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  • 标题:A new stochastic model and its diffusion approximation
  • 本地全文:下载
  • 作者:Shai Covo ; Amir Elalouf
  • 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.
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