Existence condition for the diffusion approximations of multiclass priority queueing networks (Q5948161)

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scientific article; zbMATH DE number 1667916
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Existence condition for the diffusion approximations of multiclass priority queueing networks
scientific article; zbMATH DE number 1667916

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    Existence condition for the diffusion approximations of multiclass priority queueing networks (English)
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    31 October 2001
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    A sufficient condition for diffusion approximation of multiclass queueing networks under priority service discipline is obtained. It is two-folds: 1) the reflection matrix \(\widetilde{R}_{ L}\) corresponding to the set of classes of continuous fluids with lower priority has to be completely-S, i.e., for each of its principal submatrices \(A\) there exists a vector \(x\geq 0\) such that \(Ax > 0\); 2) the SHP-condition holds, i.e., the fluid level of higher priority classes reaches zero in a finite time and then remains zero. This condition improves that by \textit{H. Chen} and \textit{H. Zhang} [ibid. 34, No. 1-4, 237--268 (2000; Zbl 0942.90021)]. On the base of the obtained condition the existence of the diffusion approximation for reentrant lines under last-buffer-first-served discipline is proved. In particular, a three-station network is considered, for which an almost necessary and sufficient condition is given and non-existence situation is described.
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    queueing networks
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    priority service discipline
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    diffusion approximation
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    reflecting Brownian motion
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    semimartingale
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