Asymptotic Product-Form Steady State for Generalized Jackson Networks in Multiscale Heavy Traffic
成果类型:
Article
署名作者:
Dai, J. G.; Glynn, Peter W.; Xu, Yaosheng
署名单位:
Cornell University; Stanford University; University of Chicago
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.2023.0184
发表日期:
2026
关键词:
single-class queueing networks
product-form stationary distributions
reflected Brownian motions
Interchange of limits
heavy traffic approximation
performance analysis
multiclass queuing-networks
diffusion-approximation
摘要:
We prove that under a multiscale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-form limit. Each component in the product form follows an exponential distribution, corresponding to the Brownian approximation of a single station queue. The single station can be constructed precisely, and its parameters have a good intuitive interpretation.
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