Heavy traffic analysis of integrated services systems

The performance analysis of integrated voice and data systems with movable boundary, ATM multiplexers, etc. is often based on Neutsʹ classical theory of Markov chains with matrix-geometric invariant measure or on more general theory of structured stochastic matrices of M/G/1 type. But under heavy traffic algorithmic approaches based on these theories cannot be used for computational purposes. To analyze the systems behavior under heavy traffic we suggest the use of limit theorems for scaled performance characteristics and develop a simple method to find asymptotic behavior of the mean characteristics.