Pathwise comparison results for stochastic fluid networks

DOI10.1007/S11134-010-9187-9MaRDI QIDQ600899zbMATH OpenOpenAlexFDO

Authors Jean-Paul Haddad, Ravi R. Mazumdar, Francisco J. Piera

Publication date 3 November 2010

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-010-9187-9

zbMATH Keywords

Skorokhod problemreflected equationsmulti-class network

Mathematics Subject Classification ID

Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Communication networks in operations research (90B18)

Recommendations

• Stochastic comparison of queueing networks
• Heavy traffic approximation for the stationary distribution of stochastic fluid networks
• Stability and nonproduct form of stochastic fluid networks with Lévy inputs
• Stability of fluid networks with proportional routing
• Fluid approximations and stability of multiclass queueing networks: Work-conserving disciplines

Cites work

• scientific article; zbMATH DE number 1631026 (Why is no real title available?)
• scientific article; zbMATH DE number 431644 (Why is no real title available?)
• A subsidy-surplus model and the Skorokhod problem in an orthant.
• Applied Probability and Queues
• Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications
• Parallel and tandem fluid networks with dependent Lévy inputs
• Stability and nonproduct form of stochastic fluid networks with Lévy inputs
• Stability and structural properties of stochastic storage networks
• Useful martingales for stochastic storage processes with Lévy input

Cited in

(9)

• Large deviations for stochastic fluid networks with Weibullian tails
• Heavy traffic approximation for the stationary distribution of stochastic fluid networks
• Diverging paths in FIFO fluid networks
• Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding
• scientific article; zbMATH DE number 5225666 (Why is no real title available?)
• Asymptotic time averages and frequency distributions
• Comparison techniques for competing Brownian particles
• Single class queueing networks with discrete and fluid customers on the time interval \(\mathbb R\)
• Networks of interacting stochastic fluid models with infinite and finite buffers

This page was built for publication: Pathwise comparison results for stochastic fluid networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q600899)