A Diffusion Approximation for the G/GI/n/m Queue

  • Authors:
  • Ward Whitt

  • Affiliations:
  • -

  • Venue:
  • Operations Research
  • Year:
  • 2004

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Abstract

We develop a diffusion approximation for the queue-length stochastic process in theG/GI/n/m queueing model (having a general arrival process, independent and identically distributed service times with a general distribution,n servers, andm extra waiting spaces). We use the steady-state distribution of that diffusion process to obtain approximations for steady-state performance measures of the queueing model, focusing especially upon the steady-state delay probability. The approximations are based on heavy-traffic limits in whichn tends to infinity as the traffic intensity increases. Thus, the approximations are intended for largen.For theGI/M/n/8 special case, Halfin and Whitt (1981) showed that scaled versions of the queue-length process converge to a diffusion process when the traffic intensity? napproaches 1 with (1 -? n )v n ? 脧聛 for 0