DocumentCode
2945476
Title
An ergodic result for queue length processes of state-dependent queueing networks in the heavy-traffic diffusion limit
Author
Piera, Francisco J. ; Mazumdar, Ravi R.
Author_Institution
Dept. of Electr. Eng., Univ. of Chile, Santiago
fYear
2008
fDate
23-26 Sept. 2008
Firstpage
504
Lastpage
507
Abstract
We consider state-dependent queueing networks in the heavy-traffic diffusion limit. Specifically, we consider queue length processes jointly satisfying a reflecting stochastic differential equation in the non-negative orthant with state-dependent drift vector and state-dependent diffusion and reflection matrices. Such state-dependence arises in queueing networks when the subjacent network parameters, such as arrival and service rates and routing probabilities, depend on the states of other queues in the network. For this class of networks, we provide a useful ergodicity criterium characterizing the main stability properties in such diffusion limit regime.
Keywords
differential equations; queueing theory; stochastic processes; telecommunication traffic; heavy-traffic diffusion limit; queue length processes; reflection matrices; routing probabilities; state-dependent diffusion; state-dependent drift vector; state-dependent queueing networks; stochastic differential equation; Context modeling; Diffusion processes; Performance analysis; Queueing analysis; Reflection; Routing; Stochastic processes; Telecommunication traffic; Traffic control; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Communication, Control, and Computing, 2008 46th Annual Allerton Conference on
Conference_Location
Urbana-Champaign, IL
Print_ISBN
978-1-4244-2925-7
Electronic_ISBN
978-1-4244-2926-4
Type
conf
DOI
10.1109/ALLERTON.2008.4797600
Filename
4797600
Link To Document