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Refining diffusion approximations for queues
Authors:Ward Whitt
Affiliation:Bell Laboratories, WB-1A350, Crawfords Corner Road, Holmdel, NJ 07733, U.S.A.
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.
Keywords:Queues  approximations  diffusion models  limit theorems
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