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| Strong Approximation of the Sojourn Time for a Two-Stage Tandem Queue |
| GUO Yongjiang; ZHANG Yuyan |
| School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China; Shanghai Police College, Shanghai, 200137, China |
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Abstract We obtain the strong approximation of the sojourn time progress for a two-stage tandem queue in heavy traffic, that is, the traffic intensity $\rho_1=\rho_2=1$. The sojourn time is the period from a customer's arrival to her departure, and the strong approximation is a function of Brownian motion.
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