Non-product form of two-dimensional fluid networks with dependent Lévy inputs

DOI10.1239/JAP/1014843090zbMath0982.60047OpenAlexW2079467513WikidataQ56907241 ScholiaQ56907241MaRDI QIDQ2725307

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Publication date: 8 April 2002

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

Full work available at URL: https://doi.org/10.1239/jap/1014843090

zbMATH Keywords

Lévy processreflected processstochastic fluid networksnon-product form

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic network models in operations research (90B15) Inventory, storage, reservoirs (90B05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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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

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