A diffusion approximation for retrial-queueing systems

A diffusion approximation for retrial-queueing systems

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Article ID: iaor19931592
Country: United States
Volume: 36
Start Page Number: 149
End Page Number: 152
Publication Date: Dec 1991
Journal: Theory of Probability and its Applications
Authors:
Keywords: information theory
Abstract:

The solution of many important problems arising in the design and maintenance of information transmission systems can be reduced to the calculation of the steady-state characteristics of multilinear retrial systems. Most attention is paid to the so-called basic model-a kind of probing tool for testing methods. This paper adds a theorem on the convergence of the centred and normalized queue length to the Ornstein-Uhlenbeck process. The main problem is connected with the fact that only the second component of the process converges to a diffusion process as μ⇒0.

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