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Strong Embeddings for Transitory Queueing Models

Author

Listed:
  • Prakash Chakraborty

    (Department of Statistics, Purdue University, West Lafayette, Indiana 47906)

  • Harsha Honnappa

    (School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47906)

Abstract

In this paper, we establish strong embedding theorems, in the sense of the Komlós-Major-Tusnády framework, for the performance metrics of a general class of transitory queueing models of nonstationary queueing systems. The nonstationary and non-Markovian nature of these models makes the computation of performance metrics hard. The strong embeddings yield error bounds on sample path approximations by diffusion processes in the form of functional strong approximation theorems.

Suggested Citation

  • Prakash Chakraborty & Harsha Honnappa, 2022. "Strong Embeddings for Transitory Queueing Models," Mathematics of Operations Research, INFORMS, vol. 47(2), pages 1048-1081, May.
    • Handle: RePEc:inm:ormoor:v:47:y:2022:i:2:p:1048-1081
    DOI: 10.1287/moor.2021.1158
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