Application of the Diffusion Approximation to Queueing Networks I: Equilibrium Queue Distributions

Abstract

The practical value of queueing theory in engineering applications such as in computer modeling has been limited, since the interest in mathematical tractability has almost always led to an oversimplified model. The diffusion process approximation is an attempt to break away from the vogue in queueing theory. The present paper introduces a vector-valued normal process and its diffusion equation in order to obtain an approximate solution to the joint distribution of queue lengths in a general network of queues. In this model, queueing processes of various service stations which interact with each other are approximated by a vector-valued Wiener process with some appropriate boundary conditions. Some numerical examples are presented and compared with Monte Carlo simulation results. A companion paper, Part II, discusses transient solutions via the diffusion approximation.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 258 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.