On a class of Lévy stochastic networks

DOI10.1023/B:QUES.0000027993.51077.f2zbMath1061.90012MaRDI QIDQ596389

Takis Konstantopoulos, Günter Last, Si-Jian Lin

Publication date: 10 August 2004

Published in: Queueing Systems (Search for Journal in Brave)

zbMATH Keywords

Lévy processstochastic networkItô's formulaSkorokhod reflectionLoynes' scheme

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

Related Items (12)

A review of Burke's theorem for Brownian motion ⋮ Discrete and continuous time modulated random walks with heavy-tailed increments ⋮ Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ Bounds on exponential moments of hitting times for reflected processes on the positive orthant ⋮ Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections ⋮ Heavy traffic approximation for the stationary distribution of stochastic fluid networks ⋮ Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions ⋮ 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 ⋮ On Itô formulas for jump processes ⋮ Kernel Method for Stationary Tails: From Discrete to Continuous ⋮ Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs

This page was built for publication: On a class of Lévy stochastic networks