The Annals of Applied Probability
- Ann. Appl. Probab.
- Volume 20, Number 1 (2010), 214-237.
Continuity of a queueing integral representation in the M1 topology
We establish continuity of the integral representation y(t)=x(t)+∫0th(y(s)) ds, t≥0, mapping a function x into a function y when the underlying function space D is endowed with the Skorohod M1 topology. We apply this integral representation with the continuous mapping theorem to establish heavy-traffic stochastic-process limits for many-server queueing models when the limit process has jumps unmatched in the converging processes as can occur with bursty arrival processes or service interruptions. The proof of M1-continuity is based on a new characterization of the M1 convergence, in which the time portions of the parametric representations are absolutely continuous with respect to Lebesgue measure, and the derivatives are uniformly bounded and converge in L1.
Ann. Appl. Probab., Volume 20, Number 1 (2010), 214-237.
First available in Project Euclid: 8 January 2010
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Pang, Guodong; Whitt, Ward. Continuity of a queueing integral representation in the M 1 topology. Ann. Appl. Probab. 20 (2010), no. 1, 214--237. doi:10.1214/09-AAP611. https://projecteuclid.org/euclid.aoap/1262962322