Permalink : http://hdl.handle.net/2115/5388

KEYWORDS : Diffusion Models, Queues

Diffusion approximations for queues contain two conceptually different kinds of approximations, i.e., diffusion limits justified by heavy traffic limit theorems for unstable queues and diffusion models as continuous approximations for stable queues. The purpose of this paper is to provide (i) some basic concepts and issues in diffusion modeling, and (ii) a bibliographical guide to diffusion models for queues that are typically found in computer/communication systems. (JEL C44, C63)