Non-Markovian State-Dependent Networks in Critical Loading

Abstract

We establish a heavy traffic limit theorem for the queue-length process in a critically loaded single class queueing network with state-dependent arrival and service rates. A distinguishing feature of our model is non-Markovian state dependence. The limit stochastic process is a continuous-path reflected process on the nonnegative orthant. We give an application to a generalized Jackson network with state-dependent rates.

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Document Details

Document Type
Technical Report
Publication Date
Feb 04, 2015
Accession Number
AD1001304

Entities

People

  • Anatolii A. Puhalskii
  • Chihoon Lee

Organizations

  • Colorado State University

Tags

DTIC Thesaurus Topics

  • Brownian Motion
  • Coefficients
  • Computer Networks
  • Convergence
  • Diffusion Coefficient
  • Equations
  • Networks
  • Numbers
  • Probability
  • Productivity
  • Queueing Theory
  • Random Variables
  • Sequences
  • Statistics
  • Stochastic Processes
  • Weak Convergence
  • Workload

Readers

  • Mathematical Modeling and Probability Theory.