State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits

DOI10.1214/AOAP/1028903539zbMath0945.60025OpenAlexW2004238000MaRDI QIDQ1296747

Gennady Pats, Avishai Mandelbaum

Publication date: 24 September 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903539

zbMATH Keywords

birth-death processtransient analysisstate-dependent networks

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Production models (90B30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Deterministic network models in operations research (90B10) Sample path properties (60G17) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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