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

DOI10.1007/S11134-007-9056-3MaRDI QIDQ2481135zbMATH OpenOpenAlexFDO

Authors Francisco J. Piera, Fabrice M. Guillemin, 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

Heavy-traffic limitsJump-diffusionsLocal timesProduct-form stationary distributionsReflection mapsRegulator processesSkorokhod mapsState-dependent oblique reflectionsStochastic networks

Mathematics Subject Classification ID

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

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Cited in

(5)

• Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
• 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
• On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
• On conditions for a product-form stationary probability distribution of states of a multimode service network

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