Refining diffusion approximations for queues |
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Authors: | Ward Whitt |
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Affiliation: | Bell Laboratories, WB-1A350, Crawfords Corner Road, Holmdel, NJ 07733, U.S.A. |
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Abstract: | This note illustrates the need to refine diffusion approximations for queues. Diffusion approximations are developed in several different ways for the mean waiting time in a GI/G/1 queue, yielding different results, all of which fail obvious consistency checks with bounds and exact values. |
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Keywords: | Queues approximations diffusion models limit theorems |
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