کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155752 958764 2011 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Multiscale diffusion approximations for stochastic networks in heavy traffic
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Multiscale diffusion approximations for stochastic networks in heavy traffic
چکیده انگلیسی

Stochastic networks with time varying arrival and service rates and routing structure are studied. Time variations are governed by, in addition to the state of the system, two independent finite state Markov processes XX and YY. The transition times of XX are significantly smaller than typical inter-arrival and processing times whereas the reverse is true for the Markov process YY. By introducing a suitable scaling parameter one can model such a system using a hierarchy of time scales. Diffusion approximations for such multiscale systems are established under a suitable heavy traffic condition. In particular, it is shown that, under certain conditions, properly normalized buffer content processes converge weakly to a reflected diffusion. The drift and diffusion coefficients of this limit model are functions of the state process, the invariant distribution of XX, and a finite state Markov process which is independent of the driving Brownian motion.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 3, March 2011, Pages 630–656
نویسندگان
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