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Title: Strong convergence to diffusion processes with application to queueing theory
Author(s): Amir, Abdelmadjid
Doctoral Committee Chair(s): Philipp, Walter
Department / Program: Mathematics
Discipline: Mathematics
Degree Granting Institution: University of Illinois at Urbana-Champaign
Degree: Ph.D.
Genre: Dissertation
Subject(s): Mathematics
Abstract: We show the almost sure uniform pathwise convergence of birth and death processes and random walks to Brownian motion with drift and sticky Brownian motion. We thus provide constructive definitions of such diffusions. In the first case we give a queueing application and in the latter case we provide the transition distribution of the sticky Brownian motion along with its local variations at zero and a law of the iterated logarithm.
Issue Date: 1990
Type: Text
Language: English
Rights Information: Copyright 1990 Amir, Abdelmadjid
Date Available in IDEALS: 2011-05-07
Identifier in Online Catalog: AAI9114161
OCLC Identifier: (UMI)AAI9114161

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