Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/90454
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dc.contributorDepartment of Logistics and Maritime Studiesen_US
dc.creatorYe, H-Qen_US
dc.creatorYao, DDen_US
dc.date.accessioned2021-07-12T05:02:30Z-
dc.date.available2021-07-12T05:02:30Z-
dc.identifier.issn0364-765Xen_US
dc.identifier.urihttp://hdl.handle.net/10397/90454-
dc.language.isoenen_US
dc.publisherInstitute for Operations Research and the Management Sciencesen_US
dc.rights© 2021, INFORMSen_US
dc.rightsThis is a post-peer-review, pre-copyedit version of an article published in Mathematics of Operations Research. The final authenticated version is available online at: https://doi.org/10.1287/moor.2020.1065.en_US
dc.subjectResource-sharing networken_US
dc.subjectDiffusion limiten_US
dc.subjectStationary distributionen_US
dc.subjectInterchange of limitsen_US
dc.subjectUniform stabilityen_US
dc.titleDiffusion approximation for fair resource control - interchange of limits under a moment conditionen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage869en_US
dc.identifier.epage894en_US
dc.identifier.volume46en_US
dc.identifier.issue3en_US
dc.identifier.doi10.1287/moor.2020.1065en_US
dcterms.abstractIn a prior study [Ye HQ, Yao DD (2016) Diffusion limit of fair resource control–Stationary and interchange of limits. Math. Oper. Res. 41(4):1161–1207.] focusing on a class of stochastic processing network with fair resource control, we justified the diffusion approximation (in the context of the interchange of limits) provided that the pth moment of the workloads are bounded. To this end, we introduced the so-called bounded workload condition, which requires the workload process be bounded by a free process plus the initial workload. This condition is for a derived process, the workload, as opposed to primitives such as arrival processes and service requirements; as such, it could be difficult to verify. In this paper, we establish the interchange of limits under a moment condition of suitable order on the primitives directly: the required order is p∗>2(p+2) on the moments of the primitive processes so as to bound the pth moment of the workload. This moment condition is trivial to verify, and indeed automatically holds in networks where the primitives have moments of all orders, for instance, renewal arrivals with phase-type interarrival times and independent and identically distributed phase-type service times.en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationMathematics of operations research, Aug. 2021, v. 46, no. 3, p. 869-894en_US
dcterms.isPartOfMathematics of operations researchen_US
dcterms.issued2021-08-
dc.identifier.eissn1526-5471en_US
dc.description.validate202107 bcrcen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumbera0798-n02-
dc.identifier.SubFormID1696-
dc.description.fundingSourceRGCen_US
dc.description.fundingText15508114en_US
dc.description.pubStatusPublisheden_US
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