Proofs of the martingale FCLT
نویسنده
چکیده
Abstract: This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in the proof of the martingale FCLT. This paper supplements the expository review paper Pang, Talreja and Whitt (2007) illustrating the “martingale method” for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations.
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Martingale proofs of many-server heavy-traffic limits for Markovian queues
Abstract: This is an expository review paper illustrating the “martingale method” for proving many-server heavy-traffic stochastic-process limits for queueingmodels, supporting diffusion-process approximations. Careful treatment is given to an elementary model – the classical infinite-server model M/M/∞, but models with finitely many servers and customer abandonment are also treated. The Markov...
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