A heavy traffic limit theorem for a class of open queueing networks with finite buffers

A heavy traffic limit theorem for a class of open queueing networks with finite buffers

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Article ID: iaor20003192
Country: Netherlands
Volume: 32
Issue: 1/3
Start Page Number: 5
End Page Number: 40
Publication Date: Jan 1999
Journal: Queueing Systems
Authors: ,
Keywords: networks: path
Abstract:

We consider a queueing network of d single server stations. Each station has a finite capacity waiting buffer, and all customers served at a station are homogeneous in terms of service requirements and routing. The routing is assumed to be deterministic and hence feedfoward. A server stops working when the downstream buffer is full. We show that a properly normalised d-dimensional queue length process converges in distribution to a d-dimensional semimartingale reflecting Brownian motion in a d-dimensional box under a heavy traffic condition. The conventional continuous mapping approach does not apply here because the solution to our Skorohod problem may not be unique. Our proof relies heavily on a uniform oscillation result for solutions to a family of Skorohod problems. The oscillation result is proved in a general form that may be of independent interest. It has the potential to be used as an important ingredient in establishing heavy traffic limit theorems for general finite buffer networks.

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