Continuity of a queueing integral representation in the ${M}_{\mathbf{1}}$ topology

Details Continuity of a queueing integral representation in the ${M}_{\mathbf{1}}$ topology Continuity of a queueing integral representation in the ${M}_{\mathbf{1}}$ topology

2010-01-14

arxiv.org/abs/1001.2381v1

Annals of Applied Probability 2010, Vol. 20, No. 1, 214-237

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/09-AAP611 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/09-AAP611

We establish continuity of the integral representation $y(t)=x(t)+\int_0^th(y(s)) ds$, $t\ge0$, mapping a function $x$ into a function $y$ when the underlying function space $D$ is endowed with the Skorohod $M_1$ 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 $M_1$-continuity is based on a new characterization of the $M_1$ 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 $L_1$.

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