Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks
Chen, Hong ; Mandelbaum, Avi
Ann. Probab., Tome 19 (1991) no. 4, p. 1463-1519 / Harvested from Project Euclid
Diffusion approximations for stochastic congested networks, both open and closed, are described in terms of the networks' bottlenecks. The approximations arise as limits of functional central limit theorems. The limits are driven by reflected Brownian motions on the nonnegative orthant (for open networks) and on the simplex (for closed ones). The results provide, in particular, invariance principles for Jackson's open queueing networks, Gordon and Newell's closed networks and some of Spitzer's finite particle systems with zero-range interaction.
Publié le : 1991-10-14
Classification:  Flow networks,  bottlenecks,  fluid approximations,  diffusion approximations,  sample path analysis,  queueing networks,  heavy traffic,  oblique reflection,  reflected Brownian motions on the orthant and on the simplex,  60F17,  60K25,  60J70,  90B10,  60F15,  60K30,  60K35,  60G99,  90B15,  90B22,  90B30,  90C35,  93B99
@article{1176990220,
     author = {Chen, Hong and Mandelbaum, Avi},
     title = {Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 1463-1519},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990220}
}
Chen, Hong; Mandelbaum, Avi. Stochastic Discrete Flow Networks: Diffusion Approximations and Bottlenecks. Ann. Probab., Tome 19 (1991) no. 4, pp.  1463-1519. http://gdmltest.u-ga.fr/item/1176990220/