Strong Approximations for Time-Dependent Queues

Published Online:https://doi.org/10.1287/moor.20.1.33

A time-dependent Mt/Mt/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.

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