Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues

DOI10.1016/0304-4149(86)90015-3zbMath0613.60086MaRDI QIDQ1819474

Keigo Yamada

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90015-3

zbMATH Keywords

tandem queues; heavy-traffic conditions; Two-dimensional Bessel diffusions; two-dimensional birth and death process

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60J60: Diffusion processes

Related Items

State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits, Storage-Limited Queues in Heavy Traffic

Cites Work

• A tandem storage system and its diffusion limit
• Calcul stochastique et problèmes de martingales
• Reflected Brownian motion on an orthant
• Point processes and queues. Martingale dynamics
• Doubly stochastic Poisson processes
• Diffusion Approximations for Storage Processes with General Release Rules
• One-dimensional stochastic differential equations involving a singular increasing process
• Open Queueing Networks in Heavy Traffic
• Some Useful Functions for Functional Limit Theorems
• The diffusion approximation for tandem queues in heavy traffic
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