Stability and structural properties of stochastic storage networks

DOI10.2307/3214994MaRDI QIDQ3122879zbMATH OpenOpenAlexFDO

Authors Offer Kella, Ward Whitt

Publication date 20 July 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/da6ff46f9f933a6f54d9f5ffda654a88a90fba96

zbMATH Keywords

stabilityboundsstationary incrementstightnessstochastic orderreflected processstochastically increasingfluid networksLévy process

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Stationary stochastic processes (60G10) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(27)

• Exact simulation of multidimensional reflected Brownian motion
• On optional stopping of some exponential martingales for Lévy processes with or without reflection.
• Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
• Integral expression for the stationary distribution of reflected Brownian motion in a wedge
• Comparison techniques for competing Brownian particles
• From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
• Domains of attraction of invariant distributions of the infinite atlas model
• The stability of storage models with shot noise input
• A note on jump Atlas models
• Stability and nonproduct form of stochastic fluid networks with Lévy inputs
• Sensitivity analysis for diffusion processes constrained to an orthant
• Moments of a Markov-modulated, irreducible network of fluid queues
• Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
• Fluid limits of a loss storage network
• Steady-state simulation of reflected Brownian motion and related stochastic networks
• A multidimensional ruin problem and an associated notion of duality
• Synchronized Lévy queues
• Heavy traffic approximation for the stationary distribution of stochastic fluid networks
• On application of stochastic processes of storage theory to modeling computerized information networks
• Useful martingales for stochastic storage processes with Lévy-type input
• Shot-noise queueing models
• Pathwise comparison results for stochastic fluid networks
• Stability of linear EDF networks with resource sharing
• Introduction to shape stability for a storage model
• Markov modulated fluid network process: tail asymptotics of the stationary distribution
• Rates of convergence to stationarity for reflected Brownian motion
• Analysis of stochastic fluid queues driven by local-time processes

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