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Analysis of loss networks with routing

dc.contributor.authorAntunes, Nelson
dc.contributor.authorFricker, Christine
dc.contributor.authorRobert, Philippe
dc.contributor.authorTibi, Danielle
dc.date.accessioned2018-12-07T14:58:01Z
dc.date.available2018-12-07T14:58:01Z
dc.date.issued2006-11
dc.description.abstractThis paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have reversibility properties, so the explicit expression of their invariant distribution is not known. Kelly's limiting regime is considered: the arrival rates of calls as well as the capacities of the nodes are proportional to a factor going to infinity. It is proved that, in limit, the associated rescaled Markov process converges to a deterministic dynamical system with a unique equilibrium point characterized by a nonstandard fixed point equation.
dc.description.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.doi10.1214/105051606000000466
dc.identifier.issn1050-5164
dc.identifier.urihttp://hdl.handle.net/10400.1/11814
dc.language.isoeng
dc.peerreviewedyes
dc.publisherInstitute of Mathematical Statistics
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subjectModel
dc.subjectStochastic networks
dc.subjectHeavy traffic limits
dc.subjectAsymptotic dynamical systems
dc.subjectFixed point equations
dc.titleAnalysis of loss networks with routing
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage2026
oaire.citation.issue4
oaire.citation.startPage2007
oaire.citation.titleAnnals of Applied Probability
oaire.citation.volume16
person.familyNameAntunes
person.givenNameNelson
person.identifier.ciencia-idA31E-F40A-C819
person.identifier.orcid0000-0001-6071-1099
person.identifier.scopus-author-id15063869700
rcaap.rightsopenAccess
rcaap.typearticle
relation.isAuthorOfPublicationaea16f78-689b-426f-b6ad-e76e7b3972fe
relation.isAuthorOfPublication.latestForDiscoveryaea16f78-689b-426f-b6ad-e76e7b3972fe

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