Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit

DOI10.1007/S11134-007-9056-3zbMath1136.60369OpenAlexW2045553848MaRDI QIDQ2481135

Fabrice M. Guillemin, Francisco J. Piera, Ravi R. Mazumdar

Publication date: 14 April 2008

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/139125

zbMATH Keywords

Skorokhod mapsStochastic networksLocal timesHeavy-traffic limitsJump-diffusionsProduct-form stationary distributionsReflection mapsRegulator processesState-dependent oblique reflections

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (2)

Continuum modeling and control of large nonuniform wireless networks via nonlinear partial differential equations ⋮ Heavy traffic approximation for the stationary distribution of stochastic fluid networks

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