Skip to main content
Log in

Diffusion approximation to a queueing system with time-dependent arrival and service rates

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

A time nonhomogeneous diffusion approximation to a single server-single queue service system is obtained. Under various assumptions on the time-dependent functions appearing in the infinitesimal moments, transient and steady-state behaviour are analyzed. In particular, a diffusion approximation characterized by space-linear and time-varying moments is studied. The density of the busy period and the probability for the busy period to terminate are obtained. Finally, estimates of the goodness of the diffusion approximation are given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. R.M. Capocelli and L.M. Ricciardi, On the transformation of diffusion processes into the Feller process, Math. Biosci. 29 (1976) 219–234.

    Google Scholar 

  2. B. Conolly,Lecture Notes on Queueing Systems (Ellis Horwood, Chichester, 1975).

    Google Scholar 

  3. A. Duda, Diffusion approximations for time-dependent queueing systems, IEEE J. Select. Areas Commun. SAC-4 (1986) 905–918.

    Google Scholar 

  4. A. Erdélyi, W. Magnus, F. Oberthettinger and F.G. Tricomi,Tables of Integral Transforms, Vol. 1 (McGraw-Hill, New York, 1954).

    Google Scholar 

  5. G.I. Falin, Periodic queues in heavy traffic, Adv. Appl. Prob. 21 (1989) 485–487.

    Google Scholar 

  6. W. Feller, Two singular diffusion processes, Ann. Math. 54 (1951) 173–182.

    Google Scholar 

  7. W. Feller, The parabolic differential equations and the associated semi-groups of transformations, Ann. Math. 55 (1952) 468–518.

    Google Scholar 

  8. E. Gelenbe and I. Mitrani,Analysis and Synthesis of Computer Systems (Academic Press, London, 1980) pp. 991–1014.

    Google Scholar 

  9. V. Giorno, A.G. Nobile and L.M. Ricciardi, On some diffusion approximations to queueing systems, Adv. Appl. Prob. 18 (1986) 991–1014.

    Google Scholar 

  10. V. Giorno, A.G. Nobile and L.M. Ricciardi, On some time non-homogeneous diffusion approximations to queueing systems, Adv. Appl. Prob. 19 (1987) 974–994.

    Google Scholar 

  11. V. Giorno, A.G. Nobile, L.M. Ricciardi and L. Sacerdote, Some remarks on the Rayleigh process, J. Appl. Prob. 23 (1986) 398–408.

    Google Scholar 

  12. I.S. Gradshteyn and I.M. Ryzhik,Tables of Integrals, Series and Products (Academic Press, New York, 1980).

    Google Scholar 

  13. D.P. Heiman, A diffusion model approximation for the GI/G/1 queue in heavy traffic. The Bell Syst. Tech. J. 54 (1975) 1637–1646.

    Google Scholar 

  14. S. Karlin and H.W. Taylor,A Secound Course in Stochastic Processes (Academic Press, New York, 1981).

    Google Scholar 

  15. J.B. Keller, Time-dependent queues, SIAM Rev. 24 (1982) 401–412.

    Google Scholar 

  16. L. Kleinrock,Queueing Systems, Vol. II:Computer Applications (Wiley, New York, 1976).

    Google Scholar 

  17. C. Knessl, B.J. Matkowsky, Z. Schuss and C. Tier, Asymptotic analysis of a state-dependentM/G/1 queueing system, SIAM J. Appl. Math. 46 (1986) 483–505.

    Google Scholar 

  18. H. Kobayashi, Applications of the diffusion approximation to queueing networks I: Equilibrium queue distributions, J. ACM 21 (1974) 316–328.

    Google Scholar 

  19. H. Kobayashi, Applications of the diffusion approximation to queueing networks II: Nonequilibrium distributions and applications to computer modeling, J. ACM 21 (1974) 459–469.

    Google Scholar 

  20. W.A. Massey, Asymptotic analysis of the time dependent queue, Math. Oper. Res. 10 (1985) 305–327.

    Google Scholar 

  21. M.I. Reiman, Open queueing networks in heavy traffic, Math. Oper Res. 9 (1984) 441–458.

    Google Scholar 

  22. L.M. Ricciardi, Stochastic population theory: birth and death processes, in:Biomathematics, Vol. 17:Mathematical Ecology, eds. T.G. Hallam and S.A. Levin (Springer, Berlin, 1986) pp. 155–190.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Di Crescenzo, A., Nobile, A.G. Diffusion approximation to a queueing system with time-dependent arrival and service rates. Queueing Syst 19, 41–62 (1995). https://doi.org/10.1007/BF01148939

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01148939

Keywords

Navigation