Loss networks in heavy traffic under Kelly's scaling are
analyzed. In the case of a single node and $R$ classes of calls,
a degenerate diffusion approximation theorem around the
corresponding fluid limit in an $({R-1})$-dimensional hyperplane is
proved.
Publié le : 2003-05-14
Classification:
Loss networks,
diffusion approximation,
60K25,
90B22
@article{1050689594,
author = {Fricker, Christine and Robert, Philippe and Tibi, Danielle},
title = {A degenerate central limit theorem for single resource loss systems},
journal = {Ann. Appl. Probab.},
volume = {13},
number = {1},
year = {2003},
pages = { 561-575},
language = {en},
url = {http://dml.mathdoc.fr/item/1050689594}
}
Fricker, Christine; Robert, Philippe; Tibi, Danielle. A degenerate central limit theorem for single resource loss systems. Ann. Appl. Probab., Tome 13 (2003) no. 1, pp. 561-575. http://gdmltest.u-ga.fr/item/1050689594/