Strong Approximations for Time-Dependent Queues

Source abstract

A time-dependent M t /M t /1 queue alternates through periods of under-, over-, and critical loading. We derive period-dependent, pathwise asymptotic expansions for its queue length, within the framework of strong approximations. Our main results include time-dependent fluid approximations, supported by a functional strong law of large numbers, and diffusion approximations, supported by a functional central limit theorem. This complements and extends previous work on asymptotic expansions of the queue-length transition probabilities.