Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 2: Stochastic Models < Chapter 4

STOCHASTIC MODELS
Edited by D.P. Heyman and M.J. Sobel

CHAPTER 4
Diffusion Approximations
P.W. Glynn

1. Introduction*

2. Weak convergence of stochastic processes

3. Verification criteria for weak convergence of stochastic processes

4. Donsker's theorem

5. Weak convergence theorems for the single-server queue

6. Background on diffusion processes

7. Diffusion approximations for an open network of queues in heavy traffic

8. Diffusion approximations for a closed network of queues in heavy traffic

9. Approximations for queues with many servers

10. Conditional weak convergence theorems

References

* The first two pages of the chapters are available as PDF file.

Complete chapters on ScienceDirect

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