• 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