queueing theory Queueing theory is the mathematical study of waiting lines, or queues. A queueing model is constructed so that queue lengths and waiting time can be predicted. Queueing theory is generally considered a branch of operations research because the ...

, a discipline within the mathematical

theory of probability Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set o ...

, a fluid limit, fluid approximation or fluid analysis of a stochastic model is a deterministic real-valued process which approximates the evolution of a given stochastic process, usually subject to some scaling or limiting criteria. Fluid limits were first introduced by Thomas G. Kurtz publishing a law of large numbers and

central limit theorem In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables themsel ...

for Markov chains. It is known that a queueing network can be stable, but have an unstable fluid limit.

References

Queueing theory {{probability-stub