Diffusion approximations for open Jackson networks with reneging

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The paper considers a sequence of generalized Jackson networks with \(K\) stations. In the \(n\)th system, let the patience time distribution for customers at the \(k\) station be \(F_k^n(x)\). It is assumed that for any \(x \geqslant 0\), \(\sqrt n F_k^n({n^{ - {1 \mathord{\left/{\vphantom {1 2}} \right.\kern-\nulldelimiterspace} 2}}}x) \to {f_k}(x)\) for some Lipschitz continuous function \({f_k}(x)\). The objective of the paper is to establish the diffusion approximations for both the queue length process and the abandonment-count process with the FCFS discipline under the conventional heavy traffic limit regime.



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