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Contents of PMS, Vol. 33, Fasc. 1,
pages 107 - 120
 

LÉVY PROCESSES AS HEAVY TRAFFIC LIMITS OF TANDEM QUEUES WITH HEAVY TAILS

Marek Czystołowski
Władysław Szczotka
Wojbor A. Woyczyński

Abstract: We study the asymptotic behavior of the vectors of sojourn times in tandem queues in heavy traffic. The interarrival and service sequences are assumed to be stationary. The distributions of the terms can have either light or heavy tails.

2000 AMS Mathematics Subject Classification: Primary: 60K25, 60F17, 60G10, 60E07.

Keywords and phrases: Tandem queues, heavy traffic, heavy tails, Lévy processes, queues in series.

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