ON THE INVARIANCE-PRINCIPLE FOR THE FIRST PASSAGE TIME
成果类型：
Article
署名作者：
PUHALSKII, A
署名单位：
Russian Academy of Sciences
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.19.4.946
发表日期：
1994
页码：
946-954
关键词：
摘要：
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.
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