Out of equilibrium functional central limit theorems for a large network where customers join the shortest of several queues

dc.creatorGraham, Carl
dc.date2003-12-17
dc.date2004-03-31
dc.date.accessioned2026-07-07T05:04:00Z
dc.date.available2026-07-07T05:04:00Z
dc.descriptionCustomers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional central limit theorem (CLT) for the tails of the empirical measures of the queue occupations,in a Hilbert space with the weak topology, with limit given by an Ornstein-Uhlenbeck process. The a priori assumption is that the initial data converge.This completes a recent functional CLT in equilibrium result for which convergence for the initial data was not known in advance, but was deduced a posteriori from the functional CLT.
dc.descriptionA new preprint math.PR/0403538, has been written as a combined version of the present preprint and the preprint math.PR/0312334. It is recommended to read the new combined version instead of the two others
dc.identifierhttps://arxiv.org/abs/math/0312335
dc.identifierhttp://arxiv.org/abs/math/0312335
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/69634
dc.subjectProbability
dc.subject60K35; 60K25
dc.titleOut of equilibrium functional central limit theorems for a large network where customers join the shortest of several queues
dc.typetext

Files

Collections