Fluid limits of string valued Markov processes
Dantzer, Jean-François ; Robert, Philippe
Ann. Appl. Probab., Tome 12 (2002) no. 1, p. 860-889 / Harvested from Project Euclid
The stability properties of the bandwidth allocation algorithm first fit are analyzed for the distributions concentrated on three sizes for the requests. We give the explicit expression of the ergodicity condition of this model; it involves a quadratic functional of the input parameters. The stochastic processes describing these systems are string valued Markov processes. The notion of a smooth random state is introduced. Starting from a smooth random state the fluid limits of the process can be investigated. The fluid limits of interest are random dynamical systems in $\mathbb{R}^2$ which are products of random $2\times2$ matrices.
Publié le : 2002-08-14
Classification:  Bin packing algorithms,  dynamic bin-packing,  ergodicity,  fluid limits,  multiclass queuing systems,  bandwidth allocation,  60K25,  90B12,  60J75,  90B22
@article{1031863172,
     author = {Dantzer, Jean-Fran\c cois and Robert, Philippe},
     title = {Fluid limits of string valued Markov processes},
     journal = {Ann. Appl. Probab.},
     volume = {12},
     number = {1},
     year = {2002},
     pages = { 860-889},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1031863172}
}
Dantzer, Jean-François; Robert, Philippe. Fluid limits of string valued Markov processes. Ann. Appl. Probab., Tome 12 (2002) no. 1, pp.  860-889. http://gdmltest.u-ga.fr/item/1031863172/