A Simple Relationship Between Light and Heavy Traffic Limits

Burton Simon
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Burton Simon: University of Colorado at Denver, Denver, Colorado

Operations Research, 1992, vol. 40, issue 3-supplement-2, S342-S345

Abstract: Let ρ be the traffic intensity of an open queueing system, and let f (ρ), 0 ≤ ρ f is found that is asymptotically exact for high-order light traffic limits (derivatives at ρ = 0). This simple but unexpected result provides a natural method for approximating f based on partial information. The approximation it provides turns out to be identical to the “canonical” interpolation approximation based on the same partial information. Relationships are then derived that correspond to noncanonical interpolation approximations. These relationships may he useful for gauging the accuracy of interpolation approximations.

Keywords: queues; approximations; interpolation approximations; queues; limit theorems; light traffic and heavy traffic (search for similar items in EconPapers)
Date: 1992
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