Heavy Traffic Analysis of Controlled Queueing and Communications Networks

About this book

Example 1.1. A Simple Single Queue. In order to illustrate the idea of the diffusion approximation with minimal notation and in a way that allows us to relate it to the central limit theorem, let us start by considering a queueing problem with a single server, where the arrivals and service completions can take place at the integer times 0, 1, 2, . . . only.