Brownian models of open queueing networks with homogeneous customer populations∗
DOI10.1080/17442508708833469zbMATH Open0632.60095OpenAlexW2080554766WikidataQ56778681 ScholiaQ56778681MaRDI QIDQ3769742FDOQ3769742
Authors: J. Michael Harrison, R. J. Williams
Publication date: 1987
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: http://purl.umn.edu/4593
Recommendations
- scientific article; zbMATH DE number 4076265
- Brownian models of closed queueing networks with homogeneous customer populations
- Brownian models of multiclass queueing networks: Current status and open problems
- Open Queueing Networks in Heavy Traffic
- Brownian models of feedforward queueing networks: Quasireversibility and product form solutions
performance measuresstationary distributionsJackson networkweak convergence theoremsBrownian system modelsheavy traffic approximations for open queueing networks
Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Open, Closed, and Mixed Networks of Queues with Different Classes of Customers
- Title not available (Why is that?)
- Reflected Brownian motion on an orthant
- Open Queueing Networks in Heavy Traffic
- Title not available (Why is that?)
- Title not available (Why is that?)
- State of the Art—Networks of Queues: A Survey of Weak Convergence Results
- Semimartingales and Markov processes
- Brownian motion in a wedge with oblique reflection
- Mesure invariante sur les classes r�currentes des processus de Markov
- Title not available (Why is that?)
- Multidimensional reflected Brownian motions having exponential stationary distributions
- A boundary property of semimartingale reflecting Brownian motions
- On the Distribution of Multidimensional Reflected Brownian Motion
Cited In (only showing first 100 items - show all)
- Diffusion Limits for Open Networks of Finite-Buffer Queues
- Positive recurrence of reflecting Brownian motion in three dimensions
- Stability of constrained Markov-modulated diffusions
- Efficient Bayesian Computation for Low-Photon Imaging Problems
- Nonexistence of Brownian models for certain multiclass queueing networks
- On the transition from heavy traffic to heavy tails for the \(M/G/1\) queue: the regularly varying case
- The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
- Further applications of a general rate conservation law
- Ergodic optimization of stochastic differential systems in wireless networks
- Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
- Brownian models of closed queueing networks with homogeneous customer populations
- Exit time and invariant measure asymptotics for small noise constrained diffusions
- A heavy-traffic comparison of shared and segregated buffer schemes for queues with the head-of-line processor-sharing discipline
- Positive recurrence for reflecting Brownian motion in higher dimensions
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
- A positive recurrent reflecting Brownian motion with divergent fluid path
- Characterization of stationary distributions of reflected diffusions
- Ergodicity conditions for two-dimensional Markov chains on the positive quadrant
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant
- Numerical approximations for stochastic systems with delays in the state and control
- Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit
- Validity of heavy traffic steady-state approximations in generalized Jackson networks
- Efficient steady-state simulation of high-dimensional stochastic networks
- A review of Burke's theorem for Brownian motion
- Regulations dÉterminates et stochastiques dans le premier “orthant” de RN
- Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
- Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs
- Explicit semimartingale representation of Brownian motion in a wedge
- A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
- Hybrid Atlas models
- Stability and nonproduct form of stochastic fluid networks with Lévy inputs
- Brownian models of multiclass queueing networks: Current status and open problems
- The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations
- On the quasireversibility of a multiclass Brownian service station
- Penalty method for obliquely reflected diffusions
- Sensitivity analysis for diffusion processes constrained to an orthant
- A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant
- On the return time for a reflected fractional Brownian motion process on the positive orthant
- On collisions of Brownian particles
- Diffusion approximations for open queueing networks with service interruptions
- On positive recurrence of constrained diffusion processes
- Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
- Steady-state simulation of reflected Brownian motion and related stochastic networks
- The QNET method for two-moment analysis of open queueing networks
- Capacity allocation in generalized Jackson networks
- A multi-dimensional SRBM: geometric views of its product form stationary distribution
- Nearly optimal control of queues in heavy traffic with heterogeneous servers
- Inventory management with stochastic lead times
- A review of open queueing network models of manufacturing systems
- Title not available (Why is that?)
- Long time asymptotics for constrained diffusions in polyhedral domains
- Diffusion approximation of videoconference networks
- Queueing networks with dependent nodes and concurrent movements
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks
- Spinning Brownian motion
- Heavy-traffic asymptotics for networks of parallel queues with Markov-modulated service speeds
- State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
- Sur la récurrence positivedu mouvement brownien réflechidans l'orthant positif de
- Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling
- A phase transition behavior for Brownian motions interacting through their ranks
- One-dimensional Brownian particle systems with rank-dependent drifts
- Recurrence and transience of reflecting Brownian motion in the quadrant
- Atlas models of equity markets
- Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM
- Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes
- Wide-sense regeneration for Harris recurrent Markov processes: an open problem
- Variational problem in the non-negative orthant of \(\mathbb{R}^{3}\): reflective faces and boundary influence cones
- A boundary property of semimartingale reflecting Brownian motions
- Optimal paths in large deviations of symmetric reflected Brownian motion in the octant
- Light tail asymptotics in multidimensional reflecting processes for queueing networks
- Stationary distribution of a two-dimensional SRBM: geometric views and boundary measures
- Asymptotic variability analysis for multi-server generalized Jackson network in overloaded
- Decomposable stationary distribution of a multidimensional SRBM
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution
- The economic average cost Brownian control problem
- Delay performance in stochastic processing networks with priority service.
- Integral expression for the stationary distribution of reflected Brownian motion in a wedge
- Green's functions with oblique Neumann boundary conditions in the quadrant
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
- Comparison techniques for competing Brownian particles
- Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary
- Stochastic decompositions in bivariate risk and queueing models with mutual assistance
- Brownian Approximations of Multiclass Open-Queueing Networks
- A queueing model with ON/OFF sources: approximation and stationarity
- Degenerate competing three-particle systems
- Dimension-free local convergence and perturbations for reflected Brownian motions
- Beyond Heavy-Traffic Regimes: Universal Bounds and Controls for the Single-Server Queue
- Tutte's invariant approach for Brownian motion reflected in the quadrant
- Domains of attraction of invariant distributions of the infinite atlas model
- Splitting algorithms for rare events of semimartingale reflecting Brownian motions
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions
- Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts
- Reflected Brownian motion in the quarter plane: an equivalence based on time reversal
- Zipf's law for Atlas models
- Brownian motion minus the independent increments: representation and queuing application
- Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions
- Smart policies for multisource inventory systems and general tandem queues with order tracking and expediting
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
- Variability Analysis for a Two-station Queueing Network in Heavy Traffic with Arrival Processes Driven by Queues
- Long-time behavior of finite and infinite dimensional reflected Brownian motions
This page was built for publication: Brownian models of open queueing networks with homogeneous customer populations∗
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3769742)