## Assaf Zeevi

*Validity of heavy traffic steady-state approximations in generalized Jackson networks*

Coauthor(s): David Gamarnik.

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**Abstract:**

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a reflected Brownian motion (RBM) in the orthant, as the traffic intensity approaches unity. However, barring simple instances, it is still not known whether the stationary distribution of RBM provides a valid approximation for the steady-state of the original network. In this paper we resolve this open problem by proving that the re-scaled stationary distribution of the GJN converges to the stationary distribution of the RBM, thus validating a so-called "interchange-of-limits" for this class of networks. Our method of proof involves a combination of Lyapunov function techniques, strong approximations and tail probability bounds that yield tightness of the sequence of stationary distributions of the GJN.

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**Source:** *The Annals of Applied Probability*

**Exact Citation:**

Gamarnik, David, and Assaf Zeevi. "Validity of heavy traffic steady-state approximations in generalized Jackson networks." *The Annals of Applied Probability* 16, no. 1 (February 2006): 56-90.

**Volume:** 16

**Number:** 1

**Pages:** 56-90

**Date:**
2
2006