Multiscale diffusion approximations for stochastic networks in heavy traffic

DOI10.1016/j.spa.2010.10.009zbMath1219.60021OpenAlexW2152161289MaRDI QIDQ550158

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

heavy trafficmultiscale analysisdiffusion approximationsconstrained martingale problemsqueueing networks in a random environmentreflected Markov modulated diffusions

Mathematics Subject Classification ID

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

Related Items

Multi-fractional generalized Cauchy process and its application to teletraffic ⋮ Stability of Constrained Markov-Modulated Diffusions

Cites Work

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• A Liapounov bound for solutions of the Poisson equation
• Ergodic Rate Control Problem for Single Class Queueing Networks
• Fluid and diffusion limits for queues in slowly changing environments
• Open Queueing Networks in Heavy Traffic

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