Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/80204
Title: | Justifying diffusion approximations for multiclass queueing networks under a moment condition | Authors: | Ye, H Yao, D |
Issue Date: | 2018 | Source: | Annals of applied probability, 2018, v. 28, no. 6, p. 3652-3697 | Abstract: | Multiclass queueing networks (MQN) are, in general, difficult objects to study analytically. The diffusion approximation refers to using the stationary distribution of the diffusion limit as an approximation of the diffusion-scaled process (say, the workload) in the original MQN. To validate such an approximation amounts to justifying the interchange of two limits, t→∞and k→∞, with t being the time index and k, the scaling parameter. Here, we show this interchange of limits is justified under a p∗th moment condition on the primitive data, the interarrival and service times; and we provide an explicit characterization of the required order (p∗), which depends naturally on the desired order of moment of the workload process. | Keywords: | Diffusion limit Interchange of limits Multiclass queueing network Uniform stability |
Publisher: | Institute of Mathematical Statistics | Journal: | Annals of applied probability | ISSN: | 1050-5164 | EISSN: | 2168-8737 | DOI: | 10.1214/18-AAP1401 | Rights: | © Institute of Mathematical Statistics, 2018 The following publication Ye, H. Q., & Yao, D. D. (2018). Justifying diffusion approximations for multiclass queueing networks under a moment condition. The Annals of Applied Probability, 28(6), 3652-3697, is available at https://doi.org/10.1214/18-AAP1401 Posted with permission of the publisher. |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Ye_Justifying_diffusion_approximations.pdf | 406.21 kB | Adobe PDF | View/Open |
Page views
154
Last Week
1
1
Last month
Citations as of Apr 14, 2024
Downloads
149
Citations as of Apr 14, 2024
SCOPUSTM
Citations
5
Last Week
0
0
Last month
Citations as of Apr 12, 2024
WEB OF SCIENCETM
Citations
8
Last Week
0
0
Last month
Citations as of Apr 18, 2024
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.