On the Markov Property of the GI/G/∞ Gaussian LimitP. 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.
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