Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 532-548 |
| Number of pages | 17 |
| Journal | Brazilian Journal of Probability and Statistics |
| Volume | 33 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2019 |
| Externally published | Yes |
Bibliographical note
Publisher Copyright:© Brazilian Statistical Association, 2019.
Keywords
- Conventional diffusion regime
- Diffusion limits
- Halfin
- Heavy traffic
- Jackson network
- Many-server queue
- Whitt regime