Please use this identifier to cite or link to this item: https://doi.org/10.1023/A:1010952012771
Title: Existence condition for the diffusion approximations of multiclass priority queueing networks
Authors: Chen, H.
Ye, H.Q. 
Keywords: Diffusion approximation
Fluid approximation
Heavy traffic
Multiclass queueing network
Priority service discipline
Semimartingale reflecting Brownian motion
Issue Date: 2001
Source: Chen, H., Ye, H.Q. (2001). Existence condition for the diffusion approximations of multiclass priority queueing networks. Queueing Systems 38 (4) : 435-470. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1010952012771
Abstract: In this paper, we extend the work of Chen and Zhang [12] and establish a new sufficient condition for the existence of the (conventional) diffusion approximation for multiclass queueing networks under priority service disciplines. This sufficient condition relates to the weak stability of the fluid networks and the stability of the high priority classes of the fluid networks that correspond to the queueing networks under consideration. Using this sufficient condition, we prove the existence of the diffusion approximation for the last-buffer-first-served reentrant lines. We also study a three-station network example, and observe that the diffusion approximation may not exist, even if the "proposed" limiting semimartingale reflected Brownian motion (SRBM) exists.
Source Title: Queueing Systems
URI: http://scholarbank.nus.edu.sg/handle/10635/44961
ISSN: 02570130
DOI: 10.1023/A:1010952012771
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