Diffusion models and steady-state approximations for exponentially ergodic Markovian queues

Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove, approximates that of the Markov chain with notable precision. Strong approximations provide such "limitless" approximations for process dynamics. Our focus here is on steady-state distributions, and the diffusion model that we propose is tractable relative to strong approximations. Within an asymptotic framework, in which a scale parameter $n$ is taken large, a uniform (in the scale parameter) Lyapunov condition imposed on the sequence of diffusion models guarantees that the gap between the steady-state moments of the diffusion and those of the properly centered and scaled CTMCs shrinks at a rate of $\sqrt{n}$. Our proofs build on gradient estimates for solutions of the Poisson equations associated with the (sequence of) diffusion models and on elementary martingale arguments. As a by-product of our analysis, we explore connections between Lyapunov functions for the fluid model, the diffusion model and the CTMC.Comment: Published in at http://dx.doi.org/10.1214/13-AAP984 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Area Decay Law Implementation for Quark String Fragmentation

We apply the Area Decay Law (ADL) straightforwardly to simulate a quark string hadronization and compare the results with the explicit analytic calculations. We show that the usual "inclusive" Monte--Carlo simulations do not correspond to the ADL because of two mistakes: not proper simulation of two--dimensional probability density and lack of an important combinatorial factor in a binary tree simulation. We also show how to simulate area decay law "inclusively" avoiding the above--mentioned mistakes.Comment: 5 pages (REVTEX) + 3 figures (available in ps format from G.G.Leptoukh , IPGAS-HE/93-3, to be published in Phys. Rev.