Diffusion approximation for first overflow time in GI/G/m system with finite capacity. (1995)

• Record Type: Journal Article
• Authors: Choi, Bong Dae; Lee, Yong Wan; Shin, Yang Woo
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 8:Number 1(1995)
• Page Start: 11
• Page End: 28
• Publication Date: 1995
• Subjects: diffusion process -- first passage time -- first overflow time; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953395000025
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : We present a diffusion approximation of the first overflow time in the G I / G / m system with finite capacity. We derive the Laplace Stieltjes transform of the first passage time of diffusion process which approximates the system size in the G I / G / m system with finite capacity. We use the first passage time of diffusion process as the first overflow time in the G I / G / m system with finite capacity. To check on accuracy of this approximation, the analytical results for the mean of the first overflow time in the G I / G / m system with finite capacity is numerically compared with the diffusion approximation results. Numerical results show that the diffusion approximation is a good approximation for heavy traffic systems.