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Attractiveness of Brownian queues in tandem
Authors:Cator  Eric A  López  Sergio I  Pimentel  Leandro P R
Institution:1.Radboud University, Nijmegen, The Netherlands
;2.Facultad de Ciencias, UNAM, Mexico City, Mexico
;3.Instituto de Matemática, UFRJ, Rio de Janeiro, Brasil
;
Abstract:

Consider a sequence of n bi-infinite and stationary Brownian queues in tandem. Assume that the arrival process entering the first queue is a zero mean ergodic process. We prove that the departure process from the n-th queue converges in distribution to a Brownian motion as n goes to infinity. In particular this implies that the Brownian motion is an attractive invariant measure for the Brownian queueing operator. Our proof exploits the relationship between Brownian queues in tandem and the last-passage Brownian percolation model, developing a coupling technique in the second setting. The result is also interpreted in the related context of Brownian particles acting under one-sided reflection.

Keywords:
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