Diffusion limits for congestion models

Research output: Contribution to journalArticlepeer-review


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.
Original languageEnglish
Pages (from-to)368-376
Number of pages19
JournalJournal of Applied Probability
Issue number2
Publication statusPublished - Jun 1973
Externally publishedYes


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