Functional limit theorems for the queue GI/G/1 in light traffic

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Abstract
We consider a single GI/G/1 queueing system in which customer number 0 arrives at time t 0 = 0, finds a free server, and experiences a service time v 0. The nth customer arrives at time t n and experiences a service time v n . Let the interarrival times t n - t n-1 = u n , n ≧ 1, and define the random vectors X n = (v n-1, u n ), n ≧ 1. We assume the sequence of random vectors {X n : n ≧ 1} is independent and identically distributed (i.i.d.). Let E{u n } = λ-1 and E{v n } = μ-1, where 0 < λ, μ < ∞. In addition, we shall always assume that E{v 0 2} < ∞ and that the deterministic system in which both v n and u n are degenerate is excluded. The natural measure of congestion for this system is the traffic intensity ρ = λ/μ. In this paper we shall restrict our attention to systems in which ρ < 1. Under this condition, which we shall refer to as light traffic, our system is of course stable.

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