On the Invariance Principle for the First Passage Time
On the Invariance Principle for the First Passage Time
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论首次通过时间不变性原理
DOI：
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发表时间：
1994
影响因子：
1.7
通讯作者：
A. Puhalskii
中科院分区：
文献类型：
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作者：
A. Puhalskii
得到了一阶时间过程的不变性原理与底层过程的不变性原理之间联系的新结果。主要的贡献是“通过”过程可能有普遍的漂移。本文给出了一个应用实例，表明在研究具有队列依赖的到达率或（和）服务完成率的排队系统时，该方法可用于从队列长度的极限定理推导出延迟的极限定理。
New results are obtained on the connection between the invariance principle for the first passage time process and that for the underlying processes. The main contribution is that the ‘passing’ process may have general drift. An example of the application is given which shows that this is of use in deriving limit theorems for delays from limit theorems for queue lengths when studying queueing systems with queue-dependent arrival or (and) service completion rates.