A degenerate central limit theorem for single resource loss systems

• 成果类型: Article
• 署名作者: Fricker, C; Robert, P; Tibi, D
• 署名单位: Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite; Universite Paris Cite
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2003
• 页码: 561-575
• 关键词: loss networks

摘要

Loss networks in heavy traffic under Kelly's scaling are analyzed. In the case of a single node and R classes of calls, a degenerate diffusion approximation theorem around the corresponding fluid limit in an (R - 1)-dimensional hyperplane is proved.