The asymptotic variance of departures in critically loaded queues

A. Al Hanbali*, M. Mandjes, Y. Nazarathy, W. Whitt

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

18 Scopus citations


We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time /. We focus on the case where the system load q equals 1, and prove that the asymptotic variance rate satisfies limt→∞ var D(t)/t = Λ.(l

Original languageEnglish
Pages (from-to)243-263
Number of pages21
JournalAdvances in Applied Probability
Issue number1
StatePublished - Mar 2011
Externally publishedYes


  • Brownian bridge
  • Critically loaded system
  • Departure process
  • GT/G/1 queue
  • Multiserver queue
  • Renewal theory
  • Uniform integrability

ASJC Scopus subject areas

  • Statistics and Probability
  • Applied Mathematics


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