Multiscale diffusion approximations for stochastic networks in heavy traffic

DOI10.1016/J.SPA.2010.10.009MaRDI QIDQ550158zbMATH OpenOpenAlexFDO

Authors Amarjit Budhiraja, Xin Liu

Publication date 8 July 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2010.10.009

zbMATH Keywords

multiscale analysisdiffusion approximationsheavy trafficconstrained martingale problemsqueueing networks in a random environmentreflected Markov modulated diffusions

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25) Stochastic network models in operations research (90B15)

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Cited in

(6)

• Diffusion approximation of a special bandwidth sharing model via infinitesimal generators with a lifting-projection method
• Stability of constrained Markov-modulated diffusions
• Diffusion approximation for signaling stochastic networks
• Multi-fractional generalized Cauchy process and its application to teletraffic
• Anisotropic scaling of the random grain model with application to network traffic
• Heavy traffic approximations of a queue with varying service rates and general arrivals

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