English

Tight matrices and heavy traffic steady state convergence in queueing networks

Probability 2025-07-08 v3

Abstract

We are interested to prove that the stationary distribution of a multiclass queueing network converges to the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in heavy traffic. A key condition for this convergence is that the sequence of the pre-limit stationary distributions under appropriate scaling is tight. In Braverman et al.(2025), a sufficient condition for this tightness is introduced in the term of the reflection matrix RR of the SRBM, which is coined for RR to be ``tight''. In this paper, we study how we can verify this tightness of RR of an SRBM. For a 22-dimensional SRBM, we give necessary and sufficient conditions for RR to be tight, while, for a general dimension, we only give sufficient conditions. We then apply these results to the SRBMs arising from the diffusion approximations of multiclass queueing networks with static buffer priority service disciplines that are studied in Braverman et al.(2025). It is shown that RR is always tight for this network with two stations if RR is completely-\srS\sr{S}. For the case of more than two stations, it is shown that RR is tight for reentrant lines with last-buffer-first-service (LBFS) discipline, but it is not always tight for reentrant line with first-buffer-first-service (FBFS) discipline.

Keywords

Cite

@article{arxiv.2404.13651,
  title  = {Tight matrices and heavy traffic steady state convergence in queueing networks},
  author = {J. G. Dai and Yiquan Ji and Masakiyo Miyazawa},
  journal= {arXiv preprint arXiv:2404.13651},
  year   = {2025}
}
R2 v1 2026-06-28T16:01:13.846Z