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The paper presents a diffusion approximation model applied to investigate the behavior of priority queues. The authors discusses the use of the diffusion approximation in transient analysis of queueing models in the case of a single station and of a queueing network presenting the solutions. They emphasize the numerical aspect of the solution and analyze the errors. In classical queuing theory, the analysis of transient states is complex and practically does not go far beyond M/M/1 queue and its modifications.
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