On the Markov Property of the GI/G/∞ Gaussian Limit

P. W. Glynn

Advances in Applied Probability, Vol.14, 191-194 (1982)

It is shown that the heavy-traffic Gaussian limit for GI/G/∞ queues is Markovian if and only if the service-time distribution H(t) is of the form 1-H(t)=pe-αt for α>0 and 0< p≤1.