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A sufficient condition and a necessary condition for the diffusion approximations of multiclass queueing networks under priority service disciplines
Authors:Chen  Hong  Zhang  Hanqin
Affiliation:(1) Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, BC, Canada;(2) Department of Industrial Engineering and Engineering Management, Hong Kong University of Science and Technology, Hong Kong;(3) Institute of Applied Mathematics, Academia Sinica, Beijing, China
Abstract:We establish a sufficient condition for the existence of the (conventional) diffusion approximation for multiclass queueing networks under priority service disciplines. The sufficient condition relates to a sufficient condition for the weak stability of the fluid networks that correspond to the queueing networks under consideration. In addition, we establish a necessary condition for the network to have a continuous diffusion limit; the necessary condition is to require a reflection matrix (of dimension equal to the number of stations) to be completely-S. When applied to some examples, including generalized Jackson networks, single station multiclass queues, first-buffer-first-served re-entrant lines, a two-station Dai–Wang network and a three-station Dumas network, the sufficient condition coincides with the necessary condition.
Keywords:multiclass queueing network  priority service discipline  diffusion approximation  fluid approximation  heavy traffic  semimartingale reflecting Brownian motion
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