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A Heavy Traffic Limit Theorem for a Class of Open Queueing Networks with Finite Buffers
, 1997
"... We consider a queueing network of d single server stations. Each station has a finite capacity waiting buffer, and all customers served at a station are homogeneous in terms of service requirements and routing. The routing is assumed to be deterministic and hence feedforward. A server stops working ..."
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Cited by 10 (1 self)
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We consider a queueing network of d single server stations. Each station has a finite capacity waiting buffer, and all customers served at a station are homogeneous in terms of service requirements and routing. The routing is assumed to be deterministic and hence feedforward. A server stops working when the downstream buffer is full. We show that a properly normalized ddimensional queue length process converges in distribution to a ddimensional semimartingale reflecting Brownian motion (RBM) in a ddimensional box under a heavy traffic condition. The conventional continuous mapping approach does not apply here because the solution to our Skorohod problem may not be unique. Our proof relies heavily on a uniform oscillation result for solutions to a family of Skorohod problems. The oscillation result is proved in a general form that may be of independent interest. It has the potential to be used as an important ingredient in establishing heavy traffic limit theorems for general finite buffer networks. Key words and phrases: Finite capacity network, blocking probabilities, loss network, semimartingale reflecting Brownian motion, RBM, heavy traffic, limit theorems, oscillation estimates.
STABILITY OF JACKSONTYPE QUEUEING NETWORKS, I
, 1999
"... This paper gives a pathwise construction of Jacksontype queueing networks allowing the derivation of stability and convergence theorems under general probabilistic assumptions on the driving sequences; namely, it is only assumed that the input process, the service sequences and the routing mechanis ..."
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This paper gives a pathwise construction of Jacksontype queueing networks allowing the derivation of stability and convergence theorems under general probabilistic assumptions on the driving sequences; namely, it is only assumed that the input process, the service sequences and the routing mechanism are jointly stationary and ergodic in a sense that is made precise in the paper. The main tools for these results are the subadditive ergodic theorem, which is used to derive a strong law of large numbers, and basic theorems on monotone stochastic recursive sequences. The techniques which are proposed here apply to other and more general classes of discrete event systems, like Petri nets or GSMP’s. The paper also provides new results on the Jacksontype networks with i.i.d. driving sequences which were studied in the past.
networks with finite buffers
, 1998
"... heavy traffic limit theorem for a class of open queueing ..."
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