On Stochastic Models of Service System with Dependent Process Characteristics


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A generalization of a service system model introduced by I. Kaj and M. Taqqu is considered. Unlike the original model, the unnatural assumption on independence between the duration and required resources quantity of a service process is dropped. A number of limit theorems for the process of integral workload is presented. Among the considered limit processes are the Winer process, fractional Brownian motion, and stable Lévy process.

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E. Kosarevskaya

St.Petersburg State University

编辑信件的主要联系方式.
Email: kosarevskaja@gmail.com
俄罗斯联邦, St.Petersburg

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