TY - JOUR
T1 - Non-markovian state-dependent networks in critical loading
AU - Lee, Chihoon
AU - Puhalskii, Anatolii A.
N1 - Publisher Copyright:
© 2015 Taylor & Francis Group, LLC.
PY - 2015/1/2
Y1 - 2015/1/2
N2 - We establish a heavy traffic limit theorem for the queue-length process in a critically loaded single class queueing network with state-dependent arrival and service rates. A distinguishing feature of our model is non-Markovian state dependence. The limit stochastic process is a continuous-path reflected process on the nonnegative orthant. We give an application to a generalized Jackson network with state-dependent rates.
AB - We establish a heavy traffic limit theorem for the queue-length process in a critically loaded single class queueing network with state-dependent arrival and service rates. A distinguishing feature of our model is non-Markovian state dependence. The limit stochastic process is a continuous-path reflected process on the nonnegative orthant. We give an application to a generalized Jackson network with state-dependent rates.
KW - Diffusion approximation
KW - Non-Markovian networks
KW - State-dependent networks
KW - Weak convergence
UR - http://www.scopus.com/inward/record.url?scp=84922537131&partnerID=8YFLogxK
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U2 - 10.1080/15326349.2014.964414
DO - 10.1080/15326349.2014.964414
M3 - Article
AN - SCOPUS:84922537131
SN - 1532-6349
VL - 31
SP - 43
EP - 66
JO - Stochastic Models
JF - Stochastic Models
IS - 1
ER -