We consider a Jackson network in a general heavy traffic diffusion regime with the α-parametrization. We also assume that each customer may abandon the system while waiting. We show that in this regime the queue-length process converges to a multi-dimensional regulated Ornstein– Uhlenbeck process.
Bibliographical notePublisher Copyright:
© Brazilian Statistical Association, 2019.
- Conventional diffusion regime
- Diffusion limits
- Heavy traffic
- Jackson network
- Many-server queue
- Whitt regime