Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application

DOI10.1214/aoap/1177005979zbMath0719.60115OpenAlexW2034927680MaRDI QIDQ2640252

J. G. Dai, J. Michael Harrison

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1214/aoap/1177005979

zbMATH Keywords

heavy trafficperformance analysisstationary distributionsteady-state analysisqueues in tandemMultidimensional reflected Brownian motions

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications to the sciences (65Z05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic ⋮ Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding ⋮ Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes ⋮ Diffusion parameters of flows in stable multi-class queueing networks ⋮ A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline ⋮ A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION ⋮ Captive diffusions and their applications to order-preserving dynamics ⋮ The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue ⋮ Diffusion Limits for Open Networks of Finite-Buffer Queues ⋮ Many-server queues with customer abandonment: numerical analysis of their diffusion models ⋮ The implicit general order complementarity problem, models and iterative methods

Uses Software

• PANACEA

This page was built for publication: Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application