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 language | English |
|---|---|
| Pages (from-to) | 43-66 |
| Number of pages | 24 |
| Journal | Stochastic Models |
| Volume | 31 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2 Jan 2015 |
Keywords
- Diffusion approximation
- Non-Markovian networks
- State-dependent networks
- Weak convergence
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