Abstract
In this paper we examine certain problems related to the use of diffusion approximations for the approximate modelling of computer systems. In particular we develop a model which allows us to handle waiting times and batch arrivals: these results are a new approach to the use of diffusion approximations. We also examine the effect of the distribution of holding times at boundaries: this question had remained open in earlier studies. We show that the stationary distributions associated with these diffusion models depend only on the average residence time of the process on the boundaries and not on the complete distribution function. This result justifies the use of exponential holding times as had been done in an earlier study.
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