inter-arrival times satisfy a G\"artner-Ellis type condition. A convergence rate is given and a law of large numbers established. These results provide tools for the statistical analysis of such systems, transcending the standard case with independent inter-arrival times.
Keywords
Cite
@article{arxiv.2004.01475,
title = {Ergodic theorems for queuing systems with dependent inter-arrival times},
author = {Attila Lovas and Miklós Rásonyi},
journal= {arXiv preprint arXiv:2004.01475},
year = {2020}
}
Comments
substantially revised, many added references