Article ID Journal Published Year Pages File Type
1142506 Operations Research Letters 2012 5 Pages PDF
Abstract

Asmussen (1987) proved a heavy-traffic limit theorem for the GI/G/1-type Markov chain. As a corollary, the theorem shows that in the heavy-traffic limit, the stationary distribution of the properly scaled level variable is geometric and independent of the phase variable. In this paper, the heavy-traffic asymptotics of the stationary distribution is proved under a weaker condition than Asmussen’s, by the characteristic function approach.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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