Article ID: | iaor1988390 |
Country: | United States |
Volume: | 4 |
Start Page Number: | 473 |
End Page Number: | 505 |
Publication Date: | Nov 1988 |
Journal: | Communications in Statistics - Stochastic Models |
Authors: | Louchard Guy |
Keywords: | queues: theory |
A wide variety of stochastic variables associated with an infinite server queueing system having a finite population are shown to weakly converge to Gaussian processes when the population size increases. These Gaussian processes are identified with stochastic integrals on Brownian motions. Stochastic differential equations, exponential service time and bulk arrivals are also considered.