Refining diffusion approximations for queues

Authors:
Ward Whitt
Affiliations:
Bell Laboratories, WB-1A350, Crawfords Corner Road, Holmdel, NJ 07733, U.S.A.
Venue:
Operations Research Letters
Year:
1982

Citing 2
Cited 3

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

Journal of the ACM (JACM)
The marshall and stoyan bounds for IMRL/G/1 queues are tight

Operations Research Letters

A consistent diffusion approximation for finite-capacity multiserver queues

Mathematical and Computer Modelling: An International Journal
Approximations for the conditional waiting times in the GI/G/c queue

Operations Research Letters
The heavy traffic limit of a class of Markovian queueing models

Operations Research Letters

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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.