## A diffusion approximation for correlation in queues |

### What people are saying - Write a review

We haven't found any reviews in the usual places.

### Common terms and phrases

algorithm described application approximate and exact Approximate autocorrelation functions assess the accuracy asymptotic boundary condition coefficient of variation Comparison of approximate computation confidence interval continuous function Corollary covariance function defined density of Z(v depart from unity derivation described in 14 diffusion approximation diffusion equation diffusion model diffusion process Z(v drift errors evaluation exact correlation exact results Exact value Figure found by scaling function see e.g. Gaver give heavy traffic hypergeometric function integral limit process M/M/l queues i.e. mean value Morse 9 negative root Newell number in system number of customers obtain Ott's parameters Proof of Theorem recursion reflecting boundary relationship relaxation result 12 rN(t rs(n rw(n Rz(v sample satisfying scaling factors sequence elements converge shows values Spectral analysis spectral density function stationary diffusion process Table unfinished values found variables variance virtual waiting waiting-time autocorrelation Whitt