
arXiv: 1408.3641
AbstractIt 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, identical in law to the arrival process: this is the analogue of Burke's theorem in this context. In this paper we prove convergence in law to this Brownian motion in a tandem network of Brownian queues: if we have an arbitrary continuous process, satisfying some mild conditions, as an 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.
Brownian queue, Probability (math.PR), Central limit and other weak theorems, Burke's theorem, 90B15, Queueing theory (aspects of probability theory), tandem queue, Stochastic network models in operations research, tandem queues, 60K25, FOS: Mathematics, weak convergence, Brownian motion, Queues and service in operations research, Mathematics - Probability
Brownian queue, Probability (math.PR), Central limit and other weak theorems, Burke's theorem, 90B15, Queueing theory (aspects of probability theory), tandem queue, Stochastic network models in operations research, tandem queues, 60K25, FOS: Mathematics, weak convergence, Brownian motion, Queues and service in operations research, Mathematics - Probability
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