Title of article
Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
Author/Authors
Rabehasaina، نويسنده , , Landy، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
22
From page
178
To page
199
Abstract
We consider an N -dimensional reflected process, modeling an infinite capacity fluid queues network, of which service and input rates depend on the queue levels as well as on the state of an exterior ergodic stationary process. N is the number of queues in the network. We prove a monotonicity result for such a process, from which we deduce stability results for networks of queues. Particular attention is paid to the case N = 2 . Next, we give some applications of those stability results.
Keywords
Fluid queues , Stochastic networks , Reflected stochastic differential equation
Journal title
Stochastic Processes and their Applications
Serial Year
2006
Journal title
Stochastic Processes and their Applications
Record number
1577746
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