Justifying diffusion approximations for multiclass queueing networks under a moment condition
DOI10.1214/18-AAP1401zbMath1404.60141OpenAlexW2895934767WikidataQ129121216 ScholiaQ129121216MaRDI QIDQ1634183
Publication date: 17 December 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoap/1538985632
Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Functional limit theorems; invariance principles (60F17)
Related Items (7)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the rate of convergence to stationarity of the M/M/\(n\) queue in the Halfin-Whitt regime
- Multiclass multiserver queueing system in the Halfin-Whitt heavy traffic regime: asymptotics of the stationary distribution
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
- Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
- State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
- Stability of two families of queueing networks and a discussion of fluid limits
- Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
- Diffusion approximation for \(GI/G/1\) controlled queues
- Diffusion approximations for open multiclass queueing networks: Sufficient conditions involving state space collapse
- State space collapse with application to heavy traffic limits for multiclass queueing networks
- Lyapunov functions for semimartingale reflecting Brownian motions
- Convergence to equilibria for fluid models of head-of-the-line proportional processor sharing queueing networks
- MaxWeight scheduling in a generalized switch: State space collapse and workload minimization in heavy traffic
- A sufficient condition and a necessary condition for the diffusion approximations of multiclass queueing networks under priority service disciplines
- Heavy traffic limits for some queueing networks
- On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
- Fluid approximations and stability of multiclass queueing networks: Work-conserving disciplines
- Convergence to equilibria for fluid models of FIFO queueing networks
- Ergodicity of stochastic processes describing the operation of open queueing networks
- Asymptotic optimality of maximum pressure policies in stochastic processing networks
- Qualitative properties of \(\alpha\)-fair policies in bandwidth-sharing networks
- Validity of heavy traffic steady-state approximations in generalized Jackson networks
- Diffusion Approximations for Some Multiclass Queueing Networks with FIFO Service Disciplines
- Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits
- Asymptotic Optimality of Balanced Routing
- Stein's method for steady-state diffusion approximations: an introduction through the Erlang-A and Erlang-C models
- Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
- Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic
- Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
- Tightness of stationary distributions of a flexible-server system in the Halfin-Whitt asymptotic regime
- A Stochastic Network Under Proportional Fair Resource Control—Diffusion Limit with Multiple Bottlenecks
- Stability and convergence of moments for multiclass queueing networks via fluid limit models
- Tightness of invariant distributions of a large-scale flexible service system under a priority discipline
- Validity of Heavy-Traffic Steady-State Approximations in Multiclass Queueing Networks: The Case of Queue-Ratio Disciplines
- Diffusion-Scale Tightness of Invariant Distributions of a Large-Scale Flexible Service System
- Scheduling Flexible Servers with Convex Delay Costs: Heavy-Traffic Optimality of the Generalized cμ-Rule
- Probability
- Existence condition for the diffusion approximations of multiclass priority queueing networks
- State-space collapse in stationarity and its application to a multiclass single-server queue in heavy traffic
This page was built for publication: Justifying diffusion approximations for multiclass queueing networks under a moment condition