Theory of Probability and Mathematical Statistics
A limit theorem for non-Markovian multi-channel networks under heavy traffic conditions
H. V. Livinska
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Abstract: Open multi-channel stochastic networks are considered in the paper. The inputs are assumed to be non-homogeneous Poisson flows whose rates depend on time. Service times are random variables whose distribution functions are of the GI-type. A limit theorem for the service process is proved for such a network under heavy traffic conditions. Characteristics of the limit Gaussian process are expressed in an explicit form in terms of the network parameters.
Keywords: Multi-channel queueing networks, diffusion approximation, heavy traffic regime
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