On the invariance principle for the first passage time

On the invariance principle for the first passage time

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Article ID: iaor19951530
Country: United States
Volume: 19
Issue: 4
Start Page Number: 946
End Page Number: 954
Publication Date: Nov 1994
Journal: Mathematics of Operations Research
Authors:
Abstract:

New results are obtained on the connection between the invariance principle for the first passage time process and that for the underlying processes. The main contribution is that the ‘passing’ process may have general drift. An example of the application is given which shows that this is of use in deriving limit theorems for delays from limit theorems for queue lengths when studying queueing systems with queue-dependent arrival or (and) service completion rates.

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