Skip to main content
Log in

Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

The diffusion approximation is proved for a class of queueing networks, known as re-entrant lines, under a first-buffer-first-served (FBFS) service discipline. The diffusion limit for the workload process is a semi-martingale reflecting Brownian motion on a nonnegative orthant. This approximation has recently been used by Dai, Yeh and Zhou [21] in estimating the performance measures of the re-entrant lines with a FBFS discipline.

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. A. Berman and R.J. Plemmons,Nonnegative Matrices in the Mathematical Sciences (Academic Press, New York, 1979).

    Google Scholar 

  2. P. Billingsley,Convergence of Probability Measures (Wiley, New York, 1968).

    Google Scholar 

  3. H. Chen, Fluid approximations and stability of multiclass queueing networks: work-conserving disciplines,Annals of Applied Probability 5 (1995) 637–655.

    Google Scholar 

  4. H. Chen and A. Mandelbaum, Stochastic discrete flow networks: diffusion approximations and bottlenecks,Annals of Probability 19 (1991) 1463–1519.

    Google Scholar 

  5. H. Chen and A. Mandelbaum, Hierarchical modelling of stochastic networks, Part II: Strong approximations, in:Stochastic Modeling and Analysis of Manufacturing Systems, ed. D.D. Yao (Springer-Verlag, 1994) pp. 107–131.

  6. H. Chen and H. Zhang, Diffusion approximations for multiclass FIFO queueing networks,Annals of Applied Probability (submitted).

  7. J. Dai and W.Y. Dai, Diffusion approximations for queueing networks with finite capacity, preprint (1995).

  8. J. Dai and T.G. Kurtz, A multiclass station with Markovian feedback in heavy traffic,Mathematics of Operations Research 20 (1995) 721–742.

    Google Scholar 

  9. J. Dai and V. Nguyen, On the convergence of multiclass queueing networks in heavy traffic,Annals of Applied Probability 4 (1994) 26–42.

    Google Scholar 

  10. J. Dai and Y. Wang, Nonexistence of Brownian models of certain multiclass queueing networks,Queueing Systems 13 (1993) 41–46.

    Google Scholar 

  11. J. Dai and G. Weiss, Stability and instability of fluid models for certain re-entrant lines,Mathematics of Operations Research 21 (1996) 115–134.

    Google Scholar 

  12. J. Dai, D.H. Yeh and C. Zhou, The QNET method for re-entrant queueing networks with priority disciplines,Operations Research (to appear).

  13. P.W. Glynn, Diffusion approximations, in:Handbooks in Operations Research and Management Science, II: Stochastic Models, eds. D.P. Heyman and M.J. Sobel (North-Holland, Amsterdam, 1990).

    Google Scholar 

  14. J.M. Harrison,Brownian Motion and Stochastic Flow Systems (Wiley, New York, 1985).

    Google Scholar 

  15. J.M. Harrison and V. Nguyen, Brownian models of multiclass queueing networks: current status and open problems,Queueing Systems 13 (1993) 5–40.

    Google Scholar 

  16. J.M. Harrison and M.I. Reiman, Reflected Brownian motion on an orthant,Annals of Probability 9 (1981) 302–308.

    Google Scholar 

  17. J.M. Harrison and R.J. Williams, A multiclass closed queueing network with unconventional heavy traffic behavior,Annals of Applied Probability 6 (1996) 1–47.

    Google Scholar 

  18. D.P. Johnson, Diffusion approximations for optimal filtering of jump processes and for queueing networks, PhD Thesis, University of Wisconsin (1983).

  19. P.R. Kumar, Re-entrant lines,Queueing Systems 13 (1993) 87–110.

    Google Scholar 

  20. A. Mandelbaum and W.A. Massey, Strong approximations for time-dependent queues,Mathematics of Operations Research 20 (1995) 33–64.

    Google Scholar 

  21. G. Pats, State-dependent queueing networks: Approximations and applications, PhD Thesis, Technion, Israel (1995).

    Google Scholar 

  22. W.P. Peterson, A heavy traffic limit theorem for networks of queues with multiple customer types,Mathematics of Operations Research 16 (1991) 90–118.

    Google Scholar 

  23. A. Puhalskii, On the invariance principle for the first passage time,Mathematics of Operations Research 19 (1994) 946–954.

    Google Scholar 

  24. M.I. Reiman, Open queueing networks in heavy traffic,Mathematics of Operations Research 9 (1984) 441–458.

    Google Scholar 

  25. M.I. Reiman, A multiclass feedback queue in heavy traffic,Advances in Applied Probability 20 (1988) 179–207.

    Google Scholar 

  26. H.L. Royden,Real Analysis (Macmillan, New York, 1988).

    Google Scholar 

  27. A.V. Skorohod, Limit theorems for stochastic processes,Theory of Probability and Its Applications 1 (1956) 261–290.

    Google Scholar 

  28. L.M. Taylor and R.J. Williams, Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant,Probability Theory and Related Fields 96 (1993) 283–317.

    Google Scholar 

  29. W. Whitt, Some useful functions for functional limit theorems,Mathematics of Operations Research 5 (1980) 67–85.

    Google Scholar 

  30. K. Yamada, Diffusion approximations for open state-dependent queueing networks under heavy traffic situation, Technical Report, Institute of Information Science and Electronics, University of Tsukuba, Japan (1993)

    Google Scholar 

  31. P. Yang, Least controls for a class of constrained linear stochastic systems,Mathematics of Operations Research 18 (1993) 275–291.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Supported in part by a grant from NSERC (Canada).

Supported in part by a grant from NSERC (Canada); the research was done while the author was visiting the Faculty of Commerce and Business Administration, UBC, Canada.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chen, H., Zhang, H. Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline. Queueing Syst 23, 177–195 (1996). https://doi.org/10.1007/BF01206556

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01206556

Keywords

Navigation