Continuity of a queueing integral representation in the M1{M}_{\mathbf{1}} topology

preprint2010arXivOpen access

Abstract

We establish continuity of the integral representation y(t)=x(t)+∫0th(y(s))dsy(t)=x(t)+\int_0^th(y(s)) ds, t≥0t\ge0, mapping a function xx into a function yy when the underlying function space DD is endowed with the Skorohod M1M_1 topology. We apply this integral representation with the continuous mapping theorem to establish heavy-traffic stochastic-process limits for many-server queueing models when the limit process has jumps unmatched in the converging processes as can occur with bursty arrival processes or service interruptions. The proof of M1M_1-continuity is based on a new characterization of the M1M_1 convergence, in which the time portions of the parametric representations are absolutely continuous with respect to Lebesgue measure, and the derivatives are uniformly bounded and converge in L1L_1.

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