Quasi-Product Forms for Lévy-Driven Fluid Networks

DOI10.1287/moor.1070.0259zbMath1341.60111arXivmath/0512119OpenAlexW3099818611WikidataQ56907660 ScholiaQ56907660MaRDI QIDQ5388052

A. B. Dieker, Tomasz Rolski, Krzysztof Dȩbicki

Publication date: 27 May 2008

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512119

zbMATH Keywords

busy periodbuffer contentidle periodquasi-product formsplitting time\(n\)-dimensional Lévy processLévy-driven fluid networkmultidimensional Skorokhod problemtree fluid network

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic network models in operations research (90B15) Queueing theory (aspects of probability theory) (60K25)

Related Items (15)

Transient analysis of Lévy-driven tandem queues ⋮ Steady-state simulation of reflected Brownian motion and related stochastic networks ⋮ A tandem fluid network with Lévy input in heavy traffic ⋮ Transient analysis of a stationary Lévy-driven queue ⋮ Synchronized Lévy queues ⋮ Applications of factorization embeddings for Lévy processes ⋮ Tandem Brownian queues ⋮ Extremes of Markov-additive processes with one-sided jumps, with queueing applications ⋮ Tail asymptotics for a Lévy-driven tandem queue with an intermediate input ⋮ Asymptotic analysis of Lévy-driven tandem queues ⋮ Sensitivity analysis for diffusion processes constrained to an orthant ⋮ Markov modulated fluid network process: Tail asymptotics of the stationary distribution ⋮ Two coupled Levy queues with independent input ⋮ Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Running supremum of Brownian motion in dimension 2: exact and asymptotic results

This page was built for publication: Quasi-Product Forms for Lévy-Driven Fluid Networks