A diffusion approximation for a GI/GI/1 queue with balking or reneging (Q2572915)

Considering a GI/GI/1 queueing system with reneging of a certain type such that the reneging times associated with customers are independent and identically distributed and are also independent of the interarrival and processing times, it is shown that, in this system, the workload and queue-length processes can be approximated by a regulated Ornstein-Uhlenbeck process when the arrival rate is close to the processing rate and the reneging times are large. In the case of the queue-length process, a result analogous to that referred to above is shown to be valid also for a certain balking model.