Abstract
Diffusion approximations are developed different ways, yielding different results. In this paper we redevelop the diffusion approximation for the unfinished work process in the GI/G/1 system with reflecting barrier and elementary return boundary conditions, denoted as DAU(RB) and DAU(ER). The accuracy comparisons are presented among DAU(RB), DAU(ER), and the diffusion approximations for the queue-length process by Heyman, Kobayashi, and Gelenbe; to answer the question which diffusion approximation is the best.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
S.L. Brumelle. On the relation between customer and time averages in queues. J. Appl. Prob. 8, pages 508–520, 1971.
E. Gelenbe. Probabilistic models of computer systems, part II, diffusion approximations, waiting times and batch arrivals. Acta Informatica, 12(4): 285–303, 1979.
E. Gelenbe and I. Mitrani. Analysis and synthesis of computer systems. Academic Press, London and New York, 1980.
D. P. Heyman. A diffusion model approximation for the Gl/G/1 queue in heavy traffic. Bell System Tech. J. 54, pages 1637–1646, 1975.
K. Hoshi. A further refinement of the diffusion approximations for GI/G/1 system. IECE Technical Report, CQ, March 2011.
H. Kobayashi. Application of the diffusion approximation to queueing networks I: Equilibrium queue distributions. JACM, 21: 316–328, 1974.
G.F. Newell. Applications of Queueing Theory, 2nd e.d. Chapman and Hall, 1982.
Y. Takahashi. Diffusion approximation for the single-server system with batch arrivals of multi-class calls. IECE Transactions, J69-A (3): 317–324, 1986.
H.C. Tijms. Stochastic Models, an Algorithmic Approach. John Wiley and Sons, Chichester, 1994.
W. Whitt. Refining diffusion approximations for queues. Operations Research Letters, 1: 165–169, November 1982.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2011 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Hoshi, K., Nonaka, Y., Takahashi, Y., Komatsu, N. (2011). A Further Remark on Diffusion Approximations with RB and ER Boundary Conditions. In: Hu, B., Morasch, K., Pickl, S., Siegle, M. (eds) Operations Research Proceedings 2010. Operations Research Proceedings. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-20009-0_28
Download citation
DOI: https://doi.org/10.1007/978-3-642-20009-0_28
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-20008-3
Online ISBN: 978-3-642-20009-0
eBook Packages: Business and EconomicsBusiness and Management (R0)