Sample path analysis of level crossings for the workload process |
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Authors: | Michael A. Zazanis |
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Affiliation: | (1) Department of Industrial Engineering and Management Sciences, Northwestern University, 60208 Evanston, IL, USA |
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Abstract: | We examine level crossings of sample paths of queueing processes and investigate the conditions under which the limiting empirical distribution for the workload process exists and is absolutely continuous. The connection between the density of the workload distribution and the rate of downcrossings is established as a sample path result that does not depend on any stochastic assumptions. As a corollary, we obtain the sample path version of the Takács formula connecting the time and customer stationary distributions in a queue. Defective limiting empirical distributions are considered and an expression for the mass at infinity is derived.This research has been supported in part by NSF Grants ECS-8811003 and DDM-8905638. |
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Keywords: | Level crossings sample path analysis empirical distributions Taká cs formula |
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