Convergence of tandem Brownian queues
arXiv:1408.3641 · doi:10.1017/jpr.2016.22
Abstract
It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove convergence to this invariant measure: if we have an arbitrary continuous process satisfying some mild conditions as initial arrival process and pass it through an infinite tandem network of queues, the resulting process weakly converges to a Brownian motion. We assume independent and exponential initial workloads for all queues.
9 pages. Keywords: Brownian queue, tandem queues, Burke's theorem