Analysis of loss networks with routing

DOI10.1214/105051606000000466zbMATH Open1121.60100arXivcs/0512088OpenAlexW2048618646MaRDI QIDQ997415FDOQ997415

Authors: Nelson Antunes, Christine Fricker, Philippe Robert, Danielle Tibi 

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have reversibility properties, so the explicit expression of their invariant distribution is not known. Kelly's limiting regime is considered: the arrival rates of calls as well as the capacities of the nodes are proportional to a factor going to infinity. It is proved that, in limit, the associated rescaled Markov process converges to a deterministic dynamical system with a unique equilibrium point characterized by a nonstandard fixed point equation.

Full work available at URL: https://arxiv.org/abs/cs/0512088

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zbMATH Keywords

stochastic networksscalingfixed point equationsasymptotic dynamical systems

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Continuous-time Markov processes on general state spaces (60J25)

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Cited In (34)

• Dynamics of large uncontrolled loss networks
• Limit theorems for loss networks with diverse routing
• An analytical model for loss estimation in network traffic analysis systems
• Nonlinear Markov processes in big networks
• Multigrid methods combined with low-rank approximation for tensor-structured Markov chains
• Analysis of large unreliable stochastic networks
• Revisiting stochastic loss networks: structures and approximations
• On equilibrium analysis of acyclic multiclass loss networks under admission control
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• On the metastability of a loss network with diminishing rates
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• Interacting multi-class transmissions in large stochastic networks
• Metastability in loss networks with dynamic alternative routing
• Pathological behaviour in loss networks
• On critically loaded loss networks
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• Large loss networks
• Stochastic networks with multiple stable points
• Fast Jackson networks with dynamic routing
• A refinement of the Hunt-Kurtz theory of large loss networks, with an application to virtual partitioning
• Linear loss networks
• Fluctuations for a fully connected loss network with alternate routing
• Analysis of bandwidth allocation on end-to-end QoS networks under budget control
• A degenerate central limit theorem for single resource loss systems
• Propagation of chaos for a fully connected loss network with alternate routing
• The stability of infinite-server networks with random routing
• The equilibrium states of large networks of Erlang queues

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