Queueing theory | Traffic simulation

Heavy traffic approximation

In queueing theory, a discipline within the mathematical theory of probability, a heavy traffic approximation (sometimes heavy traffic limit theorem or diffusion approximation) is the matching of a queueing model with a diffusion process under some limiting conditions on the model's parameters. The first such result was published by John Kingman who showed that when the utilisation parameter of an M/M/1 queue is near 1 a scaled version of the queue length process can be accurately approximated by a reflected Brownian motion. (Wikipedia).

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Related pages

Reflected Brownian motion | Steady state | Random walk | Queueing theory | Diffusion process | Limit (mathematics) | Brownian motion | M/G/1 queue | Probability theory | Stationary increments | M/M/1 queue | Normal distribution | G/G/1 queue | Characteristic function (probability theory)