Stationary distribution convergence for generalized Jackson networks in heavy traffic
DOI10.1287/MOOR.1080.0353zbMATH Open1214.60013OpenAlexW2168676373MaRDI QIDQ3169017FDOQ3169017
Authors: Chihoon Lee, Amarjit Budhiraja
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/261165476f401050df45be3ba2bc871761aa4b11
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Signal detection and filtering (aspects of stochastic processes) (60G35) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25) Stochastic stability in control theory (93E15)
Cited In (38)
- Stability of constrained Markov-modulated diffusions
- Ergodic optimization of stochastic differential systems in wireless networks
- Heavy-traffic limits for stationary network flows
- Steady state approximations of limited processor sharing queues in heavy traffic
- Heavy-traffic single-server queues and the transform method
- Steady-state analysis of the join-the-shortest-queue model in the Halfin-Whitt regime
- Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution
- Stationary distribution convergence for a multiclass single-server queue in heavy traffic
- Heavy-traffic analysis of the sojourn time in a three node Jackson network with overtaking
- Validity of heavy traffic steady-state approximations in generalized Jackson networks
- Justifying diffusion approximations for multiclass queueing networks under a moment condition
- Diffusion approximation analysis of multihopwireless networks: quality-of-service and convergence of stationary distribution
- Optimal pricing and capacity sizing for the $GI/GI/1$ queue
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
- The prelimit generator comparison approach of Stein's method
- State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic
- Convergence rate of fluid approximation for Jackson network with multi-server in heavy traffic
- Steady-state simulation of reflected Brownian motion and related stochastic networks
- The stability of the deterministic Skorokhod problem is undecidable
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
- Diffusion limit of fair resource control -- stationarity and interchange of limits
- Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling
- Heavy-traffic limit of the \(GI/GI/1\) stationary departure process and its variance function
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks
- Diffusion approximations for double-ended queues with reneging in heavy traffic
- Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic
- Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds
- A superharmonic vector for a nonnegative matrix with QBD block structure and its application to a Markov-modulated two-dimensional reflecting process
- Diffusion approximation for fair resource control -- interchange of limits under a moment condition
- Heavy traffic approximation for the stationary distribution of a generalized Jackson network: the BAR approach
- Balanced routing with partial information in a distributed parallel many-server queueing system
- On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime
- A rare-event simulation algorithm for periodic single-server queues
- Diffusion models for double-ended queues with renewal arrival processes
- Rates of convergence to stationarity for reflected Brownian motion
- State space collapse for multi-class queueing networks under SBP service policies
- Uniform stability of some large-scale parallel server networks
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