Reflecting diffusions and queueing networks

zbMath0933.60102MaRDI QIDQ1126824

Ruth J. Williams

Publication date: 5 August 1998

Published in: Documenta Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224170

zbMATH Keywords

Brownian motionheavy trafficmulticlass networkssemimartingalestate space collapsefluid limitcustomer class

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65)

Related Items (5)

Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections ⋮ Diffusion approximations for multiclass queueing networks under preemptive priority service discipline ⋮ Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit ⋮ On product-form stationary distributions for reflected diffusions with jumps in the positive orthant ⋮ A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant

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