Heavy traffic approximation

In queueing theory, a discipline within the mathematical theory of probability, a heavy traffic approximation (sometimes heavy traffic limit theorem or diffusion approximation) is the matching of a queueing model with a diffusion process under some limiting conditions on the model's parameters. The first such result was published by John Kingman who showed that when the utilisation parameter of an M/M/1 queue is near 1 a scaled version of the queue length process can be accurately approximated by a reflected Brownian motion.