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.