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Continuity of a queueing integral representation in the M1 topology

Pang, Guodong; Whitt, Ward

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.

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Title
Annals of Applied Probability
DOI
https://doi.org/10.1214/09-AAP611

More About This Work

Academic Units
Industrial Engineering and Operations Research
Published Here
April 2, 2010