Validity of Heavy Traffic Steady-State Approximations in Open Queueing Networks

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. Short Title: Steady-state approximations in open queueing networks