期刊名称:Brazilian Journal of Probability and Statistics
印刷版ISSN:0103-0752
出版年度:2017
卷号:31
期号:1
页码:62-86
DOI:10.1214/15-BJPS303
语种:English
出版社:Brazilian Statistical Association
摘要:This paper considers a kind of queueing problem with a Poisson number of customers or, more generally, objects which may arrive in groups of random size. The focus is on the total quantity over time, called system size. The main result is that the process representing the system size, properly normalized, converges in finite-dimensional distributions to a centered Gaussian process (the diffusion approximation) with several attractive properties. Comparison with existing works (where the number of objects is assumed nonrandom) highlights the contribution of the present paper.