Diffusion limits for congestion models
- 1 March 1973
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 10 (02) , 368-376
- https://doi.org/10.1017/s002190020009536x
Abstract
Heuristic methods yield simple limiting results for the behaviour of input-output systems under conditions of heavy traffic. It is assumed that the input is time-dependent, while the output rate depends entirely on the content of the system. It is shown that the content, when suitably normalized and scaled, behaves like a (non-stationary) Ornstein-Uhlenbeck process.Keywords
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