Diffusion approximations for some multiclass queueing networks with FIFO service disciplines
文献类型：期刊论文
| 作者 | Chen, H; Zhang, HQ
|
| 刊名 | MATHEMATICS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2000-11-01 |
| 卷号 | 25期号:4页码:679-707 |
| 关键词 | multiclass queueing network diffusion approximations fluid approximations heavy traffic semimartingale reflecting Brownian motion |
| ISSN号 | 0364-765X |
| 英文摘要 | The diffusion approximation is proved for a class of multiclass queueing networks under FIFO service disciplines. Ln addition to the usual assumptions for a heavy traffic limit theorem, a key condition that characterizes this class is that a J x J matrix G, known as the workload contents matrix, has a spectral radius less than unity, where J represents the number of sen ice stations. The (j, l)th component of matrix G can be interpreted as the long-run average amount of future work for station j that is embodied in a unit of immediate work at station l. This class includes, as a special case, the feedforward multiclass queueing network and the Rybko-Stolyar network under FIFO service discipline. A new approach is taken in establishing the diffusion limit theorem. The traditional approach is based on an oblique reflection mapping, but such a mapping is not well defined for the network under consideration. Our approach takes two steps: first establishing the C-tightness of the scaled queueing processes, and then completing the proof for the convergence of the scaled queueing processes by invoking the weak uniqueness for the limiting processes, which are semimartingale reflecting Brownian motions. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000166210800010 |
| 出版者 | INST OPERATIONS RESEARCH MANAGEMENT SCIENCES |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15652]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Chen, H |
| 作者单位 | 1.Univ British Columbia, Fac Commerce & Business Adm, Vancouver, BC V5Z 1M9, Canada 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, H,Zhang, HQ. Diffusion approximations for some multiclass queueing networks with FIFO service disciplines[J]. MATHEMATICS OF OPERATIONS RESEARCH,2000,25(4):679-707. |
| APA | Chen, H,&Zhang, HQ.(2000).Diffusion approximations for some multiclass queueing networks with FIFO service disciplines.MATHEMATICS OF OPERATIONS RESEARCH,25(4),679-707. |
| MLA | Chen, H,et al."Diffusion approximations for some multiclass queueing networks with FIFO service disciplines".MATHEMATICS OF OPERATIONS RESEARCH 25.4(2000):679-707. |
入库方式： OAI收割
来源：数学与系统科学研究院
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