The Reflection Map with Discontinuities

DOI10.1287/moor.26.3.447.10588zbMath1073.90504OpenAlexW2133352298MaRDI QIDQ2757677

Ward Whitt

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.26.3.447.10588

zbMATH Keywords

weak convergencefunctional limit theoremsLévy processesinvariance principlesqueueing networkstopologiescontinuous mapping theoremreflection mapheavy-traffic limit theoremsstochastic fluid networksSkorohodSkorohod M1 topologythe function space D

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Queues and service in operations research (90B22)

Related Items (7)

Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections ⋮ Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit ⋮ Regulating functions on partially ordered sets ⋮ On product-form stationary distributions for reflected diffusions with jumps in the positive orthant ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line ⋮ Particle systems with a singular mean-field self-excitation. Application to neuronal networks

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