Multiscale diffusion approximations for stochastic networks in heavy traffic

DOI10.1016/J.SPA.2010.10.009zbMATH Open1219.60021OpenAlexW2152161289MaRDI QIDQ550158FDOQ550158

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

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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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• Ergodic rate control problem for single class queueing networks
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• Diffusion approximation for open state-dependent queueing networks in the heavy traffic situation
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• State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits
• Fluid and diffusion limits for queues in slowly changing environments

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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