We consider a family of multidimensional diffusion processes that arise as heavy traffic approximations for open queueing networks. More precisely, the diffusion processes considered here arise as approximate models of open queueing networks with homogeneous customer populations, which means that customers occupying any given node or station of the network are essentially indistinguishable from one another. The classical queueing network model of J. R. Jackson fits this description, as do other more general types of systems, but multiclass network models do not.The objectives of this paper are (a) to explain in concrete terms how one approximates a conventional queueing model or a real physical system by a corresponding Brownian model, and (b) to state and prove some new results 77 78 J. M. HARRISON AND R. J. WILLIAMS regarding stationary distributions of such Brownian models. The part of the paper aimed at objective (a) is largely a recapitulation of previous work on weak convergence theorems, with the emphasis placed on modeling intuition. With respect to objective (b), several important foundational issues are resolved here and under certain conditions we are able to express the stationary distribution and related performance measures in explicit formulas. More specifically, it is shown that the stationary distribution of the Brownian model has a separable (product form) density if and only if its data satisfy a certain condition, in which case the stationary density is exponential, and all relevant performance measures can be written out in explicit formulas.KEY WORDS: Brownian system models, heavy traffic, performance analysis, product form solutions, queueing networks, stationary distributions.
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