Non-markovian state-dependent networks in critical loading

Chihoon Lee, Anatolii A. Puhalskii

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)43-66
Number of pages24
JournalStochastic Models
Volume31
Issue number1
DOIs
StatePublished - 2 Jan 2015

Keywords

  • Diffusion approximation
  • Non-Markovian networks
  • State-dependent networks
  • Weak convergence

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