Stability and nonproduct form of stochastic fluid networks with Lévy inputs

DOI10.1214/aoap/1034968070zbMath0863.60070OpenAlexW2039623148WikidataQ56906939 ScholiaQ56906939MaRDI QIDQ1921437

Offer Kella

Publication date: 10 June 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034968070

zbMATH Keywords

stabilityLévy processreflected processtandem networksnonproduct formstochastic fluid networks

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Inventory, storage, reservoirs (90B05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Markov processes (60J99)

Related Items (10)

On optional stopping of some exponential martingales for Lévy processes with or without reflection. ⋮ Pathwise comparison results for stochastic fluid networks ⋮ Steady-state simulation of reflected Brownian motion and related stochastic networks ⋮ Heavy traffic approximation for the stationary distribution of stochastic fluid networks ⋮ Rates of Convergence to Stationarity for Reflected Brownian Motion ⋮ Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications ⋮ Two coupled Levy queues with independent input ⋮ Two-node fluid network with a heavy-tailed random input: the strong stability case ⋮ Large deviations for stochastic fluid networks with Weibullian tails ⋮ Tandem fluid queues fed by homogeneous on-off sources

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parallel and tandem fluid networks with dependent Lévy inputs
• On the stability of open networks: A unified approach by stochastic dominance
• Stability of generalized Jackson networks
• Lyapunov functions for semimartingale reflecting Brownian motions
• Ergodicity of Jackson-type queueing networks
• On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
• Stability and structural properties of stochastic storage networks
• Brownian models of open queueing networks with homogeneous customer populations^∗
• Stochastic theory of a fluid model of producers and consumers coupled by a buffer
• Reliability and Inventory in a Production-Storage System
• Discrete Flow Networks: Bottleneck Analysis and Fluid Approximations
• A Storage Model with a Two-State Random Environment
• Useful martingales for stochastic storage processes with Lévy input
• Stability of feed-forward fluid networks with Lévy input

This page was built for publication: Stability and nonproduct form of stochastic fluid networks with Lévy inputs