Analysis of loss networks with routing

Detalhes bibliográficos
Autor(a) principal: Antunes, Nelson
Data de Publicação: 2006
Outros Autores: Fricker, Christine, Robert, Philippe, Tibi, Danielle
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.1/11814
Resumo: This 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.
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spelling Analysis of loss networks with routingModelStochastic networksHeavy traffic limitsAsymptotic dynamical systemsFixed point equationsThis 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.Institute of Mathematical StatisticsSapientiaAntunes, NelsonFricker, ChristineRobert, PhilippeTibi, Danielle2018-12-07T14:58:01Z2006-112006-11-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.1/11814eng1050-516410.1214/105051606000000466info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-24T10:23:40Zoai:sapientia.ualg.pt:10400.1/11814Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:03:15.877922Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Analysis of loss networks with routing
title Analysis of loss networks with routing
spellingShingle Analysis of loss networks with routing
Antunes, Nelson
Model
Stochastic networks
Heavy traffic limits
Asymptotic dynamical systems
Fixed point equations
title_short Analysis of loss networks with routing
title_full Analysis of loss networks with routing
title_fullStr Analysis of loss networks with routing
title_full_unstemmed Analysis of loss networks with routing
title_sort Analysis of loss networks with routing
author Antunes, Nelson
author_facet Antunes, Nelson
Fricker, Christine
Robert, Philippe
Tibi, Danielle
author_role author
author2 Fricker, Christine
Robert, Philippe
Tibi, Danielle
author2_role author
author
author
dc.contributor.none.fl_str_mv Sapientia
dc.contributor.author.fl_str_mv Antunes, Nelson
Fricker, Christine
Robert, Philippe
Tibi, Danielle
dc.subject.por.fl_str_mv Model
Stochastic networks
Heavy traffic limits
Asymptotic dynamical systems
Fixed point equations
topic Model
Stochastic networks
Heavy traffic limits
Asymptotic dynamical systems
Fixed point equations
description This 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.
publishDate 2006
dc.date.none.fl_str_mv 2006-11
2006-11-01T00:00:00Z
2018-12-07T14:58:01Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.1/11814
url http://hdl.handle.net/10400.1/11814
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1050-5164
10.1214/105051606000000466
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institute of Mathematical Statistics
publisher.none.fl_str_mv Institute of Mathematical Statistics
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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