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 :
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