Stability and nonproduct form of stochastic fluid networks with Lévy inputs
Kella, Offer
Ann. Appl. Probab., Tome 6 (1996) no. 1, p. 186-199 / Harvested from Project Euclid
We consider a stochastic fluid network with inputs which are independent subordinators. We show that under some natural conditions the distribution of the fluid content process converges in total variation to a proper limit and that the limiting distribution has a positive mass at the origin. As a consequence of the methodology used, we obtain upper and lower bounds for the expected values of this limiting distribution. For the two-dimensional case, under certain conditions, explicit formulas for the means, variances and covariance of the steady-state fluid content are given. Further, for the two-dimensional case, it is shown that, other than for trivial setups, the limiting distribution cannot have product form.
Publié le : 1996-02-14
Classification:  Stochastic fluid networks,  Lévy process,  reflected process,  stability,  tandem networks,  nonproduct form,  60J30,  60K30,  90B05,  90B15
@article{1034968070,
     author = {Kella, Offer},
     title = {Stability and nonproduct form of stochastic fluid networks with
		 L\'evy inputs},
     journal = {Ann. Appl. Probab.},
     volume = {6},
     number = {1},
     year = {1996},
     pages = { 186-199},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034968070}
}
Kella, Offer. Stability and nonproduct form of stochastic fluid networks with
		 Lévy inputs. Ann. Appl. Probab., Tome 6 (1996) no. 1, pp.  186-199. http://gdmltest.u-ga.fr/item/1034968070/