Pathwise comparison results for stochastic fluid networks

DOI10.1007/s11134-010-9187-9zbMath1205.60079OpenAlexW2000436315MaRDI QIDQ600899

Francisco J. Piera, Ravi R. Mazumdar, Jean-Paul Haddad

Publication date: 3 November 2010

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

Full work available at URL: https://doi.org/10.1007/s11134-010-9187-9

zbMATH Keywords

Skorokhod problemreflected equationsmulti-class network

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Communication networks in operations research (90B18) Sample path properties (60G17) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (3)

Heavy traffic approximation for the stationary distribution of stochastic fluid networks ⋮ Comparison techniques for competing Brownian particles ⋮ Asymptotic time averages and frequency distributions

Cites Work

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• Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications
• Parallel and tandem fluid networks with dependent Lévy inputs
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• A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant
• Stability and structural properties of stochastic storage networks
• Useful martingales for stochastic storage processes with Lévy input
• Applied Probability and Queues

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