Refining diffusion approximations for queues

DOI10.1016/0167-6377(82)90033-5zbMath0538.90025OpenAlexW1966048041MaRDI QIDQ793636

Ward Whitt

Publication date: 1982

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(82)90033-5

zbMATH Keywords

GI/G/1 queuediffusion approximationsmean waiting time

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (19)

Large finite population queueing systems: The single-server model ⋮ The heavy traffic limit of a class of Markovian queueing models ⋮ An \(M/M/s\)-consistent diffusion model for the \(GI/G/s\) queue ⋮ A consistent diffusion approximation for finite-capacity multiserver queues ⋮ A continuous approximation for batch arrival queues with threshold ⋮ Stabilizing performance in a single-server queue with time-varying arrival rate ⋮ A New Method for Deriving Waiting-Time Approximations in Polling Systems with Renewal Arrivals ⋮ Qeueing models for performance analysis: Selection of single station models ⋮ The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue ⋮ Dynamic scheduling in manufacturing systems using Brownian approximations ⋮ Brownian models of multiclass queueing networks: Current status and open problems ⋮ Queueing models for a flexible machining station. I: The diffusion approximation ⋮ A Further Remark on Diffusion Approximations with RB and ER Boundary Conditions ⋮ Modeling Stochastic Lead Times in Multi-Echelon Systems ⋮ Simple Bounds and Monotnicity the Call Congestion of Finite Multiserver Delay Systems ⋮ A Moment-Iteration Method for Approximating the Waiting-Time Characteristics of the GI/G/1 Queue ⋮ Approximations for the conditional waiting times in the GI/G/c queue ⋮ Diffusion approximation for a tandem queue with blocking ⋮ OPTIMAL STATIC ASSIGNMENT AND ROUTING POLICIES FOR SERVICE CENTERS WITH CORRELATED TRAFFIC

Cites Work

• The Marshall and Stoyan bounds for IMRL/G/1 queues are tight
• Sticky Brownian motion as the limit of storage processes
• A Diffusion Model Approximation for the GI/G/1 Queue in Heavy Traffic
• Inequalities for moments of tails of random variables, with a queueing application
• Application of the Diffusion Approximation to Queueing Networks I: Equilibrium Queue Distributions
• Some Inequalities in Queuing
• Multiple channel queues in heavy traffic. II: sequences, networks, and batches
• On the relation between customer and time averages in queues
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