A degenerate central limit theorem for single resource loss systems
Fricker, Christine ; Robert, Philippe ; Tibi, Danielle
Ann. Appl. Probab., Tome 13 (2003) no. 1, p. 561-575 / Harvested from Project Euclid
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/