DIFFUSION APPROXIMATION FOR OPEN STATE-DEPENDENT QUEUEING NETWORKS IN THE HEAVY TRAFFIC SITUATION
成果类型：
Article
署名作者：
Yamada, Keigo
署名单位：
Kanagawa University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004602
发表日期：
1995
页码：
958-982
关键词：
摘要：
We consider open queueing networks in which arrival and service rates are dependent on the state (i.e., queue length) of the network. They are modeled as multidimensional birth and death processes. If a heavy traffic condition is satisfied on the behavior of arrival and service rates when the queue length becomes very large, it is shown that a properly normalized sequence of queue length converges in law to a reflecting diffusion process.
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